Package com.opengamma.strata.measure.credit

Calculation functions for credit products.

See: Description

Interface Summary

Interface	Description
CreditRatesMarketData	Market data for credit products.
CreditRatesMarketDataLookup	The lookup that provides access to credit rates in market data.
CreditRatesScenarioMarketData	Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.

Class Summary

Class	Description
CdsIndexTradeCalculationFunction	Perform calculations on a single CdsIndexTrade for each of a set of scenarios.
CdsTradeCalculationFunction	Perform calculations on a single CdsTrade for each of a set of scenarios.
CreditMeasures	The standard set of credit measures that can be calculated by Strata.

Package com.opengamma.strata.measure.credit Description

Calculation functions for credit products.