| Class | Description |
|---|---|
| DeterministicCollateralChoiceZeroCoupon |
DeterministicCollateralChoiceZeroCoupon contains an analysis of the impact on the single cash flow
discount factor of a Zero Coupon collateralized using a deterministic choice of collaterals.
|
| DomesticCollateralForeignForex |
DomesticCollateralForeignForex demonstrates the construction and the usage of Domestic Currency
Collateralized Foreign Pay-out FX forward product, and the generation of its measures.
|
| DomesticCollateralForeignForexAnalysis |
DomesticCollateralForeignForexAnalysis contains an analysis of the correlation and volatility impact on the
price of a Domestic Collateralized ForeignPay-out Forex Contract.
|
| ForeignCollateralDomesticForex |
ForeignCollateralDomesticForex demonstrates the construction and the usage of Foreign Currency
Collateralized Domestic Pay-out FX forward product, and generation of its measures.
|
| ForeignCollateralDomesticForexAnalysis |
ForeignCollateralDomesticForexAnalysis contains an analysis of the correlation and volatility impact on the
price of a Foreign Collateralized Domestic Pay-out Forex Contract.
|
| ForeignCollateralizedZeroCoupon |
ForeignCollateralizedZeroCoupon contains an analysis of the correlation and volatility impact on the
single cash flow discount factor of a Foreign Collateralized Zero Coupon.
|