public class CDSLiveAndEODAPI
extends java.lang.Object
CDSLiveAndEODAPI is a fairly comprehensive sample demo'ing the usage of the EOD and Live CDS Curve API
functions. It demonstrates the following:
- Retrieves all the CDS curves available for the given EOD.
- Retrieves the calibrated credit curve from the CDS instruments for the given CDS curve name, IR curve
name, and EOD. Also shows the 10Y survival probability and hazard rate.
- Displays the CDS quotes used to construct the closing credit curve.
- Loads all available credit curves for the given curve ID built from CDS instruments between 2 dates and
displays the corresponding 5Y quote.
- Calculate and display the EOD CDS measures for a spot starting CDS based off of a specific credit
curve.