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

Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacySovereignCreditDefaultSwapDefinition


        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD, RECOVERY_LOCK_RATE);
  }

  public static LegacySovereignCreditDefaultSwapDefinition getLegacySovereignDefinition() {
    return new LegacySovereignCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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Related Classes of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacySovereignCreditDefaultSwapDefinition

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