Uses of Class
com.opengamma.strata.pricer.credit.ArbitrageHandling
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Packages that use ArbitrageHandling Package Description com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS). -
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Uses of ArbitrageHandling in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit that return ArbitrageHandling Modifier and Type Method Description protected ArbitrageHandling
IsdaCompliantCreditCurveCalibrator. getArbitrageHandling()
Obtains the arbitrage handling.static ArbitrageHandling
ArbitrageHandling. of(String name)
Obtains an instance from the specified name.static ArbitrageHandling
ArbitrageHandling. valueOf(String name)
Returns the enum constant of this type with the specified name.static ArbitrageHandling[]
ArbitrageHandling. 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 ArbitrageHandling Constructor Description FastCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)
Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula, ArbitrageHandling arbHandling)
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