Package com.opengamma.strata.product.credit

Entity objects describing Credit Default Swap (CDS) and CDS index.

See: Description

Class Summary

Class	Description
Cds	A single-name credit default swap (CDS).
Cds.Builder	The bean-builder for Cds.
Cds.Meta	The meta-bean for Cds.
CdsCalibrationTrade	A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsCalibrationTrade.Meta	The meta-bean for CdsCalibrationTrade.
CdsIndex	A CDS (portfolio) index product.
CdsIndex.Builder	The bean-builder for CdsIndex.
CdsIndex.Meta	The meta-bean for CdsIndex.
CdsIndexCalibrationTrade	A trade in a CDS index used for credit curve calibration.
CdsIndexCalibrationTrade.Meta	The meta-bean for CdsIndexCalibrationTrade.
CdsIndexTrade	A trade in a CDS index.
CdsIndexTrade.Builder	The bean-builder for CdsIndexTrade.
CdsIndexTrade.Meta	The meta-bean for CdsIndexTrade.
CdsQuote	Market quote for a single-name credit default swap (CDS).
CdsQuote.Meta	The meta-bean for CdsQuote.
CdsTrade	A trade in a single-name credit default swap (CDS).
CdsTrade.Builder	The bean-builder for CdsTrade.
CdsTrade.Meta	The meta-bean for CdsTrade.
CreditCouponPaymentPeriod	A period over which a fixed coupon is paid.
CreditCouponPaymentPeriod.Builder	The bean-builder for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta	The meta-bean for CreditCouponPaymentPeriod.
ResolvedCds	A single-name credit default swap (CDS), resolved for pricing.
ResolvedCds.Builder	The bean-builder for ResolvedCds.
ResolvedCds.Meta	The meta-bean for ResolvedCds.
ResolvedCdsIndex	A CDS (portfolio) index, resolved for pricing.
ResolvedCdsIndex.Builder	The bean-builder for ResolvedCdsIndex.
ResolvedCdsIndex.Meta	The meta-bean for ResolvedCdsIndex.
ResolvedCdsIndexTrade	A trade in a CDS index, resolved for pricing.
ResolvedCdsIndexTrade.Builder	The bean-builder for ResolvedCdsIndexTrade.
ResolvedCdsIndexTrade.Meta	The meta-bean for ResolvedCdsIndexTrade.
ResolvedCdsTrade	A trade in a single-name credit default swap (CDS), resolved for pricing.
ResolvedCdsTrade.Builder	The bean-builder for ResolvedCdsTrade.
ResolvedCdsTrade.Meta	The meta-bean for ResolvedCdsTrade.

Enum Summary

Enum	Description
PaymentOnDefault	The payment on default.
ProtectionStartOfDay	The protection start of the day.

Package com.opengamma.strata.product.credit Description

Entity objects describing Credit Default Swap (CDS) and CDS index.