Uses of Class
com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Packages that use IsdaCreditCurveDefinition

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).

Uses of IsdaCreditCurveDefinition in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return IsdaCreditCurveDefinition

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.

Methods in com.opengamma.strata.market.curve that return types with arguments of type IsdaCreditCurveDefinition

Modifier and Type	Method and Description
Class<? extends IsdaCreditCurveDefinition>	IsdaCreditCurveDefinition.Meta.beanType()
BeanBuilder<? extends IsdaCreditCurveDefinition>	IsdaCreditCurveDefinition.Meta.builder()

Uses of IsdaCreditCurveDefinition in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit with parameters of type IsdaCreditCurveDefinition

Modifier and Type	Method and Description
LegalEntitySurvivalProbabilities	IsdaCompliantCreditCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData) Calibrates the ISDA compliant credit curve to the market data.
LegalEntitySurvivalProbabilities	IsdaCompliantIndexCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData) Calibrates the index curve to the market data.
IsdaCreditDiscountFactors	IsdaCompliantDiscountCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData) Calibrates the ISDA compliant discount curve to the market data.