Uses of Package
com.opengamma.strata.product.credit

Packages that use com.opengamma.strata.product.credit

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.credit	Calculation functions for credit products.
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.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.loader.csv

Class	Description
CdsIndexTrade	A trade in a CDS index.
CdsTrade	A trade in a single-name credit default swap (CDS).

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.market.curve.node

Class	Description
CdsCalibrationTrade	A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsIndexCalibrationTrade	A trade in a CDS index used for credit curve calibration.

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.measure.credit

Class	Description
CdsIndexTrade	A trade in a CDS index.
CdsTrade	A trade in a single-name credit default swap (CDS).

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.pricer.credit

Class	Description
CdsQuote	Market quote for a single-name credit default swap (CDS).
ResolvedCds	A single-name credit default swap (CDS), resolved for pricing.
ResolvedCdsIndex	A CDS (portfolio) index, resolved for pricing.
ResolvedCdsIndexTrade	A trade in a CDS index, resolved for pricing.
ResolvedCdsTrade	A trade in a single-name credit default swap (CDS), resolved for pricing.

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.product.credit

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

Classes in com.opengamma.strata.product.credit used by com.opengamma.strata.product.credit.type

Class	Description
CdsTrade	A trade in a single-name credit default swap (CDS).
PaymentOnDefault	The payment on default.
ProtectionStartOfDay	The protection start of the day.