Data Structures

Here are the data structures with brief descriptions:

TBadDayList	Bad day list
TCashFlow	Defines a single fixed cashflow
TCashFlowList	A list of CashFlows (date and amount)
TContingentLeg	Contingent leg (a.k.a. protection leg)
TCouponDateList	Defines dates needed for a list of floating payments
TCouponDates	Defines dates required for one floating payment
TCurve	Holds a zero-coupon rate curve or clean spread curve
TDateAdjIntvl	A holiday-adjusted date interval
TDateInterval	Definition of a date interval
TDateList	A list of dates
TFeeLeg	Fee leg with fixed payments
TFloatRate	Defines a flaoting rate
TInterpData
TRatePt	Holds a rate and the associated date
TStubData
TStubMethod	Combines all the types of stub information for swaps
ZCurve

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