| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| Modifier and Type | Method and Description |
|---|---|
PaymentOnDefault |
ResolvedCdsIndex.getPaymentOnDefault()
Gets the payment on default.
|
PaymentOnDefault |
ResolvedCds.getPaymentOnDefault()
Gets the payment on default.
|
PaymentOnDefault |
CdsIndex.getPaymentOnDefault()
Gets the payment on default.
|
PaymentOnDefault |
Cds.getPaymentOnDefault()
Gets the payment on default.
|
static PaymentOnDefault |
PaymentOnDefault.of(String name)
Obtains an instance from the specified name.
|
static PaymentOnDefault |
PaymentOnDefault.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static PaymentOnDefault[] |
PaymentOnDefault.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PaymentOnDefault> |
ResolvedCdsIndex.Meta.paymentOnDefault()
The meta-property for the
paymentOnDefault property. |
org.joda.beans.MetaProperty<PaymentOnDefault> |
ResolvedCds.Meta.paymentOnDefault()
The meta-property for the
paymentOnDefault property. |
org.joda.beans.MetaProperty<PaymentOnDefault> |
CdsIndex.Meta.paymentOnDefault()
The meta-property for the
paymentOnDefault property. |
org.joda.beans.MetaProperty<PaymentOnDefault> |
Cds.Meta.paymentOnDefault()
The meta-property for the
paymentOnDefault property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
ResolvedCds.Builder |
ResolvedCds.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
CdsIndex.Builder |
CdsIndex.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
Cds.Builder |
Cds.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
| Modifier and Type | Method and Description |
|---|---|
PaymentOnDefault |
ImmutableCdsConvention.getPaymentOnDefault()
Gets the payment on default.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PaymentOnDefault> |
ImmutableCdsConvention.Meta.paymentOnDefault()
The meta-property for the
paymentOnDefault property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.