Query Market Curves Category Group

1. CapeTools Display Curves

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   General Description

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   These functions query Yieldcurve objects for various information.
   
   There are functions to display data for discount curves, zero rate curves, market curves and FwdSpread curves.
   
   
   
   
2. CapeTools Query Curves

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   General Description

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   These functions query VolCurves and Yieldcurve objects for various information.
   
   You can request for the market sensitivity of the instruments used within the underlying Volalility Curve objects (delta, gamma, vega and theta). This is useful if you are conducting risk-management calculations yourself.
   You can also generate a market rate matrix for each of the ('UnderlyingStart' / 'UnderlyingEnd') instrument combination (for a unit notional of the underlying deposits/swaps). Basically a rates matrix where the rows are the rate start tenors and the columns are the rate Length (in a Tenor format also).
   
   
   
   
3. CapeTools Query Credit Curves

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   General Description

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   Functions to query and price basic credit default swap (CDS) derivative instruments given a credit curve.
   
   
   You can execute functions to compute the fair premiums from a CDS (including Binary CDS).
   
   You can compute risky discount factors, default probabilities, default densities, hazard rates and survival probabilities.