| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
SwapIsdaCreditCurveNode |
SwapIsdaCreditCurveNode.Builder.build() |
static SwapIsdaCreditCurveNode |
SwapIsdaCreditCurveNode.of(ObservableId observableId,
DaysAdjustment spotDateOffset,
BusinessDayAdjustment businessDayAdjustment,
Tenor tenor,
DayCount dayCount,
Frequency paymentFrequency)
Returns a curve node for a standard fixed-Ibor swap.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SwapIsdaCreditCurveNode> |
SwapIsdaCreditCurveNode.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.