Interface | Description |
---|---|
Curve |
This is the interface defining the core bootstrapping methods – setting/bumping specific nodes, setting
flat values across all nodes, retrieving specific/collective instrument/node quotes.
|
Class | Description |
---|---|
CreditCurve |
This class contains the baseline abstract credit curve holder object.
|
DiscountCurve |
This class contains the baseline abstract discount curve holder object.
|
FXBasisCurve |
This abstract class exposes the FXBasis curve representing term structure of FX basis.
|
FXForwardCurve |
This abstract class contains the stub functionality for the term structure of dates/times and FX forwards
(PIP/outright), and Spot FX info for the given currency pair.
|
ZeroCurve |
This class contains the baseline abstract zero curve holder object.
|