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

Packages that use ResolvedCdsIndexTrade

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 ResolvedCdsIndexTrade in com.opengamma.strata.pricer.credit

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

Modifier and Type	Method	Description
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.expectedLoss(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider)	Calculates the expected loss of the underlying product.
JumpToDefault	IsdaHomogenousCdsIndexTradePricer.jumpToDefault(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the jump-to-default of the underlying product.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.
double	IsdaHomogenousCdsIndexTradePricer.parSpread(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread of the underlying product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.parSpreadSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread sensitivity of the underling product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValue(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the trade.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValueOnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the underlying product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.presentValueOnSettleSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the underlying product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.presentValueSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the trade.
double	IsdaHomogenousCdsIndexTradePricer.price(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the price of the underlying product, which is the present value per unit notional.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.priceSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the price sensitivity of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.recovery01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the recovery01 of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.rpv01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the underlying product.

Method parameters in com.opengamma.strata.pricer.credit with type arguments of type ResolvedCdsIndexTrade

Modifier and Type	Method	Description
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.

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

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

Modifier and Type	Method	Description
ResolvedCdsIndexTrade	ResolvedCdsIndexTrade.Builder.build()
ResolvedCdsIndexTrade	CdsIndexTrade.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedCdsIndexTrade>	ResolvedCdsIndexTrade.Meta.beanType()