basecorrelationcurveconfig.hpp File Reference

Base Correlation curve configuration classes. More...

#include <ored/configuration/curveconfig.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>
#include <boost/optional/optional.hpp>

Go to the source code of this file.

Classes
class	BaseCorrelationCurveConfig
	Base Correlation term structure configuration. More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Base Correlation curve configuration classes.

Definition in file basecorrelationcurveconfig.hpp.