Uses of Class
com.opengamma.strata.product.credit.type.CdsQuoteConvention
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Packages that use CdsQuoteConvention Package Description com.opengamma.strata.market.curve.node Curve nodes.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. -
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Uses of CdsQuoteConvention in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return CdsQuoteConvention Modifier and Type Method Description CdsQuoteConventionCdsIndexIsdaCreditCurveNode. getQuoteConvention()Gets the market quote convention.CdsQuoteConventionCdsIsdaCreditCurveNode. getQuoteConvention()Gets the market quote convention.Methods in com.opengamma.strata.market.curve.node that return types with arguments of type CdsQuoteConvention Modifier and Type Method Description org.joda.beans.MetaProperty<CdsQuoteConvention>CdsIndexIsdaCreditCurveNode.Meta. quoteConvention()The meta-property for thequoteConventionproperty.org.joda.beans.MetaProperty<CdsQuoteConvention>CdsIsdaCreditCurveNode.Meta. quoteConvention()The meta-property for thequoteConventionproperty.Methods in com.opengamma.strata.market.curve.node with parameters of type CdsQuoteConvention Modifier and Type Method Description CdsIndexIsdaCreditCurveNode.BuilderCdsIndexIsdaCreditCurveNode.Builder. quoteConvention(CdsQuoteConvention quoteConvention)Sets the market quote convention.CdsIsdaCreditCurveNode.BuilderCdsIsdaCreditCurveNode.Builder. quoteConvention(CdsQuoteConvention quoteConvention)Sets the market quote convention. -
Uses of CdsQuoteConvention in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit with parameters of type CdsQuoteConvention Modifier and Type Method Description List<CdsQuote>CdsMarketQuoteConverter. quotesFromParSpread(List<ResolvedCdsTrade> trades, List<CdsQuote> quotes, CreditRatesProvider ratesProvider, CdsQuoteConvention targetConvention, ReferenceData refData)The par spread quotes are converted to points upfronts or quoted spreads. -
Uses of CdsQuoteConvention in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit that return CdsQuoteConvention Modifier and Type Method Description CdsQuoteConventionCdsQuote. getQuoteConvention()Gets the CDS quote convention.Methods in com.opengamma.strata.product.credit that return types with arguments of type CdsQuoteConvention Modifier and Type Method Description org.joda.beans.MetaProperty<CdsQuoteConvention>CdsQuote.Meta. quoteConvention()The meta-property for thequoteConventionproperty.Methods in com.opengamma.strata.product.credit with parameters of type CdsQuoteConvention Modifier and Type Method Description static CdsQuoteCdsQuote. of(CdsQuoteConvention quoteConvention, double quotedValue)Creates an instance. -
Uses of CdsQuoteConvention in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type that return CdsQuoteConvention Modifier and Type Method Description static CdsQuoteConventionCdsQuoteConvention. of(String name)Obtains an instance from the specified name.static CdsQuoteConventionCdsQuoteConvention. valueOf(String name)Returns the enum constant of this type with the specified name.static CdsQuoteConvention[]CdsQuoteConvention. values()Returns an array containing the constants of this enum type, in the order they are declared.
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