Uses of Interface
com.opengamma.strata.pricer.credit.RecoveryRates

Packages that use RecoveryRates

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

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

Classes in com.opengamma.strata.pricer.credit that implement RecoveryRates

Modifier and Type	Class and Description
class	ConstantRecoveryRates The constant recovery rate.
class	NodalRecoveryRates The recovery rates based on a nodal curve.

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

Modifier and Type	Method and Description
static RecoveryRates	RecoveryRates.of(StandardId legalEntityId, LocalDate valuationDate, Curve curve) Obtains an instance from a curve.
RecoveryRates	ImmutableCreditRatesProvider.recoveryRates(StandardId legalEntityId)
RecoveryRates	CreditRatesProvider.recoveryRates(StandardId legalEntityId) Gets the recovery rates for a standard ID.
RecoveryRates	RecoveryRates.withParameter(int parameterIndex, double newValue)
RecoveryRates	RecoveryRates.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
ImmutableMap<StandardId,RecoveryRates>	ImmutableCreditRatesProvider.getRecoveryRateCurves() Gets the credit rate curves.
org.joda.beans.MetaProperty<ImmutableMap<StandardId,RecoveryRates>>	ImmutableCreditRatesProvider.Meta.recoveryRateCurves() The meta-property for the recoveryRateCurves property.

Methods in com.opengamma.strata.pricer.credit with parameters of type RecoveryRates

Modifier and Type	Method and Description
NodalCurve	SimpleCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray premiums, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
abstract NodalCurve	IsdaCompliantCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData) Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
NodalCurve	FastCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)

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

Modifier and Type	Method and Description
ImmutableCreditRatesProvider.Builder	ImmutableCreditRatesProvider.Builder.recoveryRateCurves(Map<StandardId,RecoveryRates> recoveryRateCurves) Sets the credit rate curves.