Class CdsCalibrationTrade

  • All Implemented Interfaces:
    CalculationTarget, PortfolioItem, Trade, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class CdsCalibrationTrade
    extends Object
    implements Trade, org.joda.beans.ImmutableBean, Serializable
    A trade in a single-name credit default swap (CDS) used for credit curve calibration.

    The CDS trade and market quote are stored in this class. CdsTrade and ResolvedCdsTrade should be used for pricing.

    See Also:
    Serialized Form
    • Method Detail

      • getInfo

        public TradeInfo getInfo()
        Description copied from interface: Trade
        Gets the standard trade information.

        All trades contain this standard set of information.

        Specified by:
        getInfo in interface PortfolioItem
        Specified by:
        getInfo in interface Trade
        the trade information
      • meta

        public static CdsCalibrationTrade.Meta meta()
        The meta-bean for CdsCalibrationTrade.
        the meta-bean, not null
      • getUnderlyingTrade

        public CdsTrade getUnderlyingTrade()
        Gets the underlying CDS trade.
        the value of the property, not null
      • getQuote

        public CdsQuote getQuote()
        Gets the CDS quote.
        the value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object