IsdaCreditCurveNode (OpenGamma Strata)

All Known Implementing Classes:

CdsIndexIsdaCreditCurveNode, CdsIsdaCreditCurveNode, DepositIsdaCreditCurveNode, SwapIsdaCreditCurveNode
```
public interface IsdaCreditCurveNode
```
A node specifying how to calibrate an ISDA compliant curve.
A curve node is associated with an instrument and provide the information of the instrument for pricing.

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method	Description
`LocalDate`	`date(LocalDate tradeDate, ReferenceData refData)`	Calculates the date associated with the node.
`String`	`getLabel()`	Gets the label to use for the node.
`ObservableId`	`getObservableId()`	Get the observable ID.
`default DatedParameterMetadata`	`metadata(LocalDate nodeDate)`	Returns metadata for the node from the node date.

- Method Detail
  - getLabel
```
String getLabel()
```
    Gets the label to use for the node.
    
    Returns:
    
    the label, not empty
  - getObservableId
```
ObservableId getObservableId()
```
    Get the observable ID.
    The observable ID is the identifier of the market data value.
    
    Returns:
    
    the observable ID
  - date
```
LocalDate date(LocalDate tradeDate,
               ReferenceData refData)
```
    Calculates the date associated with the node.
    Each curve node has an associated date which defines the x-value in the curve. This is typically the adjusted end date of the instrument.
    
    Parameters:
    
    tradeDate - the trade date
    
    refData - the reference data
    
    Returns:
    
    the node date
  - metadata
```
default DatedParameterMetadata metadata(LocalDate nodeDate)
```
    Returns metadata for the node from the node date.
    The node date must be computed by date(LocalDate, ReferenceData).
    
    Parameters:
    
    nodeDate - the node date used when calibrating the curve
    
    Returns:
    
    metadata for the node