| Package | Description |
|---|---|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DatesCdsTemplate
A template for creating credit default swap trades.
|
class |
TenorCdsTemplate
A template for creating credit default swap trades.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.