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 | |
Wrapper class for building base correlation structures.