| Class | Description |
|---|---|
| CustomFundingCurveBuilder |
CustomFundingCurveBuilder funding curve calibration and input instrument calibration quote recovery.
|
| CustomFundingCurveReconciler |
CustomFundingCurveReconciler demonstrates the multi-stretch transition custom Funding curve
construction, turns application, discount factor extraction, and calibration quote recovery.
|
| HaganWestForwardInterpolator |
This sample illustrates using the Hagan and West (2006) Estimator.
|
| MultiStreamSwapMeasures | |
| NonlinearCurveMeasures |
NonlinearCurveMeasures contains a demo of the Non-linear Rates Analytics API Usage.
|
| ShapePreservingZeroSmooth |
ShapePreservingZeroSmooth demonstrates the usage of different shape preserving and smoothing techniques
involved in the funding curve creation.
|
| ShapeZeroLocalSmooth |
ShapeZeroLocalSmooth demonstrates the usage of different local smoothing techniques involved in the
funding curve creation.
|
| TemplatedFundingCurveBuilder |
TemplatedFundingCurveBuilder sample demonstrates the usage of the different pre-built Funding Curve
Builders.
|