Package | Description |
---|---|
com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
Modifier and Type | Method and Description |
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static CdsCalibrationTrade |
CdsCalibrationTrade.of(CdsTrade trade,
CdsQuote quote)
Creates an instance.
|
CdsCalibrationTrade |
CdsCalibrationTrade.withInfo(PortfolioItemInfo info) |
Modifier and Type | Method and Description |
---|---|
Class<? extends CdsCalibrationTrade> |
CdsCalibrationTrade.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CdsCalibrationTrade> |
CdsCalibrationTrade.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.