Package org.drip.product.credit

Credit Products - Components and Baskets
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BondBasket
    BondBasket implements the bond basket product contract details.
    BondComponent
    BondComponent is the base class that extends CreditComponent abstract class and implements the functionality behind bonds of all kinds.
    CDSBasket
    CDSBasket implements the basket default swap product contract details.
    CDSComponent
    CDSComponent implements the credit default swap product contract details.