| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
CreditCouponPaymentPeriod |
CreditCouponPaymentPeriod.Builder.build() |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CreditCouponPaymentPeriod> |
CreditCouponPaymentPeriod.Meta.beanType() |
Optional<CreditCouponPaymentPeriod> |
ResolvedCdsIndex.findPeriod(LocalDate date)
Finds the period that contains the specified date.
|
Optional<CreditCouponPaymentPeriod> |
ResolvedCds.findPeriod(LocalDate date)
Finds the period that contains the specified date.
|
ImmutableList<CreditCouponPaymentPeriod> |
ResolvedCdsIndex.getPaymentPeriods()
Gets the periodic payments based on the fixed rate.
|
ImmutableList<CreditCouponPaymentPeriod> |
ResolvedCds.getPaymentPeriods()
Gets the periodic payments based on the fixed rate.
|
org.joda.beans.MetaProperty<ImmutableList<CreditCouponPaymentPeriod>> |
ResolvedCdsIndex.Meta.paymentPeriods()
The meta-property for the
paymentPeriods property. |
org.joda.beans.MetaProperty<ImmutableList<CreditCouponPaymentPeriod>> |
ResolvedCds.Meta.paymentPeriods()
The meta-property for the
paymentPeriods property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.paymentPeriods(CreditCouponPaymentPeriod... paymentPeriods)
Sets the
paymentPeriods property in the builder
from an array of objects. |
ResolvedCds.Builder |
ResolvedCds.Builder.paymentPeriods(CreditCouponPaymentPeriod... paymentPeriods)
Sets the
paymentPeriods property in the builder
from an array of objects. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.paymentPeriods(List<CreditCouponPaymentPeriod> paymentPeriods)
Sets the periodic payments based on the fixed rate.
|
ResolvedCds.Builder |
ResolvedCds.Builder.paymentPeriods(List<CreditCouponPaymentPeriod> paymentPeriods)
Sets the periodic payments based on the fixed rate.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.