#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>

Inheritance diagram for YieldCurveCalibrationInfo:

Collaboration diagram for YieldCurveCalibrationInfo:

Public Member Functions
virtual	~YieldCurveCalibrationInfo ()

Public Attributes
std::string	dayCounter

std::string	currency

std::vector< QuantLib::Date >	pillarDates

std::vector< double >	zeroRates

std::vector< double >	discountFactors

std::vector< double >	times

Static Public Attributes
static const std::vector< QuantLib::Period >	defaultPeriods

Detailed Description

Definition at line 40 of file todaysmarketcalibrationinfo.hpp.

Constructor & Destructor Documentation

◆ ~YieldCurveCalibrationInfo()

virtual ~YieldCurveCalibrationInfo ( )

virtual

Definition at line 41 of file todaysmarketcalibrationinfo.hpp.

41{}

Member Data Documentation

◆ defaultPeriods

const std::vector< Period > defaultPeriods

static

Initial value:

= {
    1 * Weeks, 2 * Weeks, 3 * Months, 6 * Months, 9 * Months, 1 * Years,  2 * Years,
    3 * Years, 5 * Years, 7 * Years,  10 * Years, 15 * Years, 20 * Years, 30 * Years}

Definition at line 44 of file todaysmarketcalibrationinfo.hpp.