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FloatFloatComponent contains the implementation of the Float-Float Index Basis Swap product contract/valuation details. It is made off one Reference Floating stream and one Derived floating stream. It exports the following...

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FixFloatComponent contains the implementation of the Fix-Float Index Basis Swap product contract/valuation details. It is made off one Reference Fixed stream and one Derived floating stream. It exports the following...

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DualStreamComponent is the abstract class that extends the CalibratableFixedIncomeComponent on top of which all the dual stream rates components (fix-float, float-float, IRS etc.) are implemented. Module = Analytics Core Module...

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SingleStreamComponent implements fixed income component that is based off of a single stream. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = Rates

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Stream implements the fixed and the floating streams. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = Rates

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CDXRefDataParams contains the complete set of reference data that corresponds to the contract of a standard CDX. It consists of the following category and fields: * Descriptive - Index Label,...

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BondStream is the place-holder for the bond period generation parameters. Contains the bond date adjustment parameters for period start/end, period accrual start/end, effective, maturity, pay and reset, first coupon date,...

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CDXIdentifier implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indexes. It contains the index, the tenor, the series, and...

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CouponSetting contains the coupon type, schedule, and the coupon amount for the component. If available floor and/or ceiling may also be applied to the coupon, in a pre-determined order of...

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CreditSetting contains the credit related valuation parameters - use default pay lag, use curve or the component recovery, component recovery, credit curve name, and whether there is accrual on default....

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