| Interface | Description |
|---|---|
| GenericPricer |
GenericPricer is the Base Stub on top which all the Custom Pricers are implemented.
|
| PricerParams |
GenericPricerParams exposes the Parameters needed for the Pricing Run.
|
| Class | Description |
|---|---|
| CreditPricerParams |
CreditPricerParams contains the Credit Pricer Parameters - the discrete unit size, calibration mode
on/off, survival to pay/end date, and the discretization scheme
|
| HestonOptionPricerParams |
HestonOptionPricerParams holds the parameters that drive the dynamics of the Heston stochastic volatility
model.
|