FXVolatilityCurveSpec Class Reference

FX Volatility curve description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for FXVolatilityCurveSpec:

Collaboration diagram for FXVolatilityCurveSpec:

Public Member Functions
Constructors
	FXVolatilityCurveSpec ()
	Default constructor. More...
	FXVolatilityCurveSpec (const string &unitCcy, 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	unitCcy_
string	ccy_
CurveType	baseType () const override
const string &	unitCcy () const
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

FX Volatility curve description.

Definition at line 288 of file curvespec.hpp.

Constructor & Destructor Documentation

FXVolatilityCurveSpec() [1/2]

FXVolatilityCurveSpec

(

)

Default constructor.

Definition at line 293 of file curvespec.hpp.

{}

FXVolatilityCurveSpec() [2/2]

FXVolatilityCurveSpec	(	const string &	unitCcy,
		const string &	ccy,
		const string &	curveConfigID
	)

Detailed constructor.

Definition at line 295 of file curvespec.hpp.

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

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 301 of file curvespec.hpp.

{ return CurveType::FXVolatility; }

unitCcy()

const string & unitCcy

(

)

const

Definition at line 302 of file curvespec.hpp.

{ return unitCcy_; }

Here is the caller graph for this function:

ccy()

const string & ccy

(

)

const

Definition at line 303 of file curvespec.hpp.

{ return ccy_; }

Here is the caller graph for this function:

subName()

string subName ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 304 of file curvespec.hpp.

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

Here is the call graph for this function:

Member Data Documentation

unitCcy_

string unitCcy_

private

Definition at line 307 of file curvespec.hpp.

ccy_

string ccy_

private

Definition at line 308 of file curvespec.hpp.