Logo
Reference manual - version ored_version
Public Member Functions | List of all members
BaseCorrelationCurve Class Reference

#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 BaseCorrelationCurveSpecspec () const
 
const boost::shared_ptr< QuantExt::BaseCorrelationTermStructure > & baseCorrelationTermStructure () const
 Base Correlation term structure.
 

Detailed Description

Wrapper class for building Base Correlation structures