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