Examples of com.opengamma.analytics.financial.credit.cds.ISDACDSPremium

Package com.opengamma.analytics.financial.credit.cds

Examples of com.opengamma.analytics.financial.credit.cds.ISDACDSPremium

com.opengamma.analytics.financial.credit.cds.ISDACDSPremium
Represent a CDS premium as understood by the ISDA standard model. A fixed coupon annuity using {@link ISDACDSCoupon} to describe payments. @author Martin Traverse, Niels Stchedroff (Riskcare) @see AnnuityCouponFixed

    for (int loopcoupon = 0; loopcoupon < getPayments().length; loopcoupon++) {
      if (!date.isAfter(getNthPayment(loopcoupon).getPaymentDate())) {
        resultList.add(((ISDACDSCouponDefinition) getNthPayment(loopcoupon)).toDerivative(date, yieldCurveNames));
      }
    }
    return new ISDACDSPremium(resultList.toArray(new ISDACDSCoupon[resultList.size()]));
  }

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    for (int loopcoupon = 0; loopcoupon < getPayments().length; loopcoupon++) {
      if (!date.isAfter(getNthPayment(loopcoupon).getPaymentDate())) {
        resultList.add(((ISDACDSCouponDefinition) getNthPayment(loopcoupon)).toDerivative(date));
      }
    }
    return new ISDACDSPremium(resultList.toArray(new ISDACDSCoupon[resultList.size()]));
  }

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com.opengamma.analytics.financial.instrument.cds.ISDACDSPremiumDefinition

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