Uses of Class
com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
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Packages that use LegalEntitySurvivalProbabilities Package Description com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS). -
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Uses of LegalEntitySurvivalProbabilities in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit that return LegalEntitySurvivalProbabilities Modifier and Type Method Description LegalEntitySurvivalProbabilities
IsdaCompliantCreditCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)
Calibrates the ISDA compliant credit curve to the market data.LegalEntitySurvivalProbabilities
IsdaCompliantIndexCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)
Calibrates the index curve to the market data.static LegalEntitySurvivalProbabilities
LegalEntitySurvivalProbabilities. of(StandardId legalEntityId, CreditDiscountFactors survivalProbabilities)
Creates an instance.LegalEntitySurvivalProbabilities
CreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)
Gets the survival probabilities for a standard ID and a currency.LegalEntitySurvivalProbabilities
ImmutableCreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)
Methods in com.opengamma.strata.pricer.credit that return types with arguments of type LegalEntitySurvivalProbabilities Modifier and Type Method Description Class<? extends LegalEntitySurvivalProbabilities>
LegalEntitySurvivalProbabilities.Meta. beanType()
org.joda.beans.BeanBuilder<? extends LegalEntitySurvivalProbabilities>
LegalEntitySurvivalProbabilities.Meta. builder()
org.joda.beans.MetaProperty<ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>>
ImmutableCreditRatesProvider.Meta. creditCurves()
The meta-property for thecreditCurves
property.Method parameters in com.opengamma.strata.pricer.credit with type arguments of type LegalEntitySurvivalProbabilities Modifier and Type Method Description ImmutableCreditRatesProvider.Builder
ImmutableCreditRatesProvider.Builder. creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)
Sets the credit curves.
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