Uses of Class
com.opengamma.strata.pricer.credit.ArbitrageHandling
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Packages that use ArbitrageHandling Package Description com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS). -
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Uses of ArbitrageHandling in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit that return ArbitrageHandling Modifier and Type Method Description protected ArbitrageHandlingIsdaCompliantCreditCurveCalibrator. getArbitrageHandling()Obtains the arbitrage handling.static ArbitrageHandlingArbitrageHandling. of(String name)Obtains an instance from the specified name.static ArbitrageHandlingArbitrageHandling. valueOf(String name)Returns the enum constant of this type with the specified name.static ArbitrageHandling[]ArbitrageHandling. values()Returns an array containing the constants of this enum type, in the order they are declared.Constructors in com.opengamma.strata.pricer.credit with parameters of type ArbitrageHandling Constructor Description FastCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)
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