Class | Description |
---|---|
BasketMarketParamSet |
BasketMarketParamSet provides an implementation of BasketMarketParamsRef for a specific scenario.
|
ComponentMarketParamSet |
ComponentMarketParamSet provides implementation of the ComponentMarketParamsRef interface.
|
ComponentMultiMeasureQuote |
ComponentMultiMeasureQuote holds the different types of quotes for a given component.
|
ComponentTickQuote |
ComponentTickQuote holds the tick related component parameters - it contains the product ID, the quote
composite, the source, the counter party, and whether the quote can be treated as a mark.
|
CreditCurveScenarioContainer |
CreditCurveScenarioContainer contains the place holder for the bump parameters and the curves for the
different credit curve scenarios.
|
MarketParamsContainer |
MarketParamsContainer extends MarketParams abstract class, and is the place holder for the comprehensive
suite of the market set of curves for the given date.
|
MultiSidedQuote |
MultiSidedQuote implements the Quote interface, which contains the stubs corresponding to a product
quote.
|
RatesCurveScenarioContainer |
RatesCurveScenarioContainer implements the RatesScenarioCurve abstract class that exposes the interface
the constructs scenario discount curves.
|