| Interface | Description |
|---|---|
| DiscountCurve |
DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor
Estimator.
|
| DiscountFactorEstimator |
DiscountFactorEstimator is the interface that exposes the calculation of the Discount Factor for a
specific Sovereign/Jurisdiction Span.
|
| Class | Description |
|---|---|
| ExplicitBootDiscountCurve |
ExplicitBootDiscountCurve exposes the functionality associated with the bootstrapped Discount Curve.
|
| MergedDiscountForwardCurve |
MergedDiscountForwardCurve is the Stub for the Merged Discount and Forward Curve Functionality.
|
| TurnListDiscountFactor |
TurnListDiscountFactor implements the discounting based off of the turns list.
|
| ZeroCurve |
ZeroCurve exposes the node set containing the zero curve node points.
|