Lakshmi Krishnamurthy

CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. It exports serialization into and de-serialization out of byte arrays. Module = Analytics Core...

EmbeddedOptionSchedule is a place holder for the embedded option schedule for the component. It contains the schedule of exercise dates and factors, the exercise notice period, and the option is...

FloaterSetting contains the component floating rate parameters. It holds the rate index, floater day count, and one of either the coupon spread or the full current coupon. It also provides...

IdentifierSet contains the component identifier parameters - ISIN, CUSIP, ID, and ticker. It exports serialization into and de-serialization out of byte arrays. Module = Analytics Core Module Library = Fixed...

LastTradingDateSetting contains the Last Trading Date Generation Scheme for the given Option. Module = Analytics Core Module Library = Fixed Income Analytics Library Project = Product Package = Params

NotionalSetting contains the product's notional schedule and the amount. It also incorporates hints on how the notional factors are to be interpreted - off of the original or the current...

QuoteConvention contains the Component Market Convention Parameters - the quote convention, the calculation type, the first settle date, and the redemption amount. It exports serialization into and de-serialization out of...

StandardCDXParams implements the parameters used to create the standard CDX - the coupon, the number of components, and the currency. Module = Analytics Core Module Library = Fixed Income Analytics...

TerminationSetting class contains the current "liveness" state of the component, and, if inactive, how it entered that state. It exports serialization into and de-serialization out of byte arrays. Module =...

TreasryBenchmarks contains the treasury benchmark set - the primary treasury benchmark, and an array of secondary treasury benchmarks. It exports serialization into and de-serialization out of byte arrays. Module =...