| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Method and Description |
|---|---|
protected ArbitrageHandling |
IsdaCompliantCreditCurveCalibrator.getArbitrageHandling()
Obtains the arbitrage handling.
|
static ArbitrageHandling |
ArbitrageHandling.of(String name)
Obtains an instance from the specified name.
|
static ArbitrageHandling |
ArbitrageHandling.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static ArbitrageHandling[] |
ArbitrageHandling.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
FastCreditCurveCalibrator(AccrualOnDefaultFormula formula,
ArbitrageHandling arbHandling)
Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.
|
IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula formula,
ArbitrageHandling arbHandling) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.