- builder
Returns a builder used to create an instance of the bean.
- getPaymentSchedule
Gets the payment schedule. This is used to define the payment periods.
- getBuySell
Gets whether the CDS index is buy or sell. A value of 'Buy' implies buying
protection, where the fix
- getCdsIndexId
Gets the CDS index identifier. This identifier is used to refer this CDS index
product.
- getCurrency
Gets the currency of the CDS index. The amounts of the notional are expressed in
terms of this curre
- getDayCount
Gets the day count convention. This is used to convert dates to a numerical
value.
When building,
- getFixedRate
Gets the fixed coupon rate. This must be represented in decimal form.
- getLegalEntityIds
Gets the legal entity identifiers. These identifiers refer to the reference
legal entities of the CD
- getNotional
Gets the notional amount, must be non-negative. The fixed notional amount
applicable during the life
- getPaymentOnDefault
Gets the payment on default. Whether the accrued premium is paid in the event of
a default.
When b
- getProtectionStart
Gets the protection start of the day. When the protection starts on the start
date.
When building,
- getSettlementDateOffset
Gets the number of days between valuation date and settlement date. It is
usually 3 business days fo