Uses of Class
com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
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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). -
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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 IsdaCreditCurveDefinition
IsdaCreditCurveDefinition. 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()
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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 LegalEntitySurvivalProbabilities
IsdaCompliantCreditCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)
Calibrates the ISDA compliant credit curve to the market data.IsdaCreditDiscountFactors
IsdaCompliantDiscountCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData)
Calibrates the ISDA compliant discount curve to the market data.LegalEntitySurvivalProbabilities
IsdaCompliantIndexCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)
Calibrates the index curve to the market data.
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