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Alter curve calibration to operate on different kinds of curve group #1751

merged 2 commits into from
Jun 22, 2018


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Add CurveGroup and CurveGroupDefinition as interfaces to abstract the concepts.
Change CurveGroupMarketDataFunction to operate at an abstract level, and rename CurveInputsMarketDataFunction and CurveMarketDataFunction to be rates specific.
Alter MarketDataConfig to support more advanced lookup.
Add LegalEntityCurveGroupId.

Rename rates specific functions
Make `CurveMarketDataFunction` suitable for all types of `CurveId`
Extend `MarketDataConfig` searching ability
@cjkent cjkent merged commit 19fcdb9 into master Jun 22, 2018
@cjkent cjkent deleted the topic/curve-id-v2 branch June 22, 2018 16:18
@jodastephen jodastephen added this to the v2.0 milestone Jun 26, 2018
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