| Class | Description |
|---|---|
| DualStreamComponent |
DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of
which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented.
|
| FixFloatComponent |
FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product
contract/valuation details.
|
| FloatFloatComponent |
FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product
contract/valuation details.
|
| RatesBasket |
RatesBasket contains the implementation of the Basket of Rates Component legs.
|
| SingleStreamComponent |
SingleStreamComponent implements fixed income component that is based off of a single stream.
|
| Stream |
Stream implements the fixed and the floating streams.
|