#include <ored/marketdata/basecorrelationcurve.hpp>
Public Member Functions | |
BaseCorrelationCurve (QuantLib::Date asof, BaseCorrelationCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const boost::shared_ptr< ReferenceDataManager > &referenceData=nullptr) | |
Inspectors | |
const BaseCorrelationCurveSpec & | spec () const |
const boost::shared_ptr< QuantExt::BaseCorrelationTermStructure > & | baseCorrelationTermStructure () const |
Base Correlation term structure. | |
Wrapper class for building Base Correlation structures