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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
fxvolcurveconfig.hpp File Reference

FX volatility curve configuration classes. More...

#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/reportconfig.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>

Go to the source code of this file.

Classes

class  FXVolatilityCurveConfig
 FX volatility structure configuration. More...
 

Namespaces

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

Detailed Description

FX volatility curve configuration classes.

Definition in file fxvolcurveconfig.hpp.