Uses of Class
com.opengamma.strata.product.credit.CdsQuote

Packages that use CdsQuote

Package	Description
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.

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

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

Modifier and Type	Method	Description
CdsQuote	CdsMarketQuoteConverter.pointsUpFrontFromQuotedSpread(ResolvedCdsTrade trade, CdsQuote quote, CreditRatesProvider ratesProvider, ReferenceData refData)	Converts quoted spread to points upfront.
CdsQuote	CdsMarketQuoteConverter.quotedSpreadFromPointsUpfront(ResolvedCdsTrade trade, CdsQuote quote, CreditRatesProvider ratesProvider, ReferenceData refData)	Converts points upfront to quoted spread.

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

Modifier and Type	Method	Description
List<CdsQuote>	CdsMarketQuoteConverter.quotesFromParSpread(List<ResolvedCdsTrade> trades, List<CdsQuote> quotes, CreditRatesProvider ratesProvider, CdsQuoteConvention targetConvention, ReferenceData refData)	The par spread quotes are converted to points upfronts or quoted spreads.

Methods in com.opengamma.strata.pricer.credit with parameters of type CdsQuote

Modifier and Type	Method	Description
CdsQuote	CdsMarketQuoteConverter.pointsUpFrontFromQuotedSpread(ResolvedCdsTrade trade, CdsQuote quote, CreditRatesProvider ratesProvider, ReferenceData refData)	Converts quoted spread to points upfront.
CdsQuote	CdsMarketQuoteConverter.quotedSpreadFromPointsUpfront(ResolvedCdsTrade trade, CdsQuote quote, CreditRatesProvider ratesProvider, ReferenceData refData)	Converts points upfront to quoted spread.

Uses of CdsQuote in com.opengamma.strata.product.credit

Methods in com.opengamma.strata.product.credit that return CdsQuote

Modifier and Type	Method	Description
CdsQuote	CdsCalibrationTrade.getQuote()	Gets the CDS quote.
CdsQuote	CdsIndexCalibrationTrade.getQuote()	Gets the CDS index quote.
static CdsQuote	CdsQuote.of(CdsQuoteConvention quoteConvention, double quotedValue)	Creates an instance.

Methods in com.opengamma.strata.product.credit that return types with arguments of type CdsQuote

Modifier and Type	Method	Description
Class<? extends CdsQuote>	CdsQuote.Meta.beanType()
org.joda.beans.BeanBuilder<? extends CdsQuote>	CdsQuote.Meta.builder()
org.joda.beans.MetaProperty<CdsQuote>	CdsCalibrationTrade.Meta.quote()	The meta-property for the quote property.
org.joda.beans.MetaProperty<CdsQuote>	CdsIndexCalibrationTrade.Meta.quote()	The meta-property for the quote property.

Methods in com.opengamma.strata.product.credit with parameters of type CdsQuote

Modifier and Type	Method	Description
static CdsCalibrationTrade	CdsCalibrationTrade.of(CdsTrade trade, CdsQuote quote)	Creates an instance.
static CdsIndexCalibrationTrade	CdsIndexCalibrationTrade.of(CdsIndexTrade trade, CdsQuote quote)	Creates an instance.