| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
static ResolvedCdsIndex.Builder |
ResolvedCdsIndex.builder()
Returns a builder used to create an instance of the bean.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Meta.builder() |
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.buySell(BuySell buySell)
Sets whether the CDS index is buy or sell.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.cdsIndexId(StandardId cdsIndexId)
Sets the CDS index identifier.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.legalEntityIds(List<StandardId> legalEntityIds)
Sets the legal entity identifiers.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.legalEntityIds(StandardId... legalEntityIds)
Sets the
legalEntityIds property in the builder
from an array of objects. |
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.paymentPeriods(CreditCouponPaymentPeriod... paymentPeriods)
Sets the
paymentPeriods property in the builder
from an array of objects. |
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.paymentPeriods(List<CreditCouponPaymentPeriod> paymentPeriods)
Sets the periodic payments based on the fixed rate.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.protectionEndDate(LocalDate protectionEndDate)
Sets the protection end date.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.protectionStart(ProtectionStartOfDay protectionStart)
Sets the protection start of the day.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.set(String propertyName,
Object newValue) |
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.
|
ResolvedCdsIndex.Builder |
ResolvedCdsIndex.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.