| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
CdsIndex |
CdsIndex.Builder.build() |
CdsIndex |
CdsIndexTrade.getProduct()
Gets the CDS index product that was agreed when the trade occurred.
|
static CdsIndex |
CdsIndex.of(BuySell buySell,
StandardId cdsIndexId,
List<StandardId> legalEntityIds,
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
Frequency paymentFrequency,
HolidayCalendarId calendar,
double fixedRate)
Creates an instance of a standardized CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CdsIndex> |
CdsIndex.Meta.beanType() |
org.joda.beans.MetaProperty<CdsIndex> |
CdsIndexTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
CdsIndexTrade.Builder |
CdsIndexTrade.Builder.product(CdsIndex product)
Sets the CDS index product that was agreed when the trade occurred.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.