CommodityCurveCalibrationInfo Struct Reference

#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>

Collaboration diagram for CommodityCurveCalibrationInfo:

Public Member Functions
virtual	~CommodityCurveCalibrationInfo ()=default

Public Attributes
std::string	dayCounter
std::string	calendar
std::string	currency
std::string	interpolationMethod
std::vector< QuantLib::Date >	pillarDates
std::vector< QuantLib::Real >	futurePrices
std::vector< QuantLib::Real >	times

Detailed Description

Definition at line 96 of file todaysmarketcalibrationinfo.hpp.

Constructor & Destructor Documentation

~CommodityCurveCalibrationInfo()

virtual ~CommodityCurveCalibrationInfo ( )

virtualdefault

Member Data Documentation

dayCounter

std::string dayCounter

Definition at line 98 of file todaysmarketcalibrationinfo.hpp.

calendar

std::string calendar

Definition at line 99 of file todaysmarketcalibrationinfo.hpp.

currency

std::string currency

Definition at line 100 of file todaysmarketcalibrationinfo.hpp.

interpolationMethod

std::string interpolationMethod

Definition at line 101 of file todaysmarketcalibrationinfo.hpp.

pillarDates

std::vector<QuantLib::Date> pillarDates

Definition at line 102 of file todaysmarketcalibrationinfo.hpp.

futurePrices

std::vector<QuantLib::Real> futurePrices

Definition at line 103 of file todaysmarketcalibrationinfo.hpp.

times

std::vector<QuantLib::Real> times

Definition at line 104 of file todaysmarketcalibrationinfo.hpp.