Fully annotated reference manual - version 1.8.12
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configuration
configuration Directory Reference
Files
file
basecorrelationcurveconfig.cpp
[code]
file
basecorrelationcurveconfig.hpp
[code]
Base Correlation curve configuration classes.
file
bootstrapconfig.cpp
[code]
file
bootstrapconfig.hpp
[code]
Class for holding bootstrap configurations.
file
capfloorvolcurveconfig.cpp
[code]
file
capfloorvolcurveconfig.hpp
[code]
Cap floor volatility curve configuration class.
file
cdsvolcurveconfig.cpp
[code]
file
cdsvolcurveconfig.hpp
[code]
CDS and index CDS volatility configuration.
file
commoditycurveconfig.cpp
[code]
file
commoditycurveconfig.hpp
[code]
Commodity curve configuration class.
file
commodityvolcurveconfig.cpp
[code]
file
commodityvolcurveconfig.hpp
[code]
Commodity volatility curve configuration.
file
conventions.cpp
[code]
Currency and instrument specific conventions.
file
conventions.hpp
[code]
Currency and instrument specific conventions/defaults.
file
correlationcurveconfig.cpp
[code]
file
correlationcurveconfig.hpp
[code]
file
currencyconfig.cpp
[code]
file
currencyconfig.hpp
[code]
file
curveconfig.cpp
[code]
file
curveconfig.hpp
[code]
Base curve configuration classes.
file
curveconfigurations.cpp
[code]
file
curveconfigurations.hpp
[code]
Curve configuration repository.
file
defaultcurveconfig.cpp
[code]
file
defaultcurveconfig.hpp
[code]
Default curve configuration classes.
file
equitycurveconfig.cpp
[code]
file
equitycurveconfig.hpp
[code]
Equity curve configuration classes.
file
equityvolcurveconfig.cpp
[code]
file
equityvolcurveconfig.hpp
[code]
Equity volatility curve configuration classes.
file
fxspotconfig.hpp
[code]
security spread configuration classes
file
fxvolcurveconfig.cpp
[code]
file
fxvolcurveconfig.hpp
[code]
FX volatility curve configuration classes.
file
genericyieldvolcurveconfig.cpp
[code]
file
genericyieldvolcurveconfig.hpp
[code]
Swaption volatility curve configuration classes.
file
iborfallbackconfig.cpp
[code]
file
iborfallbackconfig.hpp
[code]
ibor fallback configuration
file
inflationcapfloorvolcurveconfig.cpp
[code]
file
inflationcapfloorvolcurveconfig.hpp
[code]
Inflation CapFloor volatility curve configuration class.
file
inflationcurveconfig.cpp
[code]
file
inflationcurveconfig.hpp
[code]
Inflation curve config.
file
onedimsolverconfig.cpp
[code]
file
onedimsolverconfig.hpp
[code]
Class for holding 1-D solver configuration.
file
parametricsmileconfiguration.cpp
[code]
file
parametricsmileconfiguration.hpp
[code]
Class for holding parametric smile configurations.
file
reportconfig.cpp
[code]
file
reportconfig.hpp
[code]
md report and arbitrage check configuration
file
securityconfig.hpp
[code]
security spread configuration classes
file
swaptionvolcurveconfig.hpp
[code]
Swaption volatility curve configuration classes.
file
volatilityconfig.cpp
[code]
file
volatilityconfig.hpp
[code]
file
yieldcurveconfig.cpp
[code]
file
yieldcurveconfig.hpp
[code]
Yield curve configuration classes.
file
yieldvolcurveconfig.hpp
[code]
yield volatility curve configuration classes
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