Uses of Class
org.drip.product.credit.CDSComponent.SpreadCalibOP
| Package | Description |
|---|---|
| org.drip.product.credit |
Credit Products - Components and Baskets
|
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Uses of CDSComponent.SpreadCalibOP in org.drip.product.credit
Methods in org.drip.product.credit that return CDSComponent.SpreadCalibOP Modifier and Type Method Description CDSComponent.SpreadCalibOPCDSComponent.SpreadCalibrator. calibrateHazardFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPriceCalib)Calibrate the hazard rate from calibration price