| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.Builder.build() |
static CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.ofParSpread(CdsTemplate template,
ObservableId observableId,
StandardId cdsIndexId,
List<StandardId> legalEntityIds)
Returns a curve node with par spread convention.
|
static CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.ofPointsUpfront(CdsTemplate template,
ObservableId observableId,
StandardId cdsIndexId,
List<StandardId> legalEntityIds,
Double fixedRate)
Returns a curve node with points upfront convention.
|
static CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.ofQuotedSpread(CdsTemplate template,
ObservableId observableId,
StandardId cdsIndexId,
List<StandardId> legalEntityIds,
Double fixedRate)
Returns a curve node with quoted spread convention.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CdsIndexIsdaCreditCurveNode> |
CdsIndexIsdaCreditCurveNode.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.