Uses of Class
com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider

Packages that use ImmutableCreditRatesProvider

Package	Description
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

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

Methods in com.opengamma.strata.pricer.credit that return ImmutableCreditRatesProvider

Modifier and Type	Method and Description
ImmutableCreditRatesProvider	ImmutableCreditRatesProvider.Builder.build()
ImmutableCreditRatesProvider	ImmutableCreditRatesProvider.toImmutableCreditRatesProvider()
ImmutableCreditRatesProvider	CreditRatesProvider.toImmutableCreditRatesProvider() Converts this provider to an equivalent ImmutableCreditRatesProvider.

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type ImmutableCreditRatesProvider

Modifier and Type	Method and Description
Class<? extends ImmutableCreditRatesProvider>	ImmutableCreditRatesProvider.Meta.beanType()

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

Modifier and Type	Method and Description
LegalEntitySurvivalProbabilities	IsdaCompliantIndexCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData) Calibrates the index curve to the market data.
LegalEntitySurvivalProbabilities	IsdaCompliantCreditCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData) Calibrates the ISDA compliant credit curve to the market data.

Uses of ImmutableCreditRatesProvider in com.opengamma.strata.pricer.sensitivity

Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type ImmutableCreditRatesProvider

Modifier and Type	Method and Description
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(CreditRatesProvider provider, Function<ImmutableCreditRatesProvider,CurrencyAmount> valueFn) Computes the first order sensitivities of a function of a CreditRatesProvider to a double by finite difference.