- getProtectionEndDate
Gets the protection end date. This may be different from the accrual end date of
the last payment pe
- 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.
- getLegalEntityIds
Gets the legal entity identifiers. These identifiers refer to the reference
legal entities of the CD
- getStepinDateOffset
Gets the number of days between valuation date and step-in date. The step-in
date is also called pro
- toSingleNameCds
Reduce this instance to ResolvedCds. The resultant object is used for pricing
CDS index products und
- builder
Returns a builder used to create an instance of the bean.
- getAccrualEndDate
Obtains the accrual end date.
- getAccrualStartDate
Obtains the accrual start date. In general this is different from the protection
start date. Use ste
- getCurrency
Obtains the currency.
- getDayCount
Gets the day count convention. This is used to convert dates to a numerical
value.
- getFixedRate
Obtains the fixed coupon rate.