Uses of Interface com.opengamma.strata.pricer.credit.RecoveryRates (OpenGamma Strata)

Packages that use RecoveryRates
Package Description

com.opengamma.strata.pricer.credit
Calculators for credit instruments, such as Credit Default Swap (CDS).

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

Classes in com.opengamma.strata.pricer.credit that implement RecoveryRates
Modifier and Type	Class	Description
`class`	`ConstantRecoveryRates`	The constant recovery rate.

Methods in com.opengamma.strata.pricer.credit that return RecoveryRates
Modifier and Type	Method	Description
`static RecoveryRates`	RecoveryRates.`of(StandardId legalEntityId, LocalDate valuationDate, Curve curve)`	Obtains an instance from a curve.
`RecoveryRates`	CreditRatesProvider.`recoveryRates(StandardId legalEntityId)`	Gets the recovery rates for a standard ID.
`RecoveryRates`	ImmutableCreditRatesProvider.`recoveryRates(StandardId legalEntityId)`
`RecoveryRates`	RecoveryRates.`withParameter(int parameterIndex, double newValue)`
`RecoveryRates`	RecoveryRates.`withPerturbation(ParameterPerturbation perturbation)`

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type RecoveryRates
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<ImmutableMap<StandardId,RecoveryRates>>`	ImmutableCreditRatesProvider.Meta.`recoveryRateCurves()`	The meta-property for the `recoveryRateCurves` property.

Methods in com.opengamma.strata.pricer.credit with parameters of type RecoveryRates
Modifier and Type	Method	Description
`NodalCurve`	FastCreditCurveCalibrator.`calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)`
`abstract NodalCurve`	IsdaCompliantCreditCurveCalibrator.`calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)`	Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
`NodalCurve`	SimpleCreditCurveCalibrator.`calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray premiums, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)`

Method parameters in com.opengamma.strata.pricer.credit with type arguments of type RecoveryRates
Modifier and Type	Method	Description
`ImmutableCreditRatesProvider.Builder`	ImmutableCreditRatesProvider.Builder.`recoveryRateCurves(Map<StandardId,RecoveryRates> recoveryRateCurves)`	Sets the credit rate curves.