Hi,
I am new to Strata and I need to price Floating Rate Bond. While I found com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer, I can’t find an approprite code for a floating rate bond.
I do see that com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod actually supports fixedRate field that represents coupon for the given period.
My question: Is there an existing API to calculate floating bond price? Is there an intention to add it if the answer is ‘no’
Thank you!
Kirill