Class | Description |
---|---|
CreditCurveScenarioGenerator |
This calls contains the credit calibration instruments to be used with the component calibrator to produce
scenario credit curves.
|
CurveCalibrator |
CurveCalibrator calibrates the discount and credit/hazard curves from the components and their quotes.
|
RatesCurveScenarioGenerator |
This calls contains the interest rate calibration instruments to be used with the component calibrator to
produce scenario interest rate curves.
|