fxvolcurve.cpp File Reference

#include <ored/marketdata/curvespecparser.hpp>
#include <ored/marketdata/fxvolcurve.hpp>
#include <ored/marketdata/structuredcurveerror.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/models/carrmadanarbitragecheck.hpp>
#include <qle/termstructures/blackdeltautilities.hpp>
#include <qle/termstructures/blackinvertedvoltermstructure.hpp>
#include <qle/termstructures/blacktriangulationatmvol.hpp>
#include <qle/termstructures/blackvolsurfaceabsolute.hpp>
#include <qle/termstructures/blackvolsurfacebfrr.hpp>
#include <qle/termstructures/blackvolsurfacedelta.hpp>
#include <qle/termstructures/fxblackvolsurface.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <string.h>
#include <algorithm>

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

Functions
Handle< QuantExt::CorrelationTermStructure >	getCorrelationCurve (const std::string &index1, const std::string &index2, const map< string, QuantLib::ext::shared_ptr< CorrelationCurve > > &correlationCurves)