Uses of Package
com.opengamma.strata.product.credit

Packages that use com.opengamma.strata.product.credit

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.

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.product.credit

Class and 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.
PaymentOnDefault The payment on default.
ProtectionStartOfDay The protection start of the day.
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.

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.product.credit.type

Class and Description
CdsTrade A trade in a single-name credit default swap (CDS).
PaymentOnDefault The payment on default.
ProtectionStartOfDay The protection start of the day.