Package org.drip.sample.fundinghistorical

Smooth Shape Preserving Funding Historical

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
AUDShapePreserving1YForward	AUDShapePreserving1YForward Generates the Historical AUD Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
AUDShapePreserving1YStart	AUDShapePreserving1YStart Generates the Historical AUD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
AUDSmooth1YForward	AUDSmooth1YForward Generates the Historical AUD Smoothened Funding Curve Native 1Y Compounded Forward Rate.
CADShapePreserving1YForward	CADShapePreserving1YForward Generates the Historical CAD Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
CADShapePreserving1YStart	CADShapePreserving1YStart Generates the Historical CAD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
CADSmooth1YForward	CADSmooth1YForward Generates the Historical CAD Smoothened Funding Curve Native 1Y Compounded Forward Rate.
CHFShapePreserving1YForward	CHFShapePreserving1YForward Generates the Historical CHF Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
CHFShapePreserving1YStart	CHFShapePreserving1YStart Generates the Historical CHF Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
CHFSmooth1YForward	CHFSmooth1YForward Generates the Historical CHF Smoothened Funding Curve Native 1Y Compounded Forward Rate.
CZKShapePreserving1YStart	CZKShapePreserving1YStart Generates the Historical CZK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
DKKShapePreserving1YStart	DKKShapePreserving1YStart Generates the Historical DKK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
EURShapePreserving1YForward	EURShapePreserving1YForward Generates the Historical EUR Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
EURShapePreserving1YStart	EURShapePreserving1YStart Generates the Historical EUR Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
EURSmooth1YForward	EURSmooth1YForward Generates the Historical EUR Smoothened Funding Curve Native 1Y Compounded Forward Rate.
GBPShapePreserving1YForward	GBPShapePreserving1YForward Generates the Historical GBP Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
GBPShapePreserving1YStart	GBPShapePreserving1YStart Generates the Historical GBP Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
GBPSmooth1YForward	GBPSmooth1YForward Generates the Historical GBP Smoothened Funding Curve Native 1Y Compounded Forward Rate.
HKDShapePreserving1YStart	HKDShapePreserving1YStart Generates the Historical HKD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
HUFShapePreserving1YStart	HUFShapePreserving1YStart Generates the Historical HUF Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
ILSShapePreserving1YStart	ILSShapePreserving1YStart Generates the Historical ILS Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
JPYShapePreserving1YForward	JPYShapePreserving1YForward Generates the Historical JPY Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
JPYShapePreserving1YStart	JPYShapePreserving1YStart Generates the Historical JPY Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
JPYSmooth1YForward	JPYSmooth1YForward Generates the Historical JPY Smoothened Funding Curve Native 1Y Compounded Forward Rate.
MXNShapePreserving1YStart	MXNShapePreserving1YStart Generates the Historical MXN Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
NOKShapePreserving1YForward	NOKShapePreserving1YForward Generates the Historical NOK Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
NOKShapePreserving1YStart	NOKShapePreserving1YStart Generates the Historical NOK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
NOKSmooth1YForward	NOKSmooth1YForward Generates the Historical NOK Smoothened Funding Curve Native 1Y Compounded Forward Rate.
NZDShapePreserving1YForward	NZDShapePreserving1YForward Generates the Historical NZD Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
NZDShapePreserving1YStart	NZDShapePreserving1YStart Generates the Historical NZD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
NZDSmooth1YForward	NZDSmooth1YForward Generates the Historical NZD Smoothened Funding Curve Native 1Y Compounded Forward Rate.
PLNShapePreserving1YStart	PLNShapePreserving1YStart Generates the Historical PLN Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
SEKShapePreserving1YForward	SEKShapePreserving1YForward Generates the Historical SEK Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
SEKShapePreserving1YStart	SEKShapePreserving1YStart Generates the Historical SEK Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
SEKSmooth1YForward	SEKSmooth1YForward Generates the Historical SEK Smoothened Funding Curve Native 1Y Compounded Forward Rate.
SGDShapePreserving1YStart	SGDShapePreserving1YStart Generates the Historical SGD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
TRYShapePreserving1YStart	TRYShapePreserving1YStart Generates the Historical TRY Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
USDShapePreserving1YForward	USDShapePreserving1YForward Generates the Historical USD Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.
USDShapePreserving1YStart	USDShapePreserving1YStart Generates the Historical USD Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.
USDSmooth1YForward	USDSmooth1YForward Generates the Historical USD Smoothened Funding Curve Native 1Y Compounded Forward Rate.
ZARShapePreserving1YStart	ZARShapePreserving1YStart Generates the Historical ZAR Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.