| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
static ResolvedCds.Builder |
ResolvedCds.builder()
Returns a builder used to create an instance of the bean.
|
ResolvedCds.Builder |
ResolvedCds.Meta.builder() |
ResolvedCds.Builder |
ResolvedCds.Builder.buySell(BuySell buySell)
Sets whether the CDS is buy or sell.
|
ResolvedCds.Builder |
ResolvedCds.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
ResolvedCds.Builder |
ResolvedCds.Builder.legalEntityId(StandardId legalEntityId)
Sets the legal entity identifier.
|
ResolvedCds.Builder |
ResolvedCds.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
ResolvedCds.Builder |
ResolvedCds.Builder.paymentPeriods(CreditCouponPaymentPeriod... paymentPeriods)
Sets the
paymentPeriods property in the builder
from an array of objects. |
ResolvedCds.Builder |
ResolvedCds.Builder.paymentPeriods(List<CreditCouponPaymentPeriod> paymentPeriods)
Sets the periodic payments based on the fixed rate.
|
ResolvedCds.Builder |
ResolvedCds.Builder.protectionEndDate(LocalDate protectionEndDate)
Sets the protection end date.
|
ResolvedCds.Builder |
ResolvedCds.Builder.protectionStart(ProtectionStartOfDay protectionStart)
Sets the protection start of the day.
|
ResolvedCds.Builder |
ResolvedCds.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ResolvedCds.Builder |
ResolvedCds.Builder.set(String propertyName,
Object newValue) |
ResolvedCds.Builder |
ResolvedCds.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.
|
ResolvedCds.Builder |
ResolvedCds.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.
|
ResolvedCds.Builder |
ResolvedCds.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.