Uses of Class
com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Packages that use IsdaCreditCurveDefinition Package Description com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS). -
-
Uses of IsdaCreditCurveDefinition in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return IsdaCreditCurveDefinition Modifier and Type Method Description static IsdaCreditCurveDefinitionIsdaCreditCurveDefinition. of(CurveName name, Currency currency, LocalDate curveValuationDate, DayCount dayCount, List<? extends IsdaCreditCurveNode> curveNodes, boolean computeJacobian, boolean storeNodeTrade)Obtains an instance.Methods in com.opengamma.strata.market.curve that return types with arguments of type IsdaCreditCurveDefinition Modifier and Type Method Description Class<? extends IsdaCreditCurveDefinition>IsdaCreditCurveDefinition.Meta. beanType()org.joda.beans.BeanBuilder<? extends IsdaCreditCurveDefinition>IsdaCreditCurveDefinition.Meta. builder() -
Uses of IsdaCreditCurveDefinition in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit with parameters of type IsdaCreditCurveDefinition Modifier and Type Method Description LegalEntitySurvivalProbabilitiesIsdaCompliantCreditCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)Calibrates the ISDA compliant credit curve to the market data.IsdaCreditDiscountFactorsIsdaCompliantDiscountCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData)Calibrates the ISDA compliant discount curve to the market data.LegalEntitySurvivalProbabilitiesIsdaCompliantIndexCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)Calibrates the index curve to the market data.
-