Class | Description |
---|---|
BondManager |
This class implements a container that holds the EOD and bond static information on a per issuer basis.
|
CDSManager |
Container that holds the EOD and CDS/credit curve information on a per-issuer basis.
|
EnvManager |
EnvManager sets the environment/connection parameters, and populates the market parameters for the given
EOD
|
EODCurves |
Container that exposes the functionality to create the set of closing IR and credit curves for a given
EOD.
|
RatesManager |
Manages the creation/loading of rates curves of different kinds for a given EOD
|
StandardCDXManager |
This class implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA
standardized CDS indices.
|
StaticBACurves |
Class that creates a set of discount/credit curves from custom/user defined marks for a given EOD.
|