| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Meta.builder() |
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Builder.creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)
Sets the credit curves.
|
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Builder.discountCurves(Map<Currency,CreditDiscountFactors> discountCurves)
Sets the discounting curves.
|
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Builder.recoveryRateCurves(Map<StandardId,RecoveryRates> recoveryRateCurves)
Sets the credit rate curves.
|
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Builder.set(String propertyName,
Object newValue) |
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.toBuilder()
Returns a builder that allows this bean to be mutated.
|
ImmutableCreditRatesProvider.Builder |
ImmutableCreditRatesProvider.Builder.valuationDate(LocalDate valuationDate)
Sets the valuation date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.