Uses of Class
com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula

Packages that use AccrualOnDefaultFormula

Package	Description
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).

Uses of AccrualOnDefaultFormula in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return AccrualOnDefaultFormula

Modifier and Type	Method	Description
AccrualOnDefaultFormula	IsdaCdsProductPricer.getAccrualOnDefaultFormula()	Gets the accrual-on-default formula used in this pricer.
AccrualOnDefaultFormula	IsdaCdsTradePricer.getAccrualOnDefaultFormula()	Gets the accrual-on-default formula used in this pricer.
protected AccrualOnDefaultFormula	IsdaCompliantCreditCurveCalibrator.getAccrualOnDefaultFormula()	Obtains the accrual-on-default formula.
AccrualOnDefaultFormula	IsdaHomogenousCdsIndexProductPricer.getAccrualOnDefaultFormula()	Gets the accrual-on-default formula used in this pricer.
AccrualOnDefaultFormula	IsdaHomogenousCdsIndexTradePricer.getAccrualOnDefaultFormula()	Gets the accrual-on-default formula used in this pricer.
static AccrualOnDefaultFormula	AccrualOnDefaultFormula.of(String name)	Obtains an instance from the specified name.
static AccrualOnDefaultFormula	AccrualOnDefaultFormula.valueOf(String name)	Returns the enum constant of this type with the specified name.
static AccrualOnDefaultFormula[]	AccrualOnDefaultFormula.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in com.opengamma.strata.pricer.credit with parameters of type AccrualOnDefaultFormula

Constructor	Description
AnalyticSpreadSensitivityCalculator(AccrualOnDefaultFormula formula)	Constructor with the accrual-on-default formula specified.
CdsMarketQuoteConverter(AccrualOnDefaultFormula formula)	The constructor with the accrual-on-default formula specified.
FastCreditCurveCalibrator(AccrualOnDefaultFormula formula)	Constructs a credit curve builder with the accrual-on-default formula specified.
FastCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)	Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.
FiniteDifferenceSpreadSensitivityCalculator(AccrualOnDefaultFormula formula, double bumpAmount)	Constructor with accrual-on-default formula and bump amount specified.
IsdaCdsProductPricer(AccrualOnDefaultFormula formula)	Constructor specifying the formula to use for the accrued on default calculation.
IsdaCdsTradePricer(AccrualOnDefaultFormula formula)	The constructor with the accrual-on-default formula specified.
IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula)
IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)
IsdaHomogenousCdsIndexProductPricer(AccrualOnDefaultFormula formula)	Constructor specifying the formula to use for the accrued on default calculation.
IsdaHomogenousCdsIndexTradePricer(AccrualOnDefaultFormula formula)	The constructor with the accrual-on-default formula specified.
SimpleCreditCurveCalibrator(AccrualOnDefaultFormula formula)	Constructors a credit curve calibrator with the accrual-on-default formula specified.
SpreadSensitivityCalculator(AccrualOnDefaultFormula formula)	Constructor with accrual-on-default formula.