EquityVolatilityCurveSpec Class Reference

Equity Volatility curve description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for EquityVolatilityCurveSpec:

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Public Member Functions
Constructors
	EquityVolatilityCurveSpec ()
	Default constructor. More...
	EquityVolatilityCurveSpec (const string &ccy, const 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
string	ccy_
CurveType	baseType () const override
const string &	ccy () const
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

Equity Volatility curve description.

Definition at line 375 of file curvespec.hpp.

Constructor & Destructor Documentation

EquityVolatilityCurveSpec() [1/2]

EquityVolatilityCurveSpec

(

)

Default constructor.

Definition at line 380 of file curvespec.hpp.

{}

EquityVolatilityCurveSpec() [2/2]

EquityVolatilityCurveSpec	(	const string &	ccy,
		const string &	curveConfigID
	)

Detailed constructor.

Definition at line 382 of file curvespec.hpp.

: CurveSpec(curveConfigID), ccy_(ccy) {}

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 387 of file curvespec.hpp.

{ return CurveType::EquityVolatility; }

ccy()

const string & ccy

(

)

const

Definition at line 388 of file curvespec.hpp.

{ return ccy_; }

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subName()

string subName ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 389 of file curvespec.hpp.

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

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Member Data Documentation

ccy_

string ccy_

private

Definition at line 392 of file curvespec.hpp.