Package com.opengamma.strata.product.credit.type
Conventions and templates to aid the construction of credit instruments.
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Interface Summary Interface Description CdsConvention A market convention for credit default swap trades.CdsTemplate A template for creating credit default swap trades. -
Class Summary Class Description CdsConventions Standardized credit default swap conventions.DatesCdsTemplate A template for creating credit default swap trades.DatesCdsTemplate.Meta The meta-bean forDatesCdsTemplate
.ImmutableCdsConvention A market convention for credit default swap trades.ImmutableCdsConvention.Builder The bean-builder forImmutableCdsConvention
.ImmutableCdsConvention.Meta The meta-bean forImmutableCdsConvention
.TenorCdsTemplate A template for creating credit default swap trades.TenorCdsTemplate.Meta The meta-bean forTenorCdsTemplate
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Enum Summary Enum Description AccrualStart The accrual start for credit default swaps.CdsQuoteConvention Market quote conventions for credit default swaps.