/** * Returns a curve node with quoted spread convention. * * @param template the template * @param observableId the observable ID * @param cdsIndexId the CDS index ID * @param legalEntityIds the legal entity IDs * @param fixedRate the fixed rate * @return the curve node */ public static CdsIndexIsdaCreditCurveNode ofQuotedSpread( CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate) { return builder() .template(template) .observableId(observableId) .cdsIndexId(cdsIndexId) .legalEntityIds(legalEntityIds) .quoteConvention(CdsQuoteConvention.QUOTED_SPREAD) .fixedRate(fixedRate) .build(); }
/** * Returns a curve node with points upfront convention. * * @param template the template * @param observableId the observable ID * @param cdsIndexId the CDS index ID * @param legalEntityIds the legal entity IDs * @param fixedRate the fixed rate * @return the curve node */ public static CdsIndexIsdaCreditCurveNode ofPointsUpfront( CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate) { return builder() .template(template) .observableId(observableId) .cdsIndexId(cdsIndexId) .legalEntityIds(legalEntityIds) .quoteConvention(CdsQuoteConvention.POINTS_UPFRONT) .fixedRate(fixedRate) .build(); }