capfloorvolcurveconfig.cpp File Reference

#include <ored/configuration/capfloorvolcurveconfig.hpp>
#include <ored/marketdata/curvespecparser.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <ql/errors.hpp>
#include <boost/algorithm/string.hpp>
#include <boost/assign.hpp>
#include <boost/bimap.hpp>

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

Typedefs
typedef boost::bimap< string, CapFloorVolatilityCurveConfig::VolatilityType >	BmType

Functions
VolatilityType	volatilityType (CapFloorVolatilityCurveConfig::VolatilityType type)
	Imply QuantLib::VolatilityType from CapFloorVolatilityCurveConfig::VolatilityType. More...

Variables
const BmType	volatilityTypeMap
const set< string >	validInterps = {"Linear", "LinearFlat", "BackwardFlat", "Cubic", "CubicFlat"}