CommodityVolatilityCurveSpec Class Reference

Commodity volatility description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for CommodityVolatilityCurveSpec:

Collaboration diagram for CommodityVolatilityCurveSpec:

Public Member Functions
Constructors
	CommodityVolatilityCurveSpec ()
	Default constructor. More...
	CommodityVolatilityCurveSpec (const std::string &currency, const std::string &curveConfigID)
	Detailed constructor. More...
Public Member Functions inherited from CurveSpec
	CurveSpec ()
	Default constructor. More...
	CurveSpec (const std::string &curveConfigID)
	Constructor that takes an underlying CurveConfig id. More...
virtual	~CurveSpec ()
	Default destructor. More...
string	name () const
	returns the unique curve name More...
const std::string &	curveConfigID () const
string	baseName () const

Inspectors
std::string	currency_
std::string	curveConfigId_
CurveType	baseType () const override
const std::string &	currency () const
std::string	subName () const override

Additional Inherited Members
Public Types inherited from CurveSpec
enum class	CurveType {   FX , Yield , CapFloorVolatility , SwaptionVolatility ,   YieldVolatility , FXVolatility , Default , CDSVolatility ,   Inflation , InflationCapFloorVolatility , Equity , EquityVolatility ,   Security , BaseCorrelation , Commodity , CommodityVolatility ,   Correlation }
	Supported curve types. More...

Detailed Description

Commodity volatility description.

Definition at line 440 of file curvespec.hpp.

Constructor & Destructor Documentation

CommodityVolatilityCurveSpec() [1/2]

CommodityVolatilityCurveSpec

(

)

Default constructor.

Definition at line 445 of file curvespec.hpp.

{}

CommodityVolatilityCurveSpec() [2/2]

CommodityVolatilityCurveSpec	(	const std::string &	currency,
		const std::string &	curveConfigID
	)

Detailed constructor.

Definition at line 448 of file curvespec.hpp.

        : CurveSpec(curveConfigID), currency_(currency) {}

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 454 of file curvespec.hpp.

{ return CurveType::CommodityVolatility; }

currency()

const std::string & currency

(

)

const

Definition at line 455 of file curvespec.hpp.

{ return currency_; }

subName()

std::string subName ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 456 of file curvespec.hpp.

{ return currency_ + "/" + curveConfigID(); }

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Member Data Documentation

currency_

std::string currency_

private

Definition at line 460 of file curvespec.hpp.

curveConfigId_

std::string curveConfigId_

private

Definition at line 461 of file curvespec.hpp.