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Reference manual - version ored_version
Classes | Namespaces
cdsvolcurve.hpp File Reference

Class for building cds volatility structures. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/defaultcurve.hpp>
#include <ored/marketdata/loader.hpp>
#include <qle/termstructures/creditvolcurve.hpp>

Classes

class  CDSVolCurve
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Class for building cds volatility structures.