| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Field and Description |
|---|---|
static IsdaHomogenousCdsIndexProductPricer |
IsdaHomogenousCdsIndexProductPricer.DEFAULT
Default implementation.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.