Package com.opengamma.strata.product.credit

Entity objects describing Credit Default Swap (CDS) and CDS index.

Class Summary

Class	Description
Cds	A single-name credit default swap (CDS).
Cds.Builder	The bean-builder for Cds.
Cds.Meta	The meta-bean for Cds.
CdsCalibrationTrade	A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsCalibrationTrade.Meta	The meta-bean for CdsCalibrationTrade.
CdsIndex	A CDS (portfolio) index product.
CdsIndex.Builder	The bean-builder for CdsIndex.
CdsIndex.Meta	The meta-bean for CdsIndex.
CdsIndexCalibrationTrade	A trade in a CDS index used for credit curve calibration.
CdsIndexCalibrationTrade.Meta	The meta-bean for CdsIndexCalibrationTrade.
CdsIndexTrade	A trade in a CDS index.
CdsIndexTrade.Builder	The bean-builder for CdsIndexTrade.
CdsIndexTrade.Meta	The meta-bean for CdsIndexTrade.
CdsQuote	Market quote for a single-name credit default swap (CDS).
CdsQuote.Meta	The meta-bean for CdsQuote.
CdsTrade	A trade in a single-name credit default swap (CDS).
CdsTrade.Builder	The bean-builder for CdsTrade.
CdsTrade.Meta	The meta-bean for CdsTrade.
CreditCouponPaymentPeriod	A period over which a fixed coupon is paid.
CreditCouponPaymentPeriod.Builder	The bean-builder for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta	The meta-bean for CreditCouponPaymentPeriod.
ResolvedCds	A single-name credit default swap (CDS), resolved for pricing.
ResolvedCds.Builder	The bean-builder for ResolvedCds.
ResolvedCds.Meta	The meta-bean for ResolvedCds.
ResolvedCdsIndex	A CDS (portfolio) index, resolved for pricing.
ResolvedCdsIndex.Builder	The bean-builder for ResolvedCdsIndex.
ResolvedCdsIndex.Meta	The meta-bean for ResolvedCdsIndex.
ResolvedCdsIndexTrade	A trade in a CDS index, resolved for pricing.
ResolvedCdsIndexTrade.Builder	The bean-builder for ResolvedCdsIndexTrade.
ResolvedCdsIndexTrade.Meta	The meta-bean for ResolvedCdsIndexTrade.
ResolvedCdsTrade	A trade in a single-name credit default swap (CDS), resolved for pricing.
ResolvedCdsTrade.Builder	The bean-builder for ResolvedCdsTrade.
ResolvedCdsTrade.Meta	The meta-bean for ResolvedCdsTrade.

Enum Summary

Enum	Description
PaymentOnDefault	The payment on default.
ProtectionStartOfDay	The protection start of the day.