Hierarchy For Package com.opengamma.strata.pricer.credit

Package Hierarchies:

• All Packages

Class Hierarchy

• java.lang.Object
  • com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
  • com.opengamma.strata.pricer.credit.ConstantRecoveryRates (implements org.joda.beans.ImmutableBean, com.opengamma.strata.pricer.credit.RecoveryRates, java.io.Serializable)
  • com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity (implements org.joda.beans.ImmutableBean, com.opengamma.strata.market.sensitivity.PointSensitivity, com.opengamma.strata.market.sensitivity.PointSensitivityBuilder, java.io.Serializable)
  • org.joda.beans.impl.direct.DirectFieldsBeanBuilder<T> (implements org.joda.beans.BeanBuilder<T>)
    • com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
  • org.joda.beans.impl.direct.DirectMetaBean (implements org.joda.beans.MetaBean)
    • com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
    • com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
    • com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
    • com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
    • com.opengamma.strata.pricer.credit.JumpToDefault.Meta
    • com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
  • com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
  • com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider (implements com.opengamma.strata.pricer.credit.CreditRatesProvider, org.joda.beans.ImmutableBean, java.io.Serializable)
  • com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
  • com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
  • com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
    • com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
    • com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
  • com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
  • com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
  • com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors (implements com.opengamma.strata.pricer.credit.CreditDiscountFactors, org.joda.beans.ImmutableBean, java.io.Serializable)
  • com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
  • com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
  • com.opengamma.strata.pricer.credit.JumpToDefault (implements com.opengamma.strata.basics.currency.FxConvertible<R>, org.joda.beans.ImmutableBean, java.io.Serializable)
  • com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities (implements org.joda.beans.ImmutableBean, java.io.Serializable)
  • com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
    • com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
    • com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator

Interface Hierarchy

• com.opengamma.strata.pricer.credit.CreditRatesProvider
• com.opengamma.strata.market.MarketDataView
  • com.opengamma.strata.pricer.credit.CreditDiscountFactors (also extends com.opengamma.strata.market.param.ParameterizedData)
  • com.opengamma.strata.pricer.credit.RecoveryRates (also extends com.opengamma.strata.market.param.ParameterizedData)
• com.opengamma.strata.market.param.ParameterizedData
  • com.opengamma.strata.pricer.credit.CreditDiscountFactors (also extends com.opengamma.strata.market.MarketDataView)
  • com.opengamma.strata.pricer.credit.RecoveryRates (also extends com.opengamma.strata.market.MarketDataView)

Enum Hierarchy

• java.lang.Object
  • java.lang.Enum<E> (implements java.lang.Comparable<T>, java.io.Serializable)
    • com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula (implements com.opengamma.strata.collect.named.NamedEnum)
    • com.opengamma.strata.pricer.credit.ArbitrageHandling (implements com.opengamma.strata.collect.named.NamedEnum)