Docs / quant-cva / com.nablatensor.cva
final class
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.
Methods
static CreditNameBuilder of()
String id()
HazardCurve curve()
double recovery()
RatingEnum rating()
SectorEnum sector()
double lossGivenDefault()