com.opengamma.strata.product.credit

Class CdsCalibrationTrade

java.lang.Object

com.opengamma.strata.product.credit.CdsCalibrationTrade

All Implemented Interfaces:

CalculationTarget, PortfolioItem, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class CdsCalibrationTrade
extends Object
implements Trade, org.joda.beans.ImmutableBean, Serializable

A trade in a single-name credit default swap (CDS) used for credit curve calibration.

The CDS trade and market quote are stored in this class. CdsTrade and ResolvedCdsTrade should be used for pricing.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	CdsCalibrationTrade.Meta The meta-bean for CdsCalibrationTrade.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
TradeInfo	getInfo() Gets the standard trade information.
CdsQuote	getQuote() Gets the CDS quote.
CdsTrade	getUnderlyingTrade() Gets the underlying CDS trade.
int	hashCode()
static CdsCalibrationTrade.Meta	meta() The meta-bean for CdsCalibrationTrade.
CdsCalibrationTrade.Meta	metaBean()
static CdsCalibrationTrade	of(CdsTrade trade, CdsQuote quote) Creates an instance.
PortfolioItemSummary	summarize() Summarizes the portfolio item.
String	toString()
CdsCalibrationTrade	withInfo(PortfolioItemInfo info) Returns an instance with the specified info.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.PortfolioItem

getId

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static CdsCalibrationTrade of(CdsTrade trade,
                                     CdsQuote quote)

Creates an instance.

Parameters:

trade - the trade

quote - the quote

Returns:

the instance

getInfo

public TradeInfo getInfo()

Description copied from interface: Trade

Gets the standard trade information.

All trades contain this standard set of information.

Specified by:

getInfo in interface PortfolioItem

Specified by:

getInfo in interface Trade

Returns:

the trade information

withInfo

public CdsCalibrationTrade withInfo(PortfolioItemInfo info)

Description copied from interface: Trade

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Specified by:

withInfo in interface Trade

Parameters:

info - the new info

Returns:

the instance with the specified info

summarize

public PortfolioItemSummary summarize()

Description copied from interface: PortfolioItem

Summarizes the portfolio item.

This provides a summary, including a human readable description.

Specified by:

summarize in interface PortfolioItem

Specified by:

summarize in interface Trade

Returns:

the summary of the item

meta

public static CdsCalibrationTrade.Meta meta()

The meta-bean for CdsCalibrationTrade.

Returns:

the meta-bean, not null

metaBean

public CdsCalibrationTrade.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getUnderlyingTrade

public CdsTrade getUnderlyingTrade()

Gets the underlying CDS trade.

Returns:

the value of the property, not null

getQuote

public CdsQuote getQuote()

Gets the CDS quote.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object