| ASensiSourceConfig |
|
| ScalarMarketDataTuplePublisher<T> |
Tuple publisher that reads the Market Data tuples and de-vectorises them.
|
| ScalarSensiSourceConfig |
Sensitivities source config
|
| ScalarSensiTradeStoreTuplePublisher<T> |
Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store
|
| SensiAggregatedDatastoreDescriptionConfig |
Sensitivities stores description
|
| SensiDatastoreDescriptionConfig |
Sensitivities stores description
|
| SensiFlatDatastoreDescriptionConfig |
Sensitivities stores description
|
| SensiImportSchemaDescriptionConfig |
|
| SensiImportSourceConfig |
Sensitivities source config
|
| SensiSchemaDescriptionConfig |
|
| SensiSourceConfig |
Sensitivities source config
|
| SensiTradeStoreTuplePublisher<T> |
Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store
|
| SensiValueCalculator |
Column calculator used to determine the sensi value from an exported mandate file.
|
| TenorIndexCalculator |
Column calculator used to compute the tenor index
|