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Reference manual - version ored_version
Classes | Namespaces | Functions
capfloorvolcurveconfig.hpp File Reference

Cap floor volatility curve configuration class. More...

#include <ored/configuration/bootstrapconfig.hpp>
#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/reportconfig.hpp>
#include <ql/termstructures/volatility/volatilitytype.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>
#include <qle/termstructures/capfloortermvolsurface.hpp>
#include <ored/marketdata/marketdatum.hpp>

Classes

class  CapFloorVolatilityCurveConfig
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Functions

QuantLib::VolatilityType volatilityType (CapFloorVolatilityCurveConfig::VolatilityType type)
 Imply QuantLib::VolatilityType from CapFloorVolatilityCurveConfig::VolatilityType.
 

Detailed Description

Cap floor volatility curve configuration class.