Class | Description |
---|---|
BasketMarketParams |
This abstract class extends the BaketMarketParamsRef for a specific scenario.
|
CalibrationParams |
Class contains the calibration parameters - the measure to be calibrated, and the type/nature of the
calibration to be performed
|
ComponentMarketParams |
This abstract class provides stub for the ComponentMarketParamsRef interface.
|
ComponentQuote |
This abstract class holds the different types of quotes for a given component.
|
CreditNodeTweakParams |
This class contains the place holder for the credit curve scenario tweak parameters, for a given measure,
for either a specific curve node, or the entire curve (flat).
|
CreditScenarioCurve |
This abstract class exposes the bump parameters and the curves for the different credit curve scenarios -
the spread and the recovery bumps, and the credit curve scenario generator object
that wraps the calibration instruments.
|
MarketParams |
This class serves as the place holder for the comprehensive suite of the market set of curves for the
given date.
|
NodeTweakParams |
This class contains the place holder for the scenario tweak parameters, for either a specific curve node,
or the entire curve (flat).
|
Quote |
This interface contains the stubs corresponding to a product quote.
|
RatesScenarioCurve |
This abstract class serves as the place holder for the different Rates scenario curves.
|