Class | Description |
---|---|
BasketMeasures |
BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.
|
BondCouponMeasures |
This class encapsulates the parsimonius but complete set of the cash-flow oriented coupon measures
generated out of a full bond analytics run to a given work-out.
|
BondRVMeasures |
BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the
appropriate exercise:
- Workout Information
- Price, Yield, and Yield01
- Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z
- Basis Measures: Bond Basis, Credit Basis, Yield Basis
- Duration Measures: Macaulay/Modified Duration, Convexity
|
BondWorkoutMeasures |
BondWorkoutMeasures encapsulates the parsimonius yet complete set of measures generated out of a full bond
analytics run to a given work-out.
|
ComponentMeasures |
ComponentMeasures is the place holder for analytical single component output measures, optionally across
scenarios.
|
ExerciseInfo |
ExerciseInfo is a place-holder for the full set of exercise information.
|