Class ImmutableCreditRatesProvider

  • All Implemented Interfaces:
    CreditRatesProvider, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class ImmutableCreditRatesProvider
    extends Object
    implements CreditRatesProvider, org.joda.beans.ImmutableBean, Serializable
    The immutable rates provider, used to calculate analytic measures.

    The primary usage of this provider is to price credit default swaps on a legal entity. This includes credit curves, discounting curves and recovery rate curves.

    See Also:
    Serialized Form