| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
static CdsIndexCalibrationTrade |
CdsIndexCalibrationTrade.of(CdsIndexTrade trade,
CdsQuote quote)
Creates an instance.
|
CdsIndexCalibrationTrade |
CdsIndexCalibrationTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CdsIndexCalibrationTrade> |
CdsIndexCalibrationTrade.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CdsIndexCalibrationTrade> |
CdsIndexCalibrationTrade.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.