| Class | Description |
|---|---|
| CustomBasisCurveBuilder |
CustomBasisCurveBuilder contains the sample demonstrating the full functionality behind creating highly
customized spline based Basis curves.
|
| FixFloatForwardCurve |
FixFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly
customized spline based forward curves from fix-float swaps and the discount curves.
|
| FixFloatSwap |
FixFloatSwap contains a full valuation run on the Multi-Curve Fix-Float IRS Product.
|
| FixFloatSwapAnalysis |
FixFloatSwapAnalysis contains an analysis if the correlation and volatility impact on the fix-float Swap.
|
| FixFloatSwapIMM |
FixFloatSwapIMM contains a full valuation run on the IMM Fix-Float Swap Product.
|
| FloatFloatForwardCurve |
FloatFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly
customized spline based forward curves.
|
| FundingNativeForwardReconciler |
FundingNativeForwardReconciler demonstrates the Construction of the Forward Curve Native to the Discount
Curve across different Tenors, and display their Reconciliation.
|
| OTCSwapOptionSettlements |
OTCSwapOptionSettlements contains all the pre-fixed Definitions of the OTC Swap Option Settlements.
|