| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Method and Description |
|---|---|
static ConstantRecoveryRates |
ConstantRecoveryRates.of(StandardId legalEntityId,
LocalDate valuationDate,
double recoveryRate)
Obtains an instance.
|
ConstantRecoveryRates |
ConstantRecoveryRates.withParameter(int parameterIndex,
double newValue) |
ConstantRecoveryRates |
ConstantRecoveryRates.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ConstantRecoveryRates> |
ConstantRecoveryRates.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends ConstantRecoveryRates> |
ConstantRecoveryRates.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.