| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
static Cds.Builder |
Cds.builder()
Returns a builder used to create an instance of the bean.
|
Cds.Builder |
Cds.Meta.builder() |
Cds.Builder |
Cds.Builder.buySell(BuySell buySell)
Sets whether the CDS is buy or sell.
|
Cds.Builder |
Cds.Builder.currency(Currency currency)
Sets the currency of the CDS.
|
Cds.Builder |
Cds.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
Cds.Builder |
Cds.Builder.fixedRate(double fixedRate)
Sets the fixed coupon rate.
|
Cds.Builder |
Cds.Builder.legalEntityId(StandardId legalEntityId)
Sets the legal entity identifier.
|
Cds.Builder |
Cds.Builder.notional(double notional)
Sets the notional amount, must be non-negative.
|
Cds.Builder |
Cds.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
Cds.Builder |
Cds.Builder.paymentSchedule(PeriodicSchedule paymentSchedule)
Sets the payment schedule.
|
Cds.Builder |
Cds.Builder.protectionStart(ProtectionStartOfDay protectionStart)
Sets the protection start of the day.
|
Cds.Builder |
Cds.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
Cds.Builder |
Cds.Builder.set(String propertyName,
Object newValue) |
Cds.Builder |
Cds.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.
|
Cds.Builder |
Cds.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.
|
Cds.Builder |
Cds.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.