| Package | Description |
|---|---|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| Modifier and Type | Method and Description |
|---|---|
static TenorCdsTemplate |
TenorCdsTemplate.of(AccrualStart accrualStart,
Tenor tenor,
CdsConvention convention)
Obtains a template based on the specified tenor and convention.
|
static TenorCdsTemplate |
TenorCdsTemplate.of(Tenor tenor,
CdsConvention convention)
Obtains a template based on the specified tenor and convention.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends TenorCdsTemplate> |
TenorCdsTemplate.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends TenorCdsTemplate> |
TenorCdsTemplate.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.