1 project tagged "bond risk"
Updated 23 Aug 2012
CreditProduct
| Pop | 46.22 |
|---|---|
| Vit | 1.00 |
CreditProduct aims to define the functional and behavioral interfaces behind curves, products, and different parameter types (market, valuation, pricing, and product parameters). To facilitate this, it implements various day count conventions, holiday sets, period generators, and calculation outputs.
