| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
static IsdaCreditCurveDefinition |
IsdaCreditCurveDefinition.of(CurveName name,
Currency currency,
LocalDate curveValuationDate,
DayCount dayCount,
List<? extends IsdaCreditCurveNode> curveNodes,
boolean computeJacobian,
boolean storeNodeTrade)
Obtains an instance.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IsdaCreditCurveDefinition> |
IsdaCreditCurveDefinition.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IsdaCreditCurveDefinition> |
IsdaCreditCurveDefinition.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.