| Class | Description |
|---|---|
| CalibrationParams |
CalibrationParams the calibration parameters - the measure to be calibrated, the type/nature of the
calibration to be performed, and the work-out date to which the calibration is done.
|
| CreditManifestMeasureTweak |
CreditManifestMeasureTweak contains the place holder for the credit curve scenario tweak parameters: in
addition to the ResponseValueTweakParams fields, this exposes the calibration manifest measure, the curve
node, and the nodal calibration type (entire curve/flat or a given tenor point).
|
| ManifestMeasureTweak |
ManifestMeasureTweak contains the place holder for the scenario tweak parameters, for either a specific curve
node, or the entire curve (flat).
|
| ProductQuote |
ProductQuote abstract class holds the different types of quotes for a given product.
|
| Quote |
Quote interface contains the stubs corresponding to a product quote.
|
| ScenarioMarketParams |
ScenarioMarketParams is the place holder for the comprehensive suite of the market set of curves for the
given date.
|