the calendar used for reference and/or option date calculation
date-range check
time-range check
the day counter used for date/time conversion
the latest date for which the curve can return values
the latest time for which the curve can return values
the date at which discount = 1.0 and/or variance = 0.0
the settlementDays used for reference date calculation
date/time conversion
Abstract interface, derived correlations TS might have elements with arbitrary dimensions.\par In principle there might be several extrapolation dimensions, at this level we do not know how many or the nature of those dimensions (time, strike...) Equally we ignore at this level if the correlation is a number, matrix. Rather than including an arbitrary size matrix this data structure is deferred in the hierarchy to enable potential optimizations on the data nature.