Class | Description |
---|---|
BasisSplineForwardRate |
BasisSplineForwardRate manages the Forward Latent State, using the Forward Rate as the State Response
Representation.
|
DerivedFXBasis |
DerivedFXBasis manages the constant forward basis based FX Basis Curve holder object.
|
DerivedFXForward |
DerivedFXForward manages the constant forward based FX Forward Curve holder object.
|
DerivedZeroRate |
DerivedZeroRate implements the delegated ZeroCurve functionality.
|
DiscountFactorDiscountCurve |
DiscountFactorDiscountCurve manages the Discounting Latent State, using the Discount Factor as the State
Response Representation.
|
FlatForwardDiscountCurve |
FlatForwardDiscountCurve manages the Discounting Latent State, using the Forward Rate as the State
Response Representation.
|
ForwardHazardCreditCurve |
ForwardHazardCreditCurve manages the Survival Latent State, using the Hazard Rate as the State Response
Representation.
|
NonlinearDiscountFactorDiscountCurve |
NonlinearDiscountFactorDiscountCurve manages the Discounting Latent State, using the Forward Rate as the
State Response Representation.
|
ZeroRateDiscountCurve |
ZeroRateDiscountCurve manages the Discounting Latent State, using the Zero Rate as the State
Response Representation.
|