Uses of Class
com.opengamma.strata.pricer.common.PriceType

Packages that use PriceType

Package	Description
com.opengamma.strata.pricer.common	Common code for pricing.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).

Uses of PriceType in com.opengamma.strata.pricer.common

Methods in com.opengamma.strata.pricer.common that return PriceType

Modifier and Type	Method and Description
static PriceType	PriceType.of(String name) Obtains an instance from the specified name.
static PriceType	PriceType.valueOf(String name) Returns the enum constant of this type with the specified name.
static PriceType[]	PriceType.values() Returns an array containing the constants of this enum type, in the order they are declared.

Uses of PriceType in com.opengamma.strata.pricer.credit

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

Modifier and Type	Method and Description
CurrencyAmount	IsdaCdsProductPricer.presentValue(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the present value of the CDS product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.presentValue(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the present value of the CDS index product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValue(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData) Calculates the present value of the trade.
CurrencyAmount	IsdaCdsTradePricer.presentValue(ResolvedCdsTrade 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.
CurrencyAmount	IsdaCdsTradePricer.presentValueOnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData) Calculates the present value of the underlying product.
double	IsdaCdsProductPricer.price(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the price of the CDS product, which is the present value per unit notional.
double	IsdaHomogenousCdsIndexProductPricer.price(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the price of the CDS index product, which is the minus of the present value per unit notional.
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.
double	IsdaCdsTradePricer.price(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData) Calculates the price of the underlying product, which is the present value per unit notional.
double	IsdaCdsProductPricer.riskyAnnuity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the risky annuity, which is RPV01 per unit notional.
double	IsdaHomogenousCdsIndexProductPricer.riskyAnnuity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the risky annuity, which is RPV01 per unit notional.
CurrencyAmount	IsdaCdsProductPricer.rpv01(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the risky PV01 of the CDS product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.rpv01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData) Calculates the risky PV01 of the CDS index product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.rpv01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData) Calculates the risky PV01 of the underlying product.
CurrencyAmount	IsdaCdsTradePricer.rpv01OnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData) Calculates the risky PV01 of the underlying product.