Data Structures

Here are the data structures with brief descriptions:
TBadDayListBad day list
TCashFlowDefines a single fixed cashflow
TCashFlowListA list of CashFlows (date and amount)
TContingentLegContingent leg (a.k.a. protection leg)
TCouponDateListDefines dates needed for a list of floating payments
TCouponDatesDefines dates required for one floating payment
TCurveHolds a zero-coupon rate curve or clean spread curve
TDateAdjIntvlA holiday-adjusted date interval
TDateIntervalDefinition of a date interval
TDateListA list of dates
TFeeLegFee leg with fixed payments
TFloatRateDefines a flaoting rate
TRatePtHolds a rate and the associated date
TStubMethodCombines all the types of stub information for swaps

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