Public Member Functions | |
CurveShiftParData (SensitivityScenarioData::CurveShiftData c) | |
Public Attributes | |
vector< string > | parInstruments |
bool | parInstrumentSingleCurve = true |
std::string | discountCurve |
std::string | otherCurrency |
map< string, string > | parInstrumentConventions |
Public Attributes inherited from SensitivityScenarioData::CurveShiftData | |
vector< Period > | shiftTenors |
Public Attributes inherited from SensitivityScenarioData::ShiftData | |
string | shiftType |
Real | shiftSize |