default CdsTrade |
CdsConvention.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
Tenor tenor,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee,
ReferenceData refData) |
Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
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default CdsTrade |
CdsConvention.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
Tenor tenor,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
Creates a CDS trade based on the trade date and the IMM date logic.
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default CdsTrade |
CdsConvention.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
LocalDate startDate,
Tenor tenor,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee,
ReferenceData refData) |
Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
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default CdsTrade |
CdsConvention.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
LocalDate startDate,
Tenor tenor,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
Creates a CDS trade based on the trade date, start date and the IMM date logic.
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default CdsTrade |
CdsConvention.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee,
ReferenceData refData) |
Creates a CDS trade with upfront fee from trade date, start date and end date.
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default CdsTrade |
CdsConvention.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
Creates a CDS trade from trade date, start date and end date.
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CdsTrade |
CdsTemplate.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee,
ReferenceData refData) |
Creates a trade based on this template.
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CdsTrade |
CdsTemplate.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
Creates a trade based on this template.
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CdsTrade |
DatesCdsTemplate.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee,
ReferenceData refData) |
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CdsTrade |
DatesCdsTemplate.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
|
CdsTrade |
TenorCdsTemplate.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee,
ReferenceData refData) |
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CdsTrade |
TenorCdsTemplate.createTrade(StandardId legalEntityId,
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) |
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CdsTrade |
CdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
Creates a CDS trade with TradeInfo .
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CdsTrade |
CdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upFrontFee) |
Creates a CDS trade with upfront fee and TradeInfo .
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CdsTrade |
ImmutableCdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate) |
|
CdsTrade |
ImmutableCdsConvention.toTrade(StandardId legalEntityId,
TradeInfo tradeInfo,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double fixedRate,
AdjustablePayment upfrontFee) |
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