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

Packages that use IsdaCreditDiscountFactors

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

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

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

Modifier and Type	Method and Description
IsdaCreditDiscountFactors	IsdaCompliantDiscountCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData) Calibrates the ISDA compliant discount curve to the market data.
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, CurveName curveName, DoubleArray yearFractions, DoubleArray zeroRates, DayCount dayCount) Creates an instance from year fraction and zero rate values.
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, NodalCurve curve) Creates an instance from the underlying curve.
IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.withCurve(NodalCurve curve) Returns a new instance with a different curve.
IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.withParameter(int parameterIndex, double newValue)
IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
Class<? extends IsdaCreditDiscountFactors>	IsdaCreditDiscountFactors.Meta.beanType()
org.joda.beans.BeanBuilder<? extends IsdaCreditDiscountFactors>	IsdaCreditDiscountFactors.Meta.builder()