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 LegalEntitySurvivalProbabilitiesIsdaCompliantCreditCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)Calibrates the ISDA compliant credit curve to the market data.LegalEntitySurvivalProbabilitiesIsdaCompliantIndexCurveCalibrator. calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)Calibrates the index curve to the market data.static LegalEntitySurvivalProbabilitiesLegalEntitySurvivalProbabilities. of(StandardId legalEntityId, CreditDiscountFactors survivalProbabilities)Creates an instance.LegalEntitySurvivalProbabilitiesCreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)Gets the survival probabilities for a standard ID and a currency.LegalEntitySurvivalProbabilitiesImmutableCreditRatesProvider. 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 thecreditCurvesproperty.Method parameters in com.opengamma.strata.pricer.credit with type arguments of type LegalEntitySurvivalProbabilities Modifier and Type Method Description ImmutableCreditRatesProvider.BuilderImmutableCreditRatesProvider.Builder. creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)Sets the credit curves.
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