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lakshmiDRIP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
ForeignCollateralizedDomesticForward contains the Foreign Currency Collateralized Domestic Payout FX forward product contract details. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = FX
FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code. It also exports a calibrator that computes...
FRAMarketComponent contains the implementation of the Standard Multi-Curve FRA product whose payoff is dictated off of Market FRA Conventions. Module = Analytics Core Module Library = Fixed Income Analytics Library...
FRAStandardCapFloor implements the Caps and Floors on the Standard FRA. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = FRA
FRAStandardCapFloorlet implements the Standard FRA Caplet and Floorlet. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = FRA
FRAStandardComponent contains the implementation of the Standard Multi-Curve FRA Component. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = FRA
BasketMarketParamRef interface provides stubs for basket name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component. Module = Analytics Core Module Library = Fixed Income...
BasketProduct abstract class extends MarketParamRef. It provides methods for getting the basket’s components, notional, coupon, effective date, maturity date, coupon amount, and list of coupon periods. Module = Analytics Core...
Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product. Module = Analytics Core Module Library = Fixed Income Analytics Library Project =...
BondProduct interface implements the product static data behind bonds of all kinds. Bond static data is captured in a set of 11 container classes – BondTSYParams, BondCouponParams, BondNotionalParams, BondFloaterParams, BondCurrencyParams,...
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Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics