defaultcurve.hpp File Reference

Wrapper class for building Default curves. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/loader.hpp>
#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>
#include <ql/termstructures/credit/piecewisedefaultcurve.hpp>
#include <qle/termstructures/creditcurve.hpp>

Go to the source code of this file.

Classes
class	DefaultCurve
	Wrapper class for building Swaption volatility structures. More...

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

Detailed Description

Wrapper class for building Default curves.

Definition in file defaultcurve.hpp.