Interface | Description |
---|---|
BasketMarketParamRef |
This interface provides stubs for component IR and credit curves that constitute the basket.
|
BondProduct |
This interface implements the product static data behind bonds of all kinds.
|
ComponentMarketParamRef |
This interface provides stubs for component name, IR curve, credit curve, TSY curve, and EDSF curve needed
to value the component.
|
Class | Description |
---|---|
BasketProduct |
This abstract class extends BasketMarketParamRef.
|
Bond |
This base abstract class implements the pricing, the valuation, and the RV analytics functionality for the
bond product.
|
CalibratableComponent |
This abstract class providing implementation of Component interface.
|
Component |
This abstract class extends ComponentMarketParamRef.
|
CreditComponent |
Base abstract class that extends CalibratableComponent on top of which all credit components are
implemented.
|
CreditDefaultSwap |
This base abstract class implements the pricing, the valuation, and the RV analytics functionality for the
CDS product.
|
FXForward |
Base abstract class exposes the functionality behind the FXForward Contract.
|
FXSpot |
Base abstract class exposes the functionality behind the FXSpot Contract.
|
RatesComponent |
Base abstract class that extends CalibratableComponent on top of which all rates components are
implemented.
|