Base package for calculation functions.
This package includes the market data wrappers for rates products. These supply FX rates, discount curves and forward curves.
Interface Summary Interface Description RatesMarketDataMarket data for rates products. RatesMarketDataLookupThe lookup that provides access to rates in market data. RatesScenarioMarketDataMarket data for rates products, used for calculation across multiple scenarios.
Class Summary Class Description RatesCurveGroupMarketDataFunctionMarket data function that builds a curve group. RatesCurveInputsMarketDataFunctionMarket data function that builds the input data used when calibrating a curve.