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

Packages that use ResolvedCdsIndex

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 ResolvedCdsIndex in com.opengamma.strata.pricer.credit

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

Modifier and Type	Method	Description
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.expectedLoss(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider)	Calculates the expected loss of the CDS index product.
JumpToDefault	IsdaHomogenousCdsIndexProductPricer.jumpToDefault(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the jump-to-default of the CDS index product.
double	IsdaHomogenousCdsIndexProductPricer.parSpread(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread of the CDS index product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.parSpreadSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread sensitivity of the product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.presentValue(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the present value of the CDS index product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.presentValueSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the present value sensitivity of the product.
double	IsdaHomogenousCdsIndexProductPricer.price(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the price of the CDS index product, which is the minus of the present value per unit notional.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.priceSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the price sensitivity of the product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.recovery01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the recovery01 of the CDS index product.
double	IsdaHomogenousCdsIndexProductPricer.riskyAnnuity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky annuity, which is RPV01 per unit notional.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.riskyAnnuitySensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the risky annuity sensitivity of the product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.rpv01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the CDS index product.

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

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

Modifier and Type	Method	Description
ResolvedCdsIndex	ResolvedCdsIndex.Builder.build()
ResolvedCdsIndex	ResolvedCdsIndexTrade.getProduct()	Gets the resolved CDS index product.
ResolvedCdsIndex	CdsIndex.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedCdsIndex>	ResolvedCdsIndex.Meta.beanType()
org.joda.beans.MetaProperty<ResolvedCdsIndex>	ResolvedCdsIndexTrade.Meta.product()	The meta-property for the product property.

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

Modifier and Type	Method	Description
ResolvedCdsIndexTrade.Builder	ResolvedCdsIndexTrade.Builder.product(ResolvedCdsIndex product)	Sets the resolved CDS index product.