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

Base Correlation curve configuration classes. More...

#include <ored/configuration/curveconfig.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>
#include <boost/optional/optional.hpp>

Classes

class  BaseCorrelationCurveConfig
 Base Correlation term structure configuration. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Base Correlation curve configuration classes.