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

Packages that use JumpToDefault

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

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

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

Modifier and Type	Method	Description
JumpToDefault	JumpToDefault.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
JumpToDefault	IsdaCdsProductPricer.jumpToDefault(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the jump-to-default of the CDS product.
JumpToDefault	IsdaCdsTradePricer.jumpToDefault(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the jump-to-default of the underlying product.
JumpToDefault	IsdaHomogenousCdsIndexProductPricer.jumpToDefault(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the jump-to-default of the CDS index product.
JumpToDefault	IsdaHomogenousCdsIndexTradePricer.jumpToDefault(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the jump-to-default of the underlying product.
static JumpToDefault	JumpToDefault.of(Currency currency, Map<StandardId,Double> splitValues)	Obtains an instance from currency and map.

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

Modifier and Type	Method	Description
Class<? extends JumpToDefault>	JumpToDefault.Meta.beanType()
org.joda.beans.BeanBuilder<? extends JumpToDefault>	JumpToDefault.Meta.builder()