Uses of Class
org.drip.product.credit.CDSComponent.SpreadCalibOP
Package | Description |
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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.SpreadCalibOP
CDSComponent.SpreadCalibrator. calibrateHazardFromPrice(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblPriceCalib)
Calibrate the hazard rate from calibration price