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Reference manual - version ored_version
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>

Classes

class  FXVolatilityCurveConfig
 FX volatility structure configuration. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

FX volatility curve configuration classes.