| BillMeasureCalculations |
Multi-scenario measure calculations for bill trades.
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| BillTradeCalculationFunction |
Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.
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| BillTradeCalculations |
Calculates pricing and risk measures for bill trades.
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| BondFutureOptionMarketData |
Market data for bond future options.
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| BondFutureOptionMarketDataLookup |
The lookup that provides access to bond future volatilities in market data.
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| BondFutureOptionScenarioMarketData |
Market data for bond future options, used for calculation across multiple scenarios.
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| BondFutureOptionTradeCalculationFunction |
Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition
for each of a set of scenarios.
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| BondFutureOptionTradeCalculations |
Calculates pricing and risk measures for trades in an option contract based on an bond future.
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| BondFutureTradeCalculationFunction |
Perform calculations on a single BondFutureTrade or BondFuturePosition
for each of a set of scenarios.
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| BondFutureTradeCalculations |
Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.
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| CapitalIndexedBondTradeCalculationFunction |
Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition
for each of a set of scenarios.
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| CapitalIndexedBondTradeCalculations |
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
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| FixedCouponBondTradeCalculationFunction |
Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition
for each of a set of scenarios.
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| FixedCouponBondTradeCalculations |
Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.
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| LegalEntityDiscountingMarketData |
Market data for products based on repo and issuer curves.
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| LegalEntityDiscountingMarketDataLookup |
The lookup that provides access to legal entity discounting in market data.
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| LegalEntityDiscountingScenarioMarketData |
Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.
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