Package org.drip.param.quoting

Quoting Convention Valuation Customization Parameters
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    MeasureInterpreter
    MeasureInterpreter is the abstract shell stub class from which all product measure quoting parameters are derived.
    QuotedSpreadInterpreter
    QuotedSpreadInterpreter holds the fields needed to interpret a Quoted Spread Quote.
    YieldInterpreter
    YieldInterpreter holds the fields needed to interpret a Yield Quote.