| Package | Description |
|---|---|
| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
|
| Modifier and Type | Method and Description |
|---|---|
NodalRecoveryRates |
NodalRecoveryRates.Builder.build() |
static NodalRecoveryRates |
NodalRecoveryRates.of(StandardId legalEntityId,
LocalDate valuationDate,
NodalCurve curve)
Obtains an instance.
|
NodalRecoveryRates |
NodalRecoveryRates.withCurve(NodalCurve curve)
Returns a new instance with a different curve.
|
NodalRecoveryRates |
NodalRecoveryRates.withParameter(int parameterIndex,
double newValue) |
NodalRecoveryRates |
NodalRecoveryRates.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<NodalRecoveryRates> |
NodalRecoveryRates.meta()
The meta-bean for
NodalRecoveryRates. |
org.joda.beans.TypedMetaBean<NodalRecoveryRates> |
NodalRecoveryRates.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.