| Class | Description |
|---|---|
| BasketMeasures |
BasketMeasures is the place holder for the analytical basket measures, optionally across scenarios.
|
| BondCouponMeasures |
This class encapsulates the parsimonius but complete set of the cash-flow oriented coupon measures
generated out of a full bond analytics run to a given work-out.
|
| BondRVMeasures |
BondRVMeasures encapsulates the comprehensive set of RV measures calculated for the bond to the
appropriate exercise:
- Workout Information
- Price, Yield, and Yield01
- Spread Measures: Asset Swap/Credit/G/I/OAS/PECS/TSY/Z
- Basis Measures: Bond Basis, Credit Basis, Yield Basis
- Duration Measures: Macaulay/Modified Duration, Convexity
|
| BondWorkoutMeasures |
BondWorkoutMeasures encapsulates the parsimonius yet complete set of measures generated out of a full bond
analytics run to a given work-out.
|
| BulletMetrics |
BulletMetrics holds the results of the Bullet Cash flow metrics estimate output.
|
| ComponentMeasures |
ComponentMeasures is the place holder for analytical single component output measures, optionally across
scenarios.
|
| CompositePeriodAccrualMetrics |
CompositePeriodAccrualMetrics holds the results of the compounded Composed period Accrual Metrics Estimate
Output.
|
| CompositePeriodCouponMetrics |
CompositePeriodCouponMetrics holds the results of the compounded Composed period Full Coupon Metrics
Estimate Output.
|
| ConvexityAdjustment |
ConvexityAdjustment holds the dynamical convexity Adjustments between the Latent States.
|
| ExerciseInfo |
ExerciseInfo is a place-holder for the set of exercise information.
|
| UnitPeriodConvexityMetrics |
UnitPeriodMetrics holds the results of a unit composable period convexity metrics estimate output.
|
| UnitPeriodMetrics |
UnitPeriodMetrics holds the results of a unit composable period metrics estimate output.
|