Uses of Class
org.drip.product.definition.CreditDefaultSwap

Packages that use CreditDefaultSwap

Package	Description
org.drip.market.otc	OTC Dual Stream Option Container
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.option	Options on Fixed Income Components
org.drip.service.template	Curve Construction Product Builder Templates

Uses of CreditDefaultSwap in org.drip.market.otc

Methods in org.drip.market.otc that return CreditDefaultSwap

Modifier and Type	Method	Description
CreditDefaultSwap	CreditIndexConvention.indexCDS()	Create an Instance of the Specified Index CDS Product

Uses of CreditDefaultSwap in org.drip.product.creator

Methods in org.drip.product.creator that return CreditDefaultSwap

Modifier and Type	Method	Description
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit, java.lang.String strCalendar)	Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit curve.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar)	Create the credit default swap from the effective date, tenor, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, double dblRecovery, java.lang.String strCredit, java.lang.String strCalendar, boolean bAdjustDates)	Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and credit curve.
static CreditDefaultSwap	CDSBuilder.CreateCDS(JulianDate dtEffective, JulianDate dtMaturity, double dblCoupon, java.lang.String strCurrency, CreditSetting cs, java.lang.String strCalendar, boolean bAdjustDates)	Create the credit default swap from the effective/maturity dates, coupon, IR curve name, and component credit valuation parameters.
static CreditDefaultSwap	CDSBuilder.CreateSAPC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit)	Create an Standard Asia Pacific CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSNAC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit)	Create an SNAC style CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSNAC(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit, java.lang.String strCalendar)	Create an SNAC style CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSTEM(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit, java.lang.String strLocation)	Create an Standard Emerging Market CDS contract with full first stub
static CreditDefaultSwap	CDSBuilder.CreateSTEU(JulianDate dtEffective, java.lang.String strTenor, double dblCoupon, java.lang.String strCredit)	Create an Standard EU CDS contract with full first stub

Uses of CreditDefaultSwap in org.drip.product.credit

Subclasses of CreditDefaultSwap in org.drip.product.credit

Modifier and Type	Class	Description
class	CDSComponent	CDSComponent implements the credit default swap product contract details.

Constructors in org.drip.product.credit with parameters of type CreditDefaultSwap

Constructor	Description
SpreadCalibrator(CreditDefaultSwap cds, int iCalibType)	Constructor: Construct the SpreadCalibrator from the CDS parent, and whether the calibration is off of a single node

Uses of CreditDefaultSwap in org.drip.product.option

Constructors in org.drip.product.option with parameters of type CreditDefaultSwap

Constructor	Description
CDSEuropeanOption(java.lang.String strName, CreditDefaultSwap cds, java.lang.String strManifestMeasure, boolean bIsReceiver, double dblStrike, LastTradingDateSetting ltds, FokkerPlanckGenerator fpg, CashSettleParams csp)	CDSEuropeanOption constructor

Uses of CreditDefaultSwap in org.drip.service.template

Methods in org.drip.service.template that return CreditDefaultSwap

Modifier and Type	Method	Description
static CreditDefaultSwap[]	OTCInstrumentBuilder.CDS(JulianDate dtSpot, java.lang.String[] astrMaturityTenor, double[] adblCoupon, java.lang.String strCurrency, java.lang.String strCredit)	Create an Array of the OTC CDS Instance.
static CreditDefaultSwap	OTCInstrumentBuilder.CDS(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblCoupon, java.lang.String strCurrency, java.lang.String strCredit)	Create an Instance of the OTC CDS.

Methods in org.drip.service.template with parameters of type CreditDefaultSwap

Modifier and Type	Method	Description
static CreditCurve	LatentMarketStateBuilder.CreditCurve(JulianDate dtSpot, CreditDefaultSwap[] aCDS, double[] adblQuote, java.lang.String strMeasure, MergedDiscountForwardCurve dc)	Construct a Credit Curve from the specified Calibration CDS Instruments