Uses of Annotation Interface
com.quantfinlib.internal.Immutable

Packages that use Immutable

Package	Description
com.quantfinlib.core	Core bar and bar-series types used by every analytics package.
com.quantfinlib.fx	FX market conventions and instruments, from spot dates to NDFs.
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of Immutable in com.quantfinlib.core

Classes in com.quantfinlib.core with annotations of type Immutable

Modifier and Type	Class	Description
final class	BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

Uses of Immutable in com.quantfinlib.fx

Classes in com.quantfinlib.fx with annotations of type Immutable

Modifier and Type	Class	Description
final class	CurrencyPair	Market conventions for an FX currency pair: quotation precision, pip size, spot lag, and settlement-date arithmetic against both currencies' holiday calendars.

Uses of Immutable in com.quantfinlib.rates

Classes in com.quantfinlib.rates with annotations of type Immutable

Modifier and Type	Class	Description
final class	BusinessCalendar	Business-day calendar: weekends plus a holiday set, with the standard roll conventions, settlement-lag arithmetic, and coupon schedule generation.
final class	DiscountCurve	A dated discount curve P(t) built from pillar discount factors: the object both an OIS discount curve and a projection curve (for example a 3M forwarding curve, a pseudo-discount curve whose ratios give the index forwards) are made of.
final class	FixingHistory	Published fixings of one index (for example SOFR), by fixing date.