Uses of Interface
com.opengamma.strata.pricer.credit.CreditDiscountFactors

Packages that use CreditDiscountFactors

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

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

Classes in com.opengamma.strata.pricer.credit that implement CreditDiscountFactors

Modifier and Type	Class	Description
class	IsdaCreditDiscountFactors	ISDA compliant zero rate discount factors.

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

Modifier and Type	Method	Description
CreditDiscountFactors	CreditRatesProvider.discountFactors(Currency currency)	Gets the discount factors for a currency.
CreditDiscountFactors	ImmutableCreditRatesProvider.discountFactors(Currency currency)
CreditDiscountFactors	LegalEntitySurvivalProbabilities.getSurvivalProbabilities()	Gets the underlying curve.
static CreditDiscountFactors	CreditDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.
CreditDiscountFactors	CreditDiscountFactors.withParameter(int parameterIndex, double newValue)
CreditDiscountFactors	CreditDiscountFactors.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type CreditDiscountFactors

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<Currency,CreditDiscountFactors>>	ImmutableCreditRatesProvider.Meta.discountCurves()	The meta-property for the discountCurves property.
org.joda.beans.MetaProperty<CreditDiscountFactors>	LegalEntitySurvivalProbabilities.Meta.survivalProbabilities()	The meta-property for the survivalProbabilities property.

Methods in com.opengamma.strata.pricer.credit with parameters of type CreditDiscountFactors

Modifier and Type	Method	Description
NodalCurve	FastCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
abstract NodalCurve	IsdaCompliantCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)	Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
NodalCurve	SimpleCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray premiums, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
static LegalEntitySurvivalProbabilities	LegalEntitySurvivalProbabilities.of(StandardId legalEntityId, CreditDiscountFactors survivalProbabilities)	Creates an instance.

Method parameters in com.opengamma.strata.pricer.credit with type arguments of type CreditDiscountFactors

Modifier and Type	Method	Description
ImmutableCreditRatesProvider.Builder	ImmutableCreditRatesProvider.Builder.discountCurves(Map<Currency,CreditDiscountFactors> discountCurves)	Sets the discounting curves.