Logo
Reference manual - version ored_version
Classes | Namespaces
basecorrelationcurve.hpp File Reference

Wrapper class for building base correlation structures. More...

#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/loader.hpp>
#include <qle/termstructures/credit/basecorrelationstructure.hpp>

Classes

class  BaseCorrelationCurve
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Wrapper class for building base correlation structures.