API Reference
Complete parameter signatures, types, and working examples for every vade class and function.
Product Sections
- Rates -- Interest rate curves, instruments, and calibration
- FX -- FX rates, forwards, cross-currency, and non-deliverable instruments
- Credit -- Bonds, CDS, callable bonds, and spread analytics
Shared Infrastructure
- Calendar -- Schedule generation, business day calendars, day count fractions, tenor arithmetic
- Autodiff -- Dual and Dual2 automatic differentiation types
- Numerical -- Root-finding solvers (Brent, Newton-Raphson)
- Context -- MarketContext, FixingStore, and evaluation date management
- Cashflows -- Fixed and floating leg cashflow generation