Class | Description |
---|---|
CustomDiscountCurveBuilder |
CustomDiscountCurveBuilder discount curve calibration and input instrument calibration quote recovery.
|
CustomDiscountCurveReconciler |
CustomDiscountCurveReconciler demonstrates the multi-stretch transition custom discount curve
construction, turns application, discount factor extraction, and calibration quote recovery.
|
CustomForwardCurveBuilder |
CustomForwardCurveBuilder contains the sample demonstrating the full functionality behind creating highly
customized spline based forward curves.
|
DiscountCurveQuoteSensitivity |
DiscountCurveQuoteSensitivity demonstrates the calculation of the discount curve sensitivity to the
calibration instrument quotes.
|
HaganWestForwardInterpolator |
This sample illustrates using the Hagan and West (2006) Estimator.
|
MultiLegSwapAPI |
MultiLegSwapAPI illustrates the creation, invocation, and usage of the MultiLegSwap.
|
RatesAnalyticsAPI |
RatesAnalyticsAPI contains a demo of the Rates Analytics API Usage.
|
RatesLiveAndEODAPI |
RatesLiveAndEODAPI contains the sample API demonstrating the usage of the Rates Live and EOD functions.
|
ShapeDFZeroLocalSmooth |
ShapeDFZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the
discount curve creation.
|
ShapePreservingDFZeroSmooth |
ShapePreservingDFZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques
involved in the discount curve creation.
|
TemplatedDiscountCurveBuilder |
TemplatedDiscountCurveBuilder sample demonstrates the usage of the different pre-built Discount Curve
Builders.
|
TreasuryCurveAPI |
TreasuryCurveAPI contains a demo of construction and usage of the treasury discount curve from government
bond inputs.
|