SwaptionVolatilityCurveSpec Class Reference

Swaption Volatility curve description. More...

#include <ored/marketdata/curvespec.hpp>

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Public Member Functions
Constructors
	SwaptionVolatilityCurveSpec ()
	Default constructor. More...
	SwaptionVolatilityCurveSpec (const string &key, 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	key_
CurveType	baseType () const override
const string &	key () 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

Swaption Volatility curve description.

Definition at line 199 of file curvespec.hpp.

Constructor & Destructor Documentation

SwaptionVolatilityCurveSpec() [1/2]

SwaptionVolatilityCurveSpec

(

)

Default constructor.

Definition at line 204 of file curvespec.hpp.

{}

SwaptionVolatilityCurveSpec() [2/2]

SwaptionVolatilityCurveSpec	(	const string &	key,
		const string &	curveConfigID
	)

Detailed constructor.

Definition at line 206 of file curvespec.hpp.

: CurveSpec(curveConfigID), key_(key) {}

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 211 of file curvespec.hpp.

{ return CurveType::SwaptionVolatility; }

key()

const string & key

(

)

const

Definition at line 212 of file curvespec.hpp.

{ return key_; }

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subName()

string subName ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 213 of file curvespec.hpp.

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

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Member Data Documentation

key_

string key_

private

Definition at line 216 of file curvespec.hpp.