equitycurve.hpp File Reference

Wrapper class for building Equity curves. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <qle/indexes/equityindex.hpp>

Go to the source code of this file.

Classes
class	EquityCurve
	Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure) More...

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

Detailed Description

Wrapper class for building Equity curves.

Definition in file equitycurve.hpp.