Provides classes to store and interact with market data.
- Christian Fries, Roland Bachl
ClassDescriptionAn interface for storing double values in a tenor grid.Possible conventions for the table.A basic implementation of
DataTable, which provides no means of inter- or extrapolation.Extends
DataTableBasicwith the capacity to inter- and extrapolate values off the tenor grid.Extends
DataTableBasicwith the capacity to interpolate values between tenor grid nodes.A basic implementation of DataTable, which only allows access to data via int and provides no means of inter- or extrapolation.Provides several error estimates between values taken from market data and values taken from a model.