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

Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.standard.StandardMuniCreditDefaultSwapDefinition


        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD, StandardCDSCoupon._1000bps,
        100, EFFECTIVE_DATE, false, START_DATE.minusDays(100));
  }

  public static StandardMuniCreditDefaultSwapDefinition getStandardMuniDefinition() {
    return new StandardMuniCreditDefaultSwapDefinition(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, StandardCDSCoupon._1000bps,
        100, EFFECTIVE_DATE, false);
  }
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