cdsvolcurve.hpp File Reference

Class for building cds volatility structures. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/defaultcurve.hpp>
#include <ored/marketdata/loader.hpp>
#include <qle/termstructures/creditvolcurve.hpp>

Go to the source code of this file.

Classes
class	CDSVolCurve

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

Detailed Description

Class for building cds volatility structures.

Definition in file cdsvolcurve.hpp.