java.lang.Object
- com.opengamma.strata.measure.credit.CreditMeasures

```
public final class CreditMeasures
extends Object
```
The standard set of credit measures that can be calculated by Strata.
A measure identifies the calculation result that is required.

Field Summary

Fields
Modifier and Type	Field	Description
`static Measure`	`CS01_BUCKETED`	Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.
`static Measure`	`CS01_PARALLEL`	Measure representing the PV change under a 1 bps shift in credit spread.
`static Measure`	`EXPECTED_LOSS`	Measure representing the expected value of protection settlement.
`static Measure`	`IR01_CALIBRATED_BUCKETED`	Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.
`static Measure`	`IR01_CALIBRATED_PARALLEL`	Measure representing the PV change under a 1 bps shift in calibrated curve.
`static Measure`	`IR01_MARKET_QUOTE_BUCKETED`	Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.
`static Measure`	`IR01_MARKET_QUOTE_PARALLEL`	Measure representing the PV change under a 1 bps shift to market quotes.
`static Measure`	`JUMP_TO_DEFAULT`	Measure representing the PV change in case of immediate default.
`static Measure`	`PRINCIPAL`	Measure representing the principal.
`static Measure`	`RECOVERY01`	Measure representing the PV change under a 1 bps shift in recovery rate.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - PRINCIPAL
```
public static final Measure PRINCIPAL
```
    Measure representing the principal.
  - IR01_CALIBRATED_PARALLEL
```
public static final Measure IR01_CALIBRATED_PARALLEL
```
    Measure representing the PV change under a 1 bps shift in calibrated curve.
  - IR01_CALIBRATED_BUCKETED
```
public static final Measure IR01_CALIBRATED_BUCKETED
```
    Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.
  - IR01_MARKET_QUOTE_PARALLEL
```
public static final Measure IR01_MARKET_QUOTE_PARALLEL
```
    Measure representing the PV change under a 1 bps shift to market quotes.
  - IR01_MARKET_QUOTE_BUCKETED
```
public static final Measure IR01_MARKET_QUOTE_BUCKETED
```
    Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.
  - CS01_PARALLEL
```
public static final Measure CS01_PARALLEL
```
    Measure representing the PV change under a 1 bps shift in credit spread.
  - CS01_BUCKETED
```
public static final Measure CS01_BUCKETED
```
    Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.
  - RECOVERY01
```
public static final Measure RECOVERY01
```
    Measure representing the PV change under a 1 bps shift in recovery rate.
  - JUMP_TO_DEFAULT
```
public static final Measure JUMP_TO_DEFAULT
```
    Measure representing the PV change in case of immediate default.
  - EXPECTED_LOSS
```
public static final Measure EXPECTED_LOSS
```
    Measure representing the expected value of protection settlement.

Class CreditMeasures

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

PRINCIPAL

IR01_CALIBRATED_PARALLEL

IR01_CALIBRATED_BUCKETED

IR01_MARKET_QUOTE_PARALLEL

IR01_MARKET_QUOTE_BUCKETED

CS01_PARALLEL

CS01_BUCKETED

RECOVERY01

JUMP_TO_DEFAULT

EXPECTED_LOSS