Class | Description |
---|---|
BondBasketBuilder |
This class contains the suite of helper functions for creating the Bond Basket Product from different
kinds of inputs.
|
BondBuilder |
This class contains the suite of helper functions for creating user defined bonds, optionally with custom
cash flows and embedded option schedules (European or American).
|
BondProductBuilder |
This class contains the static parameters of the bond product needed for the full bond valuation.
|
BondRefDataBuilder |
This class contains the entire set of static parameters for the bond product.
|
CashBuilder |
This class contains the suite of helper functions for creating the simple Rates Cash Product.
|
CDSBasketBuilder |
This class contains the suite of helper functions for creating the CDS Basket Product from different
kinds of inputs.
|
CDSBuilder |
This class contains the suite of helper functions for creating credit default swaps.
|
CDXRefDataHolder | |
EDFutureBuilder |
This class contains the suite of helper functions for creating the Euro-Dollar Futures Product from
different kinds of inputs.
|
FXForwardBuilder |
This class contains the suite of helper functions for creating FX Forward Contract.
|
FXSpotBuilder |
This class contains the suite of helper functions for creating FX Spot Contract.
|
IRSBuilder |
This class contains the suite of helper functions for creating the Interest Rate Swap Product from
different kinds of inputs.
|