Uses of Class
com.opengamma.strata.basics.StandardId
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Packages that use StandardId Package Description com.opengamma.strata.basics Basic types for modelling reference data.com.opengamma.strata.data Basic types to model market data.com.opengamma.strata.loader Tools for loading data from files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.market.observable Market data for quotes.com.opengamma.strata.measure.calc Additional calculation parameters.com.opengamma.strata.measure.credit Calculation functions for credit products.com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS).com.opengamma.strata.product Entity objects describing trades and products in financial markets.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit instruments.com.opengamma.strata.product.etd Entity objects describing Exchange Traded Derivatives (ETDs). -
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Uses of StandardId in com.opengamma.strata.basics
Methods in com.opengamma.strata.basics that return StandardId Modifier and Type Method Description static StandardId
StandardSchemes. createTicMic(String ticker, String exchangeMic)
Creates a TICMIC identifier.static StandardId
StandardId. of(String scheme, String value)
Obtains an instance from a scheme and value.static StandardId
StandardId. parse(String str)
Parses anStandardId
from a formatted scheme and value.Methods in com.opengamma.strata.basics that return types with arguments of type StandardId Modifier and Type Method Description Class<? extends StandardId>
StandardId.Meta. beanType()
org.joda.beans.BeanBuilder<? extends StandardId>
StandardId.Meta. builder()
Methods in com.opengamma.strata.basics with parameters of type StandardId Modifier and Type Method Description int
StandardId. compareTo(StandardId other)
Compares the external identifiers, sorting alphabetically by scheme followed by value.static Pair<String,String>
StandardSchemes. splitTicMic(StandardId ticMic)
Splits a TICMIC identifier. -
Uses of StandardId in com.opengamma.strata.data
Methods in com.opengamma.strata.data that return StandardId Modifier and Type Method Description StandardId
ObservableId. getStandardId()
Gets the standard identifier identifying the data. -
Uses of StandardId in com.opengamma.strata.loader
Methods in com.opengamma.strata.loader that return StandardId Modifier and Type Method Description static StandardId
LoaderUtils. parseRedCode(String str)
Parses a RED code from the input string. -
Uses of StandardId in com.opengamma.strata.loader.fpml
Method parameters in com.opengamma.strata.loader.fpml with type arguments of type StandardId Modifier and Type Method Description TradeInfoBuilder
FpmlTradeInfoParserPlugin. parseTrade(FpmlDocument document, LocalDate tradeDate, ListMultimap<String,StandardId> allTradeIds)
Parses trade information from the FpML document. -
Uses of StandardId in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return StandardId Modifier and Type Method Description StandardId
CdsIndexIsdaCreditCurveNode. getCdsIndexId()
Gets the CDS index identifier.StandardId
CdsIsdaCreditCurveNode. getLegalEntityId()
Gets the legal entity identifier.Methods in com.opengamma.strata.market.curve.node that return types with arguments of type StandardId Modifier and Type Method Description org.joda.beans.MetaProperty<StandardId>
CdsIndexIsdaCreditCurveNode.Meta. cdsIndexId()
The meta-property for thecdsIndexId
property.ImmutableList<StandardId>
CdsIndexIsdaCreditCurveNode. getLegalEntityIds()
Gets the legal entity identifiers.org.joda.beans.MetaProperty<StandardId>
CdsIsdaCreditCurveNode.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.org.joda.beans.MetaProperty<ImmutableList<StandardId>>
CdsIndexIsdaCreditCurveNode.Meta. legalEntityIds()
The meta-property for thelegalEntityIds
property.Methods in com.opengamma.strata.market.curve.node with parameters of type StandardId Modifier and Type Method Description CdsIndexIsdaCreditCurveNode.Builder
CdsIndexIsdaCreditCurveNode.Builder. cdsIndexId(StandardId cdsIndexId)
Sets the CDS index identifier.CdsIsdaCreditCurveNode.Builder
CdsIsdaCreditCurveNode.Builder. legalEntityId(StandardId legalEntityId)
Sets the legal entity identifier.CdsIndexIsdaCreditCurveNode.Builder
CdsIndexIsdaCreditCurveNode.Builder. legalEntityIds(StandardId... legalEntityIds)
Sets thelegalEntityIds
property in the builder from an array of objects.static CdsIndexIsdaCreditCurveNode
CdsIndexIsdaCreditCurveNode. ofParSpread(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds)
Returns a curve node with par spread convention.static CdsIsdaCreditCurveNode
CdsIsdaCreditCurveNode. ofParSpread(CdsTemplate template, ObservableId observableId, StandardId legalEntityId)
Returns a curve node with par spread convention.static CdsIndexIsdaCreditCurveNode
CdsIndexIsdaCreditCurveNode. ofPointsUpfront(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate)
Returns a curve node with points upfront convention.static CdsIsdaCreditCurveNode
CdsIsdaCreditCurveNode. ofPointsUpfront(CdsTemplate template, ObservableId observableId, StandardId legalEntityId, Double fixedRate)
Returns a curve node with points upfront convention.static CdsIndexIsdaCreditCurveNode
CdsIndexIsdaCreditCurveNode. ofQuotedSpread(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate)
Returns a curve node with quoted spread convention.static CdsIsdaCreditCurveNode
CdsIsdaCreditCurveNode. ofQuotedSpread(CdsTemplate template, ObservableId observableId, StandardId legalEntityId, Double fixedRate)
Returns a curve node with quoted spread convention.Method parameters in com.opengamma.strata.market.curve.node with type arguments of type StandardId Modifier and Type Method Description CdsIndexIsdaCreditCurveNode.Builder
CdsIndexIsdaCreditCurveNode.Builder. legalEntityIds(List<StandardId> legalEntityIds)
Sets the legal entity identifiers.static CdsIndexIsdaCreditCurveNode
CdsIndexIsdaCreditCurveNode. ofParSpread(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds)
Returns a curve node with par spread convention.static CdsIndexIsdaCreditCurveNode
CdsIndexIsdaCreditCurveNode. ofPointsUpfront(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate)
Returns a curve node with points upfront convention.static CdsIndexIsdaCreditCurveNode
CdsIndexIsdaCreditCurveNode. ofQuotedSpread(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate)
Returns a curve node with quoted spread convention. -
Uses of StandardId in com.opengamma.strata.market.observable
Methods in com.opengamma.strata.market.observable that return StandardId Modifier and Type Method Description StandardId
LegalEntityInformation. getLegalEntityId()
Gets the legal entity identifier.StandardId
LegalEntityInformationId. getLegalEntityId()
Gets the legal entity identifier.StandardId
IndexQuoteId. getStandardId()
Gets the identifier of the data.StandardId
QuoteId. getStandardId()
Gets the identifier of the data.Methods in com.opengamma.strata.market.observable that return types with arguments of type StandardId Modifier and Type Method Description org.joda.beans.MetaProperty<StandardId>
LegalEntityInformation.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.Methods in com.opengamma.strata.market.observable with parameters of type StandardId Modifier and Type Method Description static LegalEntityInformation
LegalEntityInformation. isDefaulted(StandardId legalEntityId)
Creates an instance for a legal entity which has defaulted.static LegalEntityInformation
LegalEntityInformation. isNotDefaulted(StandardId legalEntityId)
Creates an instance for a legal entity which has not defaulted.static LegalEntityInformationId
LegalEntityInformationId. of(StandardId legalEntityId)
Obtains an identifier used to find legal entity information.static QuoteId
QuoteId. of(StandardId standardId)
Obtains an instance used to obtain an observable value.static QuoteId
QuoteId. of(StandardId standardId, FieldName fieldName)
Obtains an instance used to obtain an observable value.static QuoteId
QuoteId. of(StandardId standardId, FieldName fieldName, ObservableSource obsSource)
Obtains an instance used to obtain an observable value, specifying the source of observable market data.static QuoteScenarioArrayId
QuoteScenarioArrayId. of(StandardId id, FieldName fieldName)
Returns a key identifying the market data with the specified ID and field name. -
Uses of StandardId in com.opengamma.strata.measure.calc
Methods in com.opengamma.strata.measure.calc that return types with arguments of type StandardId Modifier and Type Method Description ImmutableMap<StandardId,CalculationParameter>
TradeCounterpartyCalculationParameter. getParameters()
Gets the underlying parameters, keyed by counterparty ID.Method parameters in com.opengamma.strata.measure.calc with type arguments of type StandardId Modifier and Type Method Description static TradeCounterpartyCalculationParameter
TradeCounterpartyCalculationParameter. of(Map<StandardId,CalculationParameter> parameters, CalculationParameter defaultParameter)
Obtains an instance from the specified parameters. -
Uses of StandardId in com.opengamma.strata.measure.credit
Methods in com.opengamma.strata.measure.credit that return types with arguments of type StandardId Modifier and Type Method Description ImmutableSet<Pair<StandardId,Currency>>
CreditRatesMarketDataLookup. getCreditLegalEntities()
Gets the set of pairs of legal entity ID and currency that credit curves are provided for.ImmutableSet<StandardId>
CreditRatesMarketDataLookup. getRecoveryRateLegalEntities()
Gets the set of legal entity IDs that recovery rate curves are provided for.Methods in com.opengamma.strata.measure.credit with parameters of type StandardId Modifier and Type Method Description ImmutableSet<MarketDataId<?>>
CreditRatesMarketDataLookup. getCreditMarketDataIds(StandardId standardId, Currency currency)
Gets the identifiers used to obtain the credit curve for the pair of legal entity ID and currency.ImmutableSet<MarketDataId<?>>
CreditRatesMarketDataLookup. getRecoveryRateMarketDataIds(StandardId standardId)
Gets the identifiers used to obtain the recovery rate curve for the legal entity ID.FunctionRequirements
CreditRatesMarketDataLookup. requirements(StandardId legalEntityId, Currency currency)
Creates market data requirements for the specified standard ID and currency.Method parameters in com.opengamma.strata.measure.credit with type arguments of type StandardId Modifier and Type Method Description static CreditRatesMarketDataLookup
CreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds)
Obtains an instance based on a maps for credit, discount and recovery rate curves.static CreditRatesMarketDataLookup
CreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds, ObservableSource observableSource)
Obtains an instance based on a maps for credit, discount and recovery rate curves. -
Uses of StandardId in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit that return StandardId Modifier and Type Method Description StandardId
ConstantRecoveryRates. getLegalEntityId()
Gets the legal entity identifier.StandardId
CreditCurveZeroRateSensitivity. getLegalEntityId()
Gets the legal entity identifier.StandardId
LegalEntitySurvivalProbabilities. getLegalEntityId()
Gets the legal entity identifier.StandardId
RecoveryRates. getLegalEntityId()
Gets the standard identifier of a legal entity.Methods in com.opengamma.strata.pricer.credit that return types with arguments of type StandardId Modifier and Type Method Description org.joda.beans.MetaProperty<ImmutableMap<StandardId,Double>>
JumpToDefault.Meta. amounts()
The meta-property for theamounts
property.org.joda.beans.MetaProperty<ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>>
ImmutableCreditRatesProvider.Meta. creditCurves()
The meta-property for thecreditCurves
property.ImmutableMap<StandardId,Double>
JumpToDefault. getAmounts()
Gets the amounts, identified by legal entity ID.org.joda.beans.MetaProperty<StandardId>
ConstantRecoveryRates.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.org.joda.beans.MetaProperty<StandardId>
CreditCurveZeroRateSensitivity.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.org.joda.beans.MetaProperty<StandardId>
LegalEntitySurvivalProbabilities.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.org.joda.beans.MetaProperty<ImmutableMap<StandardId,RecoveryRates>>
ImmutableCreditRatesProvider.Meta. recoveryRateCurves()
The meta-property for therecoveryRateCurves
property.Methods in com.opengamma.strata.pricer.credit with parameters of type StandardId Modifier and Type Method Description static ConstantRecoveryRates
ConstantRecoveryRates. of(StandardId legalEntityId, LocalDate valuationDate, double recoveryRate)
Obtains an instance.static CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. of(StandardId legalEntityId, Currency currency, double yearFraction, double sensitivity)
Obtains an instance.static CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. of(StandardId legalEntityId, Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)
Obtains an instance with sensitivity currency specified.static CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. of(StandardId legalEntityId, ZeroRateSensitivity zeroRateSensitivity)
Obtains an instance fromZeroRateSensitivity
andStandardId
.static LegalEntitySurvivalProbabilities
LegalEntitySurvivalProbabilities. of(StandardId legalEntityId, CreditDiscountFactors survivalProbabilities)
Creates an instance.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)
CurrencyParameterSensitivity
CreditRatesProvider. singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)
Computes the parameter sensitivity for a specific credit curve.CurrencyParameterSensitivity
ImmutableCreditRatesProvider. singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)
LegalEntitySurvivalProbabilities
CreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)
Gets the survival probabilities for a standard ID and a currency.LegalEntitySurvivalProbabilities
ImmutableCreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)
Method parameters in com.opengamma.strata.pricer.credit with type arguments of type StandardId Modifier and Type Method Description ImmutableCreditRatesProvider.Builder
ImmutableCreditRatesProvider.Builder. creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)
Sets the credit curves.static JumpToDefault
JumpToDefault. of(Currency currency, Map<StandardId,Double> splitValues)
Obtains an instance from currency and map.ImmutableCreditRatesProvider.Builder
ImmutableCreditRatesProvider.Builder. recoveryRateCurves(Map<StandardId,RecoveryRates> recoveryRateCurves)
Sets the credit rate curves. -
Uses of StandardId in com.opengamma.strata.product
Methods in com.opengamma.strata.product that return StandardId Modifier and Type Method Description StandardId
LegalEntityId. getStandardId()
Gets the standard two-part identifier.StandardId
SecurityId. getStandardId()
Gets the standard two-part identifier.Methods in com.opengamma.strata.product that return types with arguments of type StandardId Modifier and Type Method Description org.joda.beans.MetaProperty<StandardId>
TradeInfo.Meta. counterparty()
The meta-property for thecounterparty
property.Optional<StandardId>
TradeInfo. getCounterparty()
Gets the counterparty identifier, optional.default Optional<StandardId>
PortfolioItem. getId()
Gets the primary identifier for the portfolio item, optional.Optional<StandardId>
PortfolioItemInfo. getId()
Gets the primary identifier for the portfolio item, optional.Optional<StandardId>
PortfolioItemSummary. getId()
Gets the identifier of the item, optional.Optional<StandardId>
PositionInfo. getId()
Gets the primary identifier for the position, optional.Optional<StandardId>
TradeInfo. getId()
Gets the primary identifier for the trade, optional.org.joda.beans.MetaProperty<StandardId>
PositionInfo.Meta. id()
The meta-property for theid
property.org.joda.beans.MetaProperty<StandardId>
TradeInfo.Meta. id()
The meta-property for theid
property.Methods in com.opengamma.strata.product with parameters of type StandardId Modifier and Type Method Description TradeInfoBuilder
TradeInfoBuilder. counterparty(StandardId counterparty)
Sets the counterparty identifier, optional.PortfolioItemInfoBuilder<T>
PortfolioItemInfoBuilder. id(StandardId id)
Sets the primary identifier for the position, optional.PortfolioItemSummary.Builder
PortfolioItemSummary.Builder. id(StandardId id)
Sets the identifier of the item, optional.PositionInfoBuilder
PositionInfoBuilder. id(StandardId id)
Sets the primary identifier for the position, optional.TradeInfoBuilder
TradeInfoBuilder. id(StandardId id)
Sets the primary identifier for the trade, optional.static LegalEntityId
LegalEntityId. of(StandardId standardId)
Creates an instance from a standard two-part identifier.static PortfolioItemSummary
PortfolioItemSummary. of(StandardId id, PortfolioItemType portfolioItemType, ProductType productType, Set<Currency> currencies, String description)
Obtains an instance.static PositionInfo
PositionInfo. of(StandardId positionId)
Obtains an instance with the specified position identifier.static SecurityId
SecurityId. of(StandardId standardId)
Creates an instance from a standard two-part identifier.PortfolioItemInfo
PortfolioItemInfo. withId(StandardId identifier)
Returns a copy of this instance with the identifier changed.PositionInfo
PositionInfo. withId(StandardId identifier)
TradeInfo
TradeInfo. withId(StandardId identifier)
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Uses of StandardId in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit that return StandardId Modifier and Type Method Description StandardId
CdsIndex. getCdsIndexId()
Gets the CDS index identifier.StandardId
ResolvedCdsIndex. getCdsIndexId()
Gets the CDS index identifier.StandardId
Cds. getLegalEntityId()
Gets the legal entity identifier.StandardId
ResolvedCds. getLegalEntityId()
Gets the legal entity identifier.Methods in com.opengamma.strata.product.credit that return types with arguments of type StandardId Modifier and Type Method Description org.joda.beans.MetaProperty<StandardId>
CdsIndex.Meta. cdsIndexId()
The meta-property for thecdsIndexId
property.org.joda.beans.MetaProperty<StandardId>
ResolvedCdsIndex.Meta. cdsIndexId()
The meta-property for thecdsIndexId
property.ImmutableList<StandardId>
CdsIndex. getLegalEntityIds()
Gets the legal entity identifiers.ImmutableList<StandardId>
ResolvedCdsIndex. getLegalEntityIds()
Gets the legal entity identifiers.org.joda.beans.MetaProperty<StandardId>
Cds.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.org.joda.beans.MetaProperty<StandardId>
ResolvedCds.Meta. legalEntityId()
The meta-property for thelegalEntityId
property.org.joda.beans.MetaProperty<ImmutableList<StandardId>>
CdsIndex.Meta. legalEntityIds()
The meta-property for thelegalEntityIds
property.org.joda.beans.MetaProperty<ImmutableList<StandardId>>
ResolvedCdsIndex.Meta. legalEntityIds()
The meta-property for thelegalEntityIds
property.Methods in com.opengamma.strata.product.credit with parameters of type StandardId Modifier and Type Method Description CdsIndex.Builder
CdsIndex.Builder. cdsIndexId(StandardId cdsIndexId)
Sets the CDS index identifier.ResolvedCdsIndex.Builder
ResolvedCdsIndex.Builder. cdsIndexId(StandardId cdsIndexId)
Sets the CDS index identifier.Cds.Builder
Cds.Builder. legalEntityId(StandardId legalEntityId)
Sets the legal entity identifier.ResolvedCds.Builder
ResolvedCds.Builder. legalEntityId(StandardId legalEntityId)
Sets the legal entity identifier.CdsIndex.Builder
CdsIndex.Builder. legalEntityIds(StandardId... legalEntityIds)
Sets thelegalEntityIds
property in the builder from an array of objects.ResolvedCdsIndex.Builder
ResolvedCdsIndex.Builder. legalEntityIds(StandardId... legalEntityIds)
Sets thelegalEntityIds
property in the builder from an array of objects.static Cds
Cds. of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS.static CdsIndex
CdsIndex. of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS index.Method parameters in com.opengamma.strata.product.credit with type arguments of type StandardId Modifier and Type Method Description CdsIndex.Builder
CdsIndex.Builder. legalEntityIds(List<StandardId> legalEntityIds)
Sets the legal entity identifiers.ResolvedCdsIndex.Builder
ResolvedCdsIndex.Builder. legalEntityIds(List<StandardId> legalEntityIds)
Sets the legal entity identifiers.static CdsIndex
CdsIndex. of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS index. -
Uses of StandardId in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type with parameters of type StandardId Modifier and Type Method Description default CdsTrade
CdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.default CdsTrade
CdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
Creates a CDS trade based on the trade date and the IMM date logic.default CdsTrade
CdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.default CdsTrade
CdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
Creates a CDS trade based on the trade date, start date and the IMM date logic.default CdsTrade
CdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
Creates a CDS trade with upfront fee from trade date, start date and end date.default CdsTrade
CdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
Creates a CDS trade from trade date, start date and end date.CdsTrade
CdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
Creates a trade based on this template.CdsTrade
CdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
Creates a trade based on this template.CdsTrade
DatesCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade
DatesCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
CdsTrade
TenorCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade
TenorCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
CdsTrade
CdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
Creates a CDS trade withTradeInfo
.CdsTrade
CdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee)
Creates a CDS trade with upfront fee andTradeInfo
.CdsTrade
ImmutableCdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
CdsTrade
ImmutableCdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upfrontFee)
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Uses of StandardId in com.opengamma.strata.product.etd
Methods in com.opengamma.strata.product.etd that return StandardId Modifier and Type Method Description StandardId
EtdContractSpecId. getStandardId()
Gets the standard two-part identifier.Methods in com.opengamma.strata.product.etd with parameters of type StandardId Modifier and Type Method Description static EtdContractSpecId
EtdContractSpecId. of(StandardId standardId)
Creates an instance from a standard two-part identifier.
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