| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
Cds |
Cds.Builder.build() |
Cds |
CdsTrade.getProduct()
Gets the CDS product that was agreed when the trade occurred.
|
static Cds |
Cds.of(BuySell buySell,
StandardId legalEntityId,
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
Frequency paymentFrequency,
HolidayCalendarId calendar,
double fixedRate)
Creates an instance of a standardized CDS.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends Cds> |
Cds.Meta.beanType() |
org.joda.beans.MetaProperty<Cds> |
CdsTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
CdsTrade.Builder |
CdsTrade.Builder.product(Cds product)
Sets the CDS product that was agreed when the trade occurred.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.