| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.Builder.build() |
static CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.ofParSpread(CdsTemplate template,
ObservableId observableId,
StandardId legalEntityId)
Returns a curve node with par spread convention.
|
static CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.ofPointsUpfront(CdsTemplate template,
ObservableId observableId,
StandardId legalEntityId,
Double fixedRate)
Returns a curve node with points upfront convention.
|
static CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.ofQuotedSpread(CdsTemplate template,
ObservableId observableId,
StandardId legalEntityId,
Double fixedRate)
Returns a curve node with quoted spread convention.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CdsIsdaCreditCurveNode> |
CdsIsdaCreditCurveNode.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.