Provides classes to store and interact with market data.
- Christian Fries, Roland Bachl
Interface Summary Interface Description DataTableAn interface for storing double values in a tenor grid.
Class Summary Class Description DataTableBasicA basic implementation of
DataTable, which provides no means of inter- or extrapolation.
DataTableBasicwith the capacity to inter- and extrapolate values off the tenor grid.
DataTableBasicwith the capacity to interpolate values between tenor grid nodes.
DataTableLightA basic implementation of DataTable, which only allows access to data via int and provides no means of inter- or extrapolation. DataTableLinear ErrorEstimationProvides several error estimates between values taken from market data and values taken from a model.
Enum Summary Enum Description DataTable.TableConventionPossible conventions for the table.