This package contains utility functions that facilitate building and working with Contingent Claims based instruments. It includes the following modules:
- Lifecycle.Rule: Rule to process a lifecycle event for instruments that build a Contingent Claims tree dynamically.
- Util: Contains utility functions for claims, e.g., checking the content of a claim and converting the claim time
- Util.Lifecycle: Defines different types of events and how to lifecycle them
- Util.Builders: Utility functions related to creating Contingent Claims, e.g. for bonds/swaps
- Util.Date: Utility functions related to dates and schedule periods, which are used to define claims.