Uses of Interface
com.opengamma.strata.product.credit.type.CdsConvention

Packages that use CdsConvention

Package	Description
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.

Uses of CdsConvention in com.opengamma.strata.product.credit.type

Classes in com.opengamma.strata.product.credit.type that implement CdsConvention

Modifier and Type	Class and Description
class	ImmutableCdsConvention A market convention for credit default swap trades.

Fields in com.opengamma.strata.product.credit.type declared as CdsConvention

Modifier and Type	Field and Description
static CdsConvention	CdsConventions.EUR_GB_STANDARD EUR-dominated standardized credit default swap.
static CdsConvention	CdsConventions.EUR_STANDARD EUR-dominated standardized credit default swap.
static CdsConvention	CdsConventions.GBP_STANDARD GBP-dominated standardized credit default swap.
static CdsConvention	CdsConventions.GBP_US_STANDARD GBP-dominated standardized credit default swap.
static CdsConvention	CdsConventions.JPY_STANDARD JPY-dominated standardized credit default swap.
static CdsConvention	CdsConventions.JPY_US_GB_STANDARD JPY-dominated standardized credit default swap.
static CdsConvention	CdsConventions.USD_STANDARD USD-dominated standardized credit default swap.

Methods in com.opengamma.strata.product.credit.type that return CdsConvention

Modifier and Type	Method and Description
CdsConvention	TenorCdsTemplate.getConvention() Gets the market convention of the credit default swap.
CdsConvention	DatesCdsTemplate.getConvention() Gets the market convention of the credit default swap.
CdsConvention	CdsTemplate.getConvention() Gets the market convention of the credit default swap.
static CdsConvention	CdsConvention.of(String uniqueName) Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.product.credit.type that return types with arguments of type CdsConvention

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<CdsConvention>	TenorCdsTemplate.Meta.convention() The meta-property for the convention property.
org.joda.beans.MetaProperty<CdsConvention>	DatesCdsTemplate.Meta.convention() The meta-property for the convention property.
static ExtendedEnum<CdsConvention>	CdsConvention.extendedEnum() Gets the extended enum helper.

Methods in com.opengamma.strata.product.credit.type with parameters of type CdsConvention

Modifier and Type	Method and Description
static TenorCdsTemplate	TenorCdsTemplate.of(AccrualStart accrualStart, Tenor tenor, CdsConvention convention) Obtains a template based on the specified tenor and convention.
static DatesCdsTemplate	DatesCdsTemplate.of(LocalDate startDate, LocalDate endDate, CdsConvention convention) Obtains a template based on the specified dates and convention.
static TenorCdsTemplate	TenorCdsTemplate.of(Tenor tenor, CdsConvention convention) Obtains a template based on the specified tenor and convention.