Package com.opengamma.analytics.financial.credit.creditdefaultswap

Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.StandardCDSCoupon

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    final RestructuringClause restructuringClause = security.getRestructuringClause();
    final double amount = notional.getAmount();
    final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
    final boolean protectionStart = security.isProtectionStart();
    final double quotedSpread = security.getQuotedSpread();
    final StandardCDSCoupon premiumLegCoupon = getCoupon(security.getCoupon());
    final double upFrontAmount = security.getUpfrontAmount().getAmount();
    final StubType stubType = security.getStubType().toAnalyticsType();
    final ZonedDateTime cashSettlementDate = security.getCashSettlementDate();
    final boolean adjustCashSettlementDate = security.isAdjustCashSettlementDate();
    final double coupon = security.getCoupon();
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    final double amount = notional.getAmount();
    final double recoveryRate = _recoveryRate;
    final boolean includeAccruedPremium = security.isIncludeAccruedPremium();
    final boolean protectionStart = security.isProtectionStart();
    final double quotedSpread = security.getQuotedSpread();
    final StandardCDSCoupon premiumLegCoupon = getCoupon(security.getCoupon());
    final double upFrontAmount = security.getUpfrontAmount().getAmount();
    final StubType stubType = security.getStubType().toAnalyticsType();
    final ZonedDateTime cashSettlementDate = security.getCashSettlementDate();
    final boolean adjustCashSettlementDate = security.isAdjustCashSettlementDate();
    final double coupon = security.getCoupon();
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Related Classes of com.opengamma.analytics.financial.credit.creditdefaultswap.StandardCDSCoupon

  • com.opengamma.financial.analytics.conversion.CreditDefaultSwapSecurityConverter
  • com.opengamma.financial.analytics.conversion.CreditDefaultSwapSecurityConverterDeprecated
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