- 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 is buy or sell. A value of 'Buy' implies buying protection,
where the fixed cou
- getSettlementDateOffset
Gets the number of days between valuation date and settlement date. It is
usually 3 business days fo
- getStepinDateOffset
Gets the number of days between valuation date and step-in date. The step-in
date is also called pro
- accruedYearFraction
Calculates the accrued premium per fractional spread for unit notional.
- getAccrualStartDate
Obtains the accrual start date. In general this is different from the protection
start date. Use ste
- getFixedRate
Obtains the fixed coupon rate.
- getLegalEntityId
Gets the legal entity identifier. This identifier is used for the reference
legal entity of the CDS.
- getPaymentOnDefault
Gets the payment on default. Whether the accrued premium is paid in the event of
a default.
- getPaymentPeriods
Gets the periodic payments based on the fixed rate. Each payment period
represents part of the life-
- builder
Returns a builder used to create an instance of the bean.
- calculateEffectiveStartDate
Obtains the effective start date from the step-in date.