Interface | Description |
---|---|
DiscountFactorEstimator |
DiscountFactorEstimator is the interface that exposes the calculation of the Discount Factor for a
specific Sovereign/Jurisdiction Span.
|
ForwardRateEstimator |
ForwardRateEstimator is the interface that exposes the calculation of the Forward Rate for a specific
Index.
|
Class | Description |
---|---|
DiscountCurve |
DiscountCurve is the stub for the discount curve functionality.
|
DiscountForwardEstimator |
DiscountForwardEstimator exposes the "native" forward curve associated with the specified discount curve.
|
ExplicitBootDiscountCurve |
ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
|
ForwardCurve |
ForwardCurve is the stub for the forward curve functionality.
|
RatesLSMM |
RatesLSMM contains the Rates specific Latent State MM for the Rates Curve.
|
SmoothingCCIS |
SmoothingCCIS enhances the Shape Preserving CCIS for smoothing customizations.
|
Turn |
Turn implements rate spread at discrete time spans.
|
TurnListDiscountFactor |
TurnListDiscountFactor implements the discounting based off of the turns list.
|
ZeroCurve |
ZeroCurve exposes the node set containing the zero curve node points.
|