Class | Description |
---|---|
BloombergCDSW |
BloombergCDSW contains the sample demonstrating the replication of Bloomberg's CDSW functionality.
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BloombergSWPM |
BloombergSWPM contains the sample demonstrating the replication of Bloomberg's SWPM functionality.
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BloombergYAS |
BloombergYAS contains the sample demonstrating the replication of Bloomberg's YAS functionality.
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BondAnalyticsAPI |
BondAnalyticsAPI contains a demo of the bond analytics API Sample.
|
BondBasketAPI |
BondBasketAPI contains a demo of the bond basket API Sample.
|
BondLiveAndEODAPI |
BondLiveAndEODAPI contains the comprehensive sample class demonstrating the usage of the EOD and Live
Curve Bond API functions.
|
BondRVMeasuresAPI |
BondRVMeasuresAPI is a Simple Bond RV Measures API Sample demonstrating the invocation and usage of Bond
RV Measures functionality.
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BondStaticAPI |
BondStaticAPI contains a demo of the bond static API Sample.
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CDSBasketAPI |
CDSBasketAPI contains a demo of the CDS basket API Sample.
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CDSLiveAndEODAPI |
CDSLiveAndEODAPI is a fairly comprehensive sample demo'ing the usage of the EOD and Live CDS Curve API
functions.
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CreditAnalyticsAPI |
CreditAnalyticsAPI contains a demo of the CDS Analytics API Sample.
|
DayCountAndCalendarAPI |
DayCountAndCalendarAPI demonstrates Day-count and Calendar API FUnctionality.
|
FXAPI |
FXAPI contains a demo of the FX API Sample.
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MultiLegSwapAPI |
MultiLegSwapAPI illustrates the creation, invocation, and usage of the MultiLegSwap.
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RatesAnalyticsAPI |
RatesAnalyticsAPIcontains a demo of the Rates Analytics API Usage.
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RatesLiveAndEODAPI |
RatesLiveAndEODAPI contains the sample API demonstrating the usage of the Rates Live and EOD functions.
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StandardCDXAPI |
StandardCDXAPI contains a demo of the CDS basket API Sample.
|
TreasuryCurveAPI |
TreasuryCurveAPI contains a demo of construction and usage of the treasury discount curve from government
bond inputs.
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