Package com.opengamma.analytics.financial.credit.recoveryratemodel

Examples of com.opengamma.analytics.financial.credit.recoveryratemodel.RecoveryRateModelConstant

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    RecoveryRateModel[] recoveryRateModels = new RecoveryRateModel[numberOfObligors];

    for (int i = 0; i < numberOfObligors; i++) {

      final RecoveryRateModel recRateModel = new RecoveryRateModelConstant(0.4);

      recoveryRateModels[i] = recRateModel;
    }

    return recoveryRateModels;
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Related Classes of com.opengamma.analytics.financial.credit.recoveryratemodel.RecoveryRateModelConstant

  • com.opengamma.analytics.financial.credit.portfoliolosssimulationmodel.SimulationMethods
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