Uses of Record Class
com.quantfinlib.credit.IsdaRateCurve.Swap

Packages that use IsdaRateCurve.Swap

Package	Description
com.quantfinlib.credit	Credit curves, CDS pricing and credit spreads.

Uses of IsdaRateCurve.Swap in com.quantfinlib.credit

Methods in com.quantfinlib.credit with parameters of type IsdaRateCurve.Swap

Modifier and Type	Method	Description
static double	IsdaRateCurve.parSwapValue(IsdaCurve curve, LocalDate tradeDate, IsdaRateCurve.Swap swap, BusinessCalendar calendar)	Value per unit notional of a receive-fixed swap on curve under the conventions above, including the notional exchange: zero for a quote the curve was bootstrapped from.

Method parameters in com.quantfinlib.credit with type arguments of type IsdaRateCurve.Swap

Modifier and Type	Method	Description
static IsdaCurve	IsdaRateCurve.bootstrapSwaps(LocalDate tradeDate, List<IsdaRateCurve.Swap> swaps, BusinessCalendar calendar)	Bootstraps the swap-only zero curve.