| 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 |
|---|---|
CdsQuoteConvention |
CdsQuote.getQuoteConvention()
Gets the CDS quote convention.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CdsQuoteConvention> |
CdsQuote.Meta.quoteConvention()
The meta-property for the
quoteConvention property. |
| Modifier and Type | Method and Description |
|---|---|
static CdsQuote |
CdsQuote.of(CdsQuoteConvention quoteConvention,
double quotedValue)
Creates an instance.
|
| Modifier and Type | Method and Description |
|---|---|
static CdsQuoteConvention |
CdsQuoteConvention.of(String name)
Obtains an instance from the specified name.
|
static CdsQuoteConvention |
CdsQuoteConvention.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static CdsQuoteConvention[] |
CdsQuoteConvention.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.