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

Packages that use LegalEntitySurvivalProbabilities

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

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

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

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.
static LegalEntitySurvivalProbabilities	LegalEntitySurvivalProbabilities.of(StandardId legalEntityId, CreditDiscountFactors survivalProbabilities) Creates an instance.
LegalEntitySurvivalProbabilities	ImmutableCreditRatesProvider.survivalProbabilities(StandardId legalEntityId, Currency currency)
LegalEntitySurvivalProbabilities	CreditRatesProvider.survivalProbabilities(StandardId legalEntityId, Currency currency) Gets the survival probabilities for a standard ID and a currency.

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

Modifier and Type	Method and Description
Class<? extends LegalEntitySurvivalProbabilities>	LegalEntitySurvivalProbabilities.Meta.beanType()
org.joda.beans.BeanBuilder<? extends LegalEntitySurvivalProbabilities>	LegalEntitySurvivalProbabilities.Meta.builder()
org.joda.beans.MetaProperty<ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>>	ImmutableCreditRatesProvider.Meta.creditCurves() The meta-property for the creditCurves property.
ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>	ImmutableCreditRatesProvider.getCreditCurves() Gets the credit curves.

Method parameters in com.opengamma.strata.pricer.credit with type arguments of type LegalEntitySurvivalProbabilities

Modifier and Type	Method and Description
ImmutableCreditRatesProvider.Builder	ImmutableCreditRatesProvider.Builder.creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves) Sets the credit curves.