| Class | Description |
|---|---|
| Bullet |
Bullet holds the point realizations for the latent states relevant to terminal valuation of a bullet cash
flow.
|
| ComposableUnitFixedPeriod |
ComposableUnitFixedPeriod contains the fixed cash flow periods' composable sub period details.
|
| ComposableUnitFloatingPeriod |
ComposableUnitFloatingPeriod contains the cash flow periods' composable sub period details.
|
| ComposableUnitPeriod |
ComposableUnitPeriod contains the cash flow periods' composable unit period details.
|
| CompositeFixedPeriod |
CompositeFixedPeriod implements the composed fixed coupon period functionality.
|
| CompositeFloatingPeriod |
CompositeFloatingPeriod implements the composite floating coupon period functionality.
|
| CompositePeriod |
CompositePeriod implements the composite coupon period functionality.
|
| LossQuadratureMetrics |
LossPeriodCurveFactors is an implementation of the period class enhanced by the loss period measures.
|
| ReferenceIndexPeriod |
ReferenceIndexPeriod contains the cash flow period details.
|