| Package | Description |
|---|---|
| com.opengamma.strata.measure.credit |
Calculation functions for credit products.
|
| Modifier and Type | Method and Description |
|---|---|
CreditRatesMarketDataLookup |
CreditRatesScenarioMarketData.getLookup()
Gets the lookup that provides access to credit, discount and recovery rate curves.
|
CreditRatesMarketDataLookup |
CreditRatesMarketData.getLookup()
Gets the lookup that provides access to credit, discount and recovery rate curves.
|
static CreditRatesMarketDataLookup |
CreditRatesMarketDataLookup.of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds,
Map<Currency,CurveId> discountCurveIds,
Map<StandardId,CurveId> recoveryRateCurveIds)
Obtains an instance based on a maps for credit, discount and recovery rate curves.
|
static CreditRatesMarketDataLookup |
CreditRatesMarketDataLookup.of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds,
Map<Currency,CurveId> discountCurveIds,
Map<StandardId,CurveId> recoveryRateCurveIds,
ObservableSource observableSource)
Obtains an instance based on a maps for credit, discount and recovery rate curves.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.