| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
CdsQuote |
CdsIndexCalibrationTrade.getQuote()
Gets the CDS index quote.
|
CdsQuote |
CdsCalibrationTrade.getQuote()
Gets the CDS quote.
|
static CdsQuote |
CdsQuote.of(CdsQuoteConvention quoteConvention,
double quotedValue)
Creates an instance.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CdsQuote> |
CdsQuote.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CdsQuote> |
CdsQuote.Meta.builder() |
org.joda.beans.MetaProperty<CdsQuote> |
CdsIndexCalibrationTrade.Meta.quote()
The meta-property for the
quote property. |
org.joda.beans.MetaProperty<CdsQuote> |
CdsCalibrationTrade.Meta.quote()
The meta-property for the
quote property. |
| Modifier and Type | Method and Description |
|---|---|
static CdsIndexCalibrationTrade |
CdsIndexCalibrationTrade.of(CdsIndexTrade trade,
CdsQuote quote)
Creates an instance.
|
static CdsCalibrationTrade |
CdsCalibrationTrade.of(CdsTrade 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.