YieldVolatilityCurveSpec Class Reference

Yield volatility curve description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for YieldVolatilityCurveSpec:

Collaboration diagram for YieldVolatilityCurveSpec:

Public Member Functions
Constructors
	YieldVolatilityCurveSpec ()
	Default constructor. More...
	YieldVolatilityCurveSpec (const string &curveConfigID)
	Detailed constructor. More...
Inspectors
CurveType	baseType () const override
string	subName () const override
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

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

Yield volatility curve description.

Definition at line 222 of file curvespec.hpp.

Constructor & Destructor Documentation

YieldVolatilityCurveSpec() [1/2]

YieldVolatilityCurveSpec

(

)

Default constructor.

Definition at line 227 of file curvespec.hpp.

{}

YieldVolatilityCurveSpec() [2/2]

YieldVolatilityCurveSpec

(

const string &

curveConfigID

)

Detailed constructor.

Definition at line 229 of file curvespec.hpp.

: CurveSpec(curveConfigID) {}

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 233 of file curvespec.hpp.

{ return CurveType::YieldVolatility; }

subName()

string subName ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 234 of file curvespec.hpp.

{ return curveConfigID(); }

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