commodityvolcurve.hpp File Reference

Wrapper class for building commodity volatility structures. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/commoditycurve.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/fxvolcurve.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <qle/time/futureexpirycalculator.hpp>

Go to the source code of this file.

Classes
class	CommodityVolCurve
	Wrapper class for building commodity volatility structures. More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Wrapper class for building commodity volatility structures.

Definition in file commodityvolcurve.hpp.