Docs / nablatensor-cva / com.nablatensor.cva

record

CreditName

A credit name — the counterparty of a netting set or the reference of a CDS hedge — with the curve that drives its default and the rating / sector keys the BA-CVA and SA-CVA parameter tables look up.

Record components

id
String
curve
HazardCurve
recovery
double
rating
Rating
sector
Sector

Methods

double lossGivenDefault()