Module transform 

Transforms: one base curve, read differently.

Unlike a spread — which is a curve in its own right — a transform has no meaning without something to transform, so it carries its base. It holds it as a boxed member of the family enum, so a transform of a transform is an ordinary value and lifting one lifts its base rather than copying it.

Structs

Rebased

A base read forward from a later reference date: its discount factor over its own at that date.

RebasedView

Rebased lifted into one pricing mode.

Shocked

A base under a named scenario perturbation.

ShockedView

Shocked lifted into one pricing mode.