Abstract Security implementation with very minimum common fields.

This class provides methods for getting a business date, with implementations usually taking weekend days and holidays into consideration.

Defines an abstract class that is used to calculate the number of days between two dates, and provides static members for each supported implementation.

This is the default implementation of HolidaySchedule. For maximum efficiency, this implementation caches all provided holidays so that the isHoliday() method returns as quickly as possible.

This is the default implementation of PriceIndexFactory. For maximum efficiency, this implementation maintains a list of all provided values so that the getPriceIndex() methods returns as quickly as possible.

An implementation of CallSchedule for discrete calls.

An InterestRateSchedule implementation that accepts discrete conversion dates and rates.

This class represents a calendar date, and includes methods to determine synchronicity as well as methods required for certain day count methods.

A Security implementation for index linked securities, such as UK Index Linked Gilts.

This class defines all of the supported interest frequencies.

This class identifies the Market for a given Security and provides market default settings and market specific calculation methods.

Static Collection of all supported CA markets. Includes public references to each supported Market.

Static Collection of all supported DE markets. Includes public references to each supported Market.

Static Collection of all supported FR markets. Includes public references to each supported Market.

Static Collection of all supported IT markets. Includes public references to each supported Market.

Static Collection of all supported JP markets. Includes public references to each supported Market.

Static Collection of all supported UK markets. Includes public references to each supported Market.

Static Collection of all supported US markets. Includes public references to each supported Market.

An abstract implementation of Security for securities that have a maturity date.

A class to represent any redemption date and rate.

Implementations of this pure virtual class are used to prepare analytical values for display.

This interface provides methods used to determine if a given date is a holiday as defined by each implementation.

This is the base class for all Security types. This class defines methods for creating a Calculator for the implemented Security.