static CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.ofParSpread(CdsTemplate template,
ObservableId observableId,
StandardId cdsIndexId,
List<StandardId> legalEntityIds) |
Returns a curve node with par spread convention.
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static CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.ofParSpread(CdsTemplate template,
ObservableId observableId,
StandardId legalEntityId) |
Returns a curve node with par spread convention.
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static CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.ofPointsUpfront(CdsTemplate template,
ObservableId observableId,
StandardId cdsIndexId,
List<StandardId> legalEntityIds,
Double fixedRate) |
Returns a curve node with points upfront convention.
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static CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.ofPointsUpfront(CdsTemplate template,
ObservableId observableId,
StandardId legalEntityId,
Double fixedRate) |
Returns a curve node with points upfront convention.
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static CdsIndexIsdaCreditCurveNode |
CdsIndexIsdaCreditCurveNode.ofQuotedSpread(CdsTemplate template,
ObservableId observableId,
StandardId cdsIndexId,
List<StandardId> legalEntityIds,
Double fixedRate) |
Returns a curve node with quoted spread convention.
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static CdsIsdaCreditCurveNode |
CdsIsdaCreditCurveNode.ofQuotedSpread(CdsTemplate template,
ObservableId observableId,
StandardId legalEntityId,
Double fixedRate) |
Returns a curve node with quoted spread convention.
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CdsIndexIsdaCreditCurveNode.Builder |
CdsIndexIsdaCreditCurveNode.Builder.template(CdsTemplate template) |
Sets the template for the single names associated with this node.
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CdsIsdaCreditCurveNode.Builder |
CdsIsdaCreditCurveNode.Builder.template(CdsTemplate template) |
Sets the template for the CDS associated with this node.
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