| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Field and Description |
|---|---|
static IsdaCompliantDiscountCurveCalibrator |
IsdaCompliantDiscountCurveCalibrator.STANDARD
Default implementation.
|
| Modifier and Type | Method and Description |
|---|---|
static IsdaCompliantDiscountCurveCalibrator |
IsdaCompliantDiscountCurveCalibrator.of(double accuracy)
Obtains the curve calibrator with the accuracy of the root finder specified.
|
static IsdaCompliantDiscountCurveCalibrator |
IsdaCompliantDiscountCurveCalibrator.standard()
Obtains the standard curve calibrator.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.