Uses of Class
com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
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Packages that use IsdaCompliantCreditCurveCalibrator Package Description com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS). -
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Uses of IsdaCompliantCreditCurveCalibrator in com.opengamma.strata.pricer.credit
Subclasses of IsdaCompliantCreditCurveCalibrator in com.opengamma.strata.pricer.credit Modifier and Type Class Description classFastCreditCurveCalibratorFast credit curve calibrator.classSimpleCreditCurveCalibratorSimple credit curve calibrator.Methods in com.opengamma.strata.pricer.credit that return IsdaCompliantCreditCurveCalibrator Modifier and Type Method Description protected IsdaCompliantCreditCurveCalibratorSpreadSensitivityCalculator. getCalibrator()Gets the calibrator.Constructors in com.opengamma.strata.pricer.credit with parameters of type IsdaCompliantCreditCurveCalibrator Constructor Description IsdaCompliantIndexCurveCalibrator(IsdaCompliantCreditCurveCalibrator creditCurveCalibrator)Constructor with the underlying credit curve calibrator specified.
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