Package com.opengamma.strata.product.credit.type

Conventions and templates to aid the construction of credit instruments.

See: Description

Interface Summary

Interface	Description
CdsConvention	A market convention for credit default swap trades.
CdsTemplate	A template for creating credit default swap trades.

Class Summary

Class	Description
CdsConventions	Standardized credit default swap conventions.
DatesCdsTemplate	A template for creating credit default swap trades.
DatesCdsTemplate.Meta	The meta-bean for DatesCdsTemplate.
ImmutableCdsConvention	A market convention for credit default swap trades.
ImmutableCdsConvention.Builder	The bean-builder for ImmutableCdsConvention.
ImmutableCdsConvention.Meta	The meta-bean for ImmutableCdsConvention.
TenorCdsTemplate	A template for creating credit default swap trades.
TenorCdsTemplate.Meta	The meta-bean for TenorCdsTemplate.

Enum Summary

Enum	Description
AccrualStart	The accrual start for credit default swaps.
CdsQuoteConvention	Market quote conventions for credit default swaps.

Package com.opengamma.strata.product.credit.type Description

Conventions and templates to aid the construction of credit instruments.