| Class | Description |
|---|---|
| CreditCurveScenarioContainer |
CreditCurveScenarioContainer contains the place holder for the bump parameters and the curves for the
different credit curve scenarios.
|
| CurveSurfaceQuoteContainer |
CurveSurfaceQuoteContainer provides implementation of the set of the market curve parameters.
|
| CurveSurfaceScenarioContainer |
CurveSurfaceScenarioContainer extends MarketParams abstract class, and is the place holder for the
comprehensive suite of the market set of curves for the given date.
|
| DiscountCurveScenarioContainer |
DiscountCurveScenarioContainer implements the RatesScenarioCurve abstract class that exposes the interface
the constructs scenario discount curves.
|
| LatentStateFixingsContainer |
LatentStateFixingsContainer holds the explicit fixings for a specified Latent State Quantification along
the date ordinate.
|