Package org.drip.feed.transformer

Market Data Reconstitutive Feed Transformer

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
CreditCDSIndexMarksReconstitutor	CreditCDSIndexMarksReconstitutor transforms the Credit CDS Index Closes - Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.
FundingFixFloatMarksReconstitutor	FundingFixFloatMarksReconstitutor transforms the Funding Instrument Manifest Measures (e.g., Forward Rate for Deposits, Forward Rate for Futures, and Swap Rates for Fix/Float Swap) Feed Inputs into Formats appropriate for Funding Curve Construction and Measure Generation.
FundingFuturesClosesReconstitutor	FundingFuturesClosesReconstitutor transforms the Funding Futures Closes- Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.
GovvieTreasuryMarksReconstitutor	GovvieTreasuryMarksReconstitutor transforms the Treasury Marks (e.g., Yield) Feed Inputs into Formats appropriate for Govvie Curve Construction and Measure Generation.
OvernightIndexMarksReconstitutor	OvernightIndexMarksReconstitutor transforms the Overnight Instrument Manifest Measures (e.g., Deposits and OIS) Feed Inputs into Formats appropriate for Overnight Curve Construction and Measure Generation.
TreasuryFuturesClosesReconstitutor	TreasuryFuturesClosesReconstitutor transforms the Treasury Futures Closes- Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.