public class CreditAnalyticsAPI
extends java.lang.Object
CreditAnalyticsAPI contains a demo of the CDS Analytics API Sample. It illustrates the following:
- Credit Curve Creation: From flat Hazard Rate, and from an array of dates and their corresponding
survival probabilities.
- Create Credit Curve from CDS instruments, and recover the input measure quotes.
- Create an SNAC CDS, price it, and display the coupon/loss cash flow.