CapeTools Grouped Curves
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In total there are 3 functions present within the CapeTools Grouped Curves category of functions.
General Description
These functions allow the grouping of several yield curves, credit curves or volatility curves. These are used by the interest rate portfolio functions or the basket default swap functions to help manage a large number of constructed curves.
Function list.
- GroupedCDSCurves - Creates a container to hold a group of credit default probability curve objects.
- GroupedCurves - Creates a container to hold a group of discounting yieldcurves objects.
- GroupedVolCurves - Creates a container to hold a group of interest rate volatility curve objects.
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