CreditRatesMarketDataLookup |
CreditRatesMarketData.getLookup() |
Gets the lookup that provides access to credit, discount and recovery rate curves.
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CreditRatesMarketDataLookup |
CreditRatesScenarioMarketData.getLookup() |
Gets the lookup that provides access to credit, discount and recovery rate curves.
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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.
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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.
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