| Class | Description |
|---|---|
| CreditCurveScenario |
CreditCurveScenario uses the hazard rate calibration instruments along with the component calibrator to
produce scenario hazard rate curves.
|
| DiscountCurveScenario |
DiscountCurveScenario uses the interest rate calibration instruments along with the component calibrator
to produce scenario interest rate curves.
|
| VolatilityCurveScenario |
VolatilityCurveScenario uses the Volatility calibration instruments along with the component calibrator to
produce scenario Volatility curves.
|