todaysmarketcalibrationinfo.cpp

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/*
 Copyright (C) 2021 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>
 
namespace ore {
namespace data {
 
using namespace QuantLib;
 
const std::vector<Period> YieldCurveCalibrationInfo::defaultPeriods = {
    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};
 
} // namespace data
} // namespace ore