Security description.
More...
#include <ored/marketdata/curvespec.hpp>
|
enum class | CurveType {
FX
, Yield
, CapFloorVolatility
, SwaptionVolatility
,
YieldVolatility
, FXVolatility
, Default
, CDSVolatility
,
Inflation
, InflationCapFloorVolatility
, Equity
, EquityVolatility
,
Security
, BaseCorrelation
, Commodity
, CommodityVolatility
,
Correlation
} |
| Supported curve types. More...
|
|
Security description.
Definition at line 396 of file curvespec.hpp.
◆ SecuritySpec() [1/2]
Definition at line 398 of file curvespec.hpp.
CurveSpec()
Default constructor.
const string & securityID() const
◆ SecuritySpec() [2/2]
◆ baseType()
◆ subName()
◆ securityID()
const string & securityID |
( |
| ) |
const |
◆ securityID_