| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Class and Description |
|---|---|
class |
FastCreditCurveCalibrator
Fast credit curve calibrator.
|
class |
SimpleCreditCurveCalibrator
Simple credit curve calibrator.
|
| Modifier and Type | Method and Description |
|---|---|
protected IsdaCompliantCreditCurveCalibrator |
SpreadSensitivityCalculator.getCalibrator()
Gets the calibrator.
|
| Constructor and Description |
|---|
IsdaCompliantIndexCurveCalibrator(IsdaCompliantCreditCurveCalibrator creditCurveCalibrator)
Constructor with the underlying credit curve calibrator specified.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.