| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
|
| Class and Description |
|---|
| CdsQuoteConvention
Market quote conventions for credit default swaps.
|
| Class and Description |
|---|
| AccrualStart
The accrual start for credit default swaps.
|
| CdsConvention
A market convention for credit default swap trades.
|
| CdsQuoteConvention
Market quote conventions for credit default swaps.
|
| CdsTemplate
A template for creating credit default swap trades.
|
| 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. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.