| Package | Description |
|---|---|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableCdsConvention.Builder |
ImmutableCdsConvention.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Meta.builder() |
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to payment schedule dates.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.currency(Currency currency)
Sets the currency of the CDS.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.dayCount(DayCount dayCount)
Sets the day count convention applicable.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.name(String name)
Sets the convention name.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.paymentOnDefault(PaymentOnDefault paymentOnDefault)
Sets the payment on default.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.protectionStart(ProtectionStartOfDay protectionStart)
Sets the protection start of the day.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.rollConvention(RollConvention rollConvention)
Sets the convention defining how to roll dates, optional with defaulting getter.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.set(String propertyName,
Object newValue) |
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.Builder.stubConvention(StubConvention stubConvention)
Sets the convention defining how to handle stubs, optional with defaulting getter.
|
ImmutableCdsConvention.Builder |
ImmutableCdsConvention.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.