Cds (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.credit.Cds

All Implemented Interfaces:

Resolvable<ResolvedCds>, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class Cds
extends Object
implements Product, Resolvable<ResolvedCds>, org.joda.beans.ImmutableBean, Serializable
```
A single-name credit default swap (CDS).
A CDS is a financial instrument where the protection seller agrees to compensate the protection buyer when the reference entity suffers a default. The protection seller is paid premium regularly from the protection buyer until the expiry of the CDS contract or the reference entity defaults before the expiry.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class Cds.Builder
The bean-builder for Cds.

static class Cds.Meta
The meta-bean for Cds.

Nested Classes
Modifier and Type	Class and Description
`static class`	`Cds.Builder` The bean-builder for `Cds`.
`static class`	`Cds.Meta` The meta-bean for `Cds`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`ImmutableSet<Currency>`	`allCurrencies()` Returns the set of currencies the product refers to.
`static Cds.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`BuySell`	`getBuySell()` Gets whether the CDS is buy or sell.
`Currency`	`getCurrency()` Gets the currency of the CDS.
`DayCount`	`getDayCount()` Gets the day count convention.
`double`	`getFixedRate()` Gets the fixed coupon rate.
`StandardId`	`getLegalEntityId()` Gets the legal entity identifier.
`double`	`getNotional()` Gets the notional amount, must be non-negative.
`PaymentOnDefault`	`getPaymentOnDefault()` Gets the payment on default.
`PeriodicSchedule`	`getPaymentSchedule()` Gets the payment schedule.
`ProtectionStartOfDay`	`getProtectionStart()` Gets the protection start of the day.
`DaysAdjustment`	`getSettlementDateOffset()` Gets the number of days between valuation date and settlement date.
`DaysAdjustment`	`getStepinDateOffset()` Gets the number of days between valuation date and step-in date.
`int`	`hashCode()`
`static Cds.Meta`	`meta()` The meta-bean for `Cds`.
`Cds.Meta`	`metaBean()`
`static Cds`	`of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)` Creates an instance of a standardized CDS.
`ResolvedCds`	`resolve(ReferenceData refData)`
`Cds.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()`

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.Product
allPaymentCurrencies, isCrossCurrency

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - of
```
public static Cds of(BuySell buySell,
                     StandardId legalEntityId,
                     Currency currency,
                     double notional,
                     LocalDate startDate,
                     LocalDate endDate,
                     Frequency paymentFrequency,
                     HolidayCalendarId calendar,
                     double fixedRate)
```
    Creates an instance of a standardized CDS.
    
    Parameters:
    
    buySell - buy or sell
    
    legalEntityId - the legal entity ID
    
    currency - the currency
    
    notional - the notional
    
    startDate - the start date
    
    endDate - the end date
    
    calendar - the calendar
    
    fixedRate - the fixed coupon rate
    
    paymentFrequency - the payment frequency
    
    Returns:
    
    the instance
  - allCurrencies
```
public ImmutableSet<Currency> allCurrencies()
```
    Description copied from interface: Product
    
    Returns the set of currencies the product refers to.
    This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.
    
    Specified by:
    
    allCurrencies in interface Product
    
    Returns:
    
    the set of currencies the product refers to
  - resolve
```
public ResolvedCds resolve(ReferenceData refData)
```
    Specified by:
    
    resolve in interface Resolvable<ResolvedCds>
  - meta
```
public static Cds.Meta meta()
```
    The meta-bean for Cds.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static Cds.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public Cds.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getBuySell
```
public BuySell getBuySell()
```
    Gets whether the CDS is buy or sell.
    A value of 'Buy' implies buying protection, where the fixed coupon is paid and the protection is received in the event of default. A value of 'Sell' implies selling protection, where the fixed coupon is received and the protection is paid in the event of default.
    
    Returns:
    
    the value of the property, not null
  - getLegalEntityId
```
public StandardId getLegalEntityId()
```
    Gets the legal entity identifier.
    This identifier is used for the reference legal entity of the CDS.
    
    Returns:
    
    the value of the property, not null
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the CDS.
    The amounts of the notional are expressed in terms of this currency.
    
    Returns:
    
    the value of the property, not null
  - getNotional
```
public double getNotional()
```
    Gets the notional amount, must be non-negative.
    The fixed notional amount applicable during the lifetime of the CDS. The currency of the notional is specified by currency.
    
    Returns:
    
    the value of the property
  - getPaymentSchedule
```
public PeriodicSchedule getPaymentSchedule()
```
    Gets the payment schedule.
    This is used to define the payment periods.
    
    Returns:
    
    the value of the property, not null
  - getFixedRate
```
public double getFixedRate()
```
    Gets the fixed coupon rate.
    This must be represented in decimal form.
    
    Returns:
    
    the value of the property
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention.
    This is used to convert dates to a numerical value.
    When building, this will default to 'Act/360'.
    
    Returns:
    
    the value of the property, not null
  - getPaymentOnDefault
```
public PaymentOnDefault getPaymentOnDefault()
```
    Gets the payment on default.
    Whether the accrued premium is paid in the event of a default.
    When building, this will default to 'AccruedPremium'.
    
    Returns:
    
    the value of the property, not null
  - getProtectionStart
```
public ProtectionStartOfDay getProtectionStart()
```
    Gets the protection start of the day.
    When the protection starts on the start date.
    When building, this will default to 'Beginning'.
    
    Returns:
    
    the value of the property, not null
  - getStepinDateOffset
```
public DaysAdjustment getStepinDateOffset()
```
    Gets the number of days between valuation date and step-in date.
    The step-in date is also called protection effective date. It is usually 1 calendar day for standardized CDS contracts.
    When building, this will default to 1 calendar day.
    
    Returns:
    
    the value of the property, not null
  - getSettlementDateOffset
```
public DaysAdjustment getSettlementDateOffset()
```
    Gets the number of days between valuation date and settlement date.
    It is usually 3 business days for standardized CDS contracts.
    When building, this will default to 3 business days in the calendar of the payment schedule.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public Cds.Builder toBuilder()
```
    Returns a builder that allows this bean to be mutated.
    
    Returns:
    
    the mutable builder, not null
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class Cds

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.product.Product

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

allCurrencies

resolve

meta

builder

metaBean

getBuySell

getLegalEntityId

getCurrency

getNotional

getPaymentSchedule

getFixedRate

getDayCount

getPaymentOnDefault

getProtectionStart

getStepinDateOffset

getSettlementDateOffset

toBuilder

equals

hashCode

toString