Interface | Description |
---|---|
Curve |
Curve extends the Latent State to abstract the functionality required among all financial curve.
|
CurveConstructionInputSet |
CurveConstructionInputSet interface contains the Parameters needed for the Curve Calibration/Estimation.
|
ExplicitBootCurve |
In ExplicitBootCurve, the segment boundaries explicitly line up with the instrument maturity boundaries.
|
Class | Description |
---|---|
BootCurveConstructionInput |
BootCurveConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
|
CreditCurve |
CreditCurve is the stub for the survival curve functionality.
|
CurveSpanConstructionInput |
CurveSpanConstructionInput contains the Parameters needed for the Curve Calibration/Estimation.
|
ExplicitBootCreditCurve |
ExplicitBootCreditCurve exposes the functionality associated with the bootstrapped Credit Curve.
|
FXBasisCurve |
FXBasisCurve implements the curve representing the FXBasis nodes.
|
FXForwardCurve |
FXForwardCurve implements the curve representing the FXForward nodes.
|
ShapePreservingCCIS |
ShapePreservingCCIS extends the CurveSpanConstructionInput Instance.
|