| Package | Description |
|---|---|
| com.opengamma.strata.measure.credit |
Calculation functions for credit products.
|
| Class and Description |
|---|
| CreditRatesMarketData
Market data for credit products.
|
| CreditRatesMarketDataLookup
The lookup that provides access to credit rates in market data.
|
| CreditRatesScenarioMarketData
Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.