| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DepositIsdaCreditCurveNode
An ISDA compliant curve node whose instrument is a term deposit.
|
class |
SwapIsdaCreditCurveNode
An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ImmutableList<IsdaCreditCurveNode>> |
IsdaCreditCurveDefinition.Meta.curveNodes()
The meta-property for the
curveNodes property. |
ImmutableList<IsdaCreditCurveNode> |
IsdaCreditCurveDefinition.getCurveNodes()
Gets the curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
static IsdaCreditCurveDefinition |
IsdaCreditCurveDefinition.of(CurveName name,
Currency currency,
LocalDate curveValuationDate,
DayCount dayCount,
List<? extends IsdaCreditCurveNode> curveNodes,
boolean computeJacobian,
boolean storeNodeTrade)
Obtains an instance.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CdsIndexIsdaCreditCurveNode
An ISDA compliant curve node whose instrument is a CDS index.
|
class |
CdsIsdaCreditCurveNode
An ISDA compliant curve node whose instrument is a credit default swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.