SensitivityScenarioData::GenericYieldVolShiftData Struct Reference

Inheritance diagram for SensitivityScenarioData::GenericYieldVolShiftData:

Public Attributes
vector< Period >	shiftTerms
Public Attributes inherited from SensitivityScenarioData::VolShiftData
vector< Period >	shiftExpiries
vector< Real >	shiftStrikes
bool	isRelative
Public Attributes inherited from SensitivityScenarioData::ShiftData
string	shiftType
Real	shiftSize