Market Data

There are several market data classes that are provided to store and handle market data. These classes are also needed for product pricing. All market data classes have in common that they store an object identifier and a reference date.

Contents:

• Discount Curve
  • DiscountCurve
  • DiscountCurveParametrized
• Equity
  • Dividend Tables
  • Curves
  • Volatility Surface
• Power
  • Price Forward Curve