| Package | Description |
|---|---|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableCdsConvention |
ImmutableCdsConvention.Builder.build() |
static ImmutableCdsConvention |
ImmutableCdsConvention.of(String name,
Currency currency,
DayCount dayCount,
Frequency paymentFrequency,
BusinessDayAdjustment businessDayAdjustment,
DaysAdjustment settlementDateOffset)
Obtains a convention based on the specified parameters.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ImmutableCdsConvention> |
ImmutableCdsConvention.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.