- discountFactor
Gets the discount factor. The discount factor represents the time value of money
for the specified c
- getCurrency
Gets the currency. The currency that discount factors are provided for.
- getDiscountFactors
Gets the underlying discount factors for a single currency. This contains curve,
curve currency, val
- getLegalEntityGroup
Gets the legal entity group. The group defines the legal entity that the
discount factors are for.
- getValuationDate
Gets the valuation date. The raw data in this provider is calibrated for this
date.
- of
Obtains an instance based on discount factors and legal entity group.
- parameterSensitivity
Calculates the curve parameter sensitivity from the point sensitivity. This is
used to convert a sin
- zeroRatePointSensitivity
Calculates the zero rate point sensitivity at the specified date specifying the
currency of the sens