CDS and index CDS volatility configuration. More...
#include <boost/shared_ptr.hpp>
#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/volatilityconfig.hpp>
Classes | |
class | CDSVolatilityCurveConfig |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
CDS and index CDS volatility configuration.