Examples of com.opengamma.core.obligor.definition.Obligor

Package com.opengamma.core.obligor.definition

Examples of com.opengamma.core.obligor.definition.Obligor

com.opengamma.core.obligor.definition.Obligor
Class for defining the characteristics of an obligor in a derivative contract In the credit derivative context obligors can be protection buyers, protection sellers or the reference entity More generally an obligor is someone to whom one has counterparty risk

      _obligorExtractor = new CdsRedCodeExtractor<>(new CdsObligorExtractor(organizationSource));
    }


    public String extractOrElse(CreditDefaultSwapSecurity cds, String alternative) {


      Obligor obligor = _obligorExtractor.extract(cds);
      return obligor != null ? obligor.getSector().name() : alternative;
    }

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      };
    }


    public String extractOrElse(CreditDefaultSwapOptionSecurity cdsOption, String alternative) {


      Obligor obligor = _obligorExtractor.extract(cdsOption);
      return obligor != null ? obligor.getSector().name() : alternative;
    }

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      final CreditRatingFitch fitchCreditRating, 
      final CreditRatingMoodys moodysCreditRating, 
      final CreditRatingStandardAndPoors standardAndPoorsCreditRating, 
      final boolean hasDefaulted) {
    
    setObligor(new Obligor(obligorTicker, 
        obligorShortName, 
        obligorREDCode, 
        compositeRating, 
        impliedRating, 
        moodysCreditRating,

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Related Classes of com.opengamma.core.obligor.definition.Obligor

com.opengamma.financial.aggregation.GICSAggregationFunction$CdsObligorSectorExtractor

com.opengamma.financial.aggregation.GICSAggregationFunction$CdsOptionObligorSectorExtractor

com.opengamma.master.orgs.ManageableOrganization

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