#include <ored/marketdata/cdsvolcurve.hpp>
Public Member Functions | |
Constructors | |
CDSVolCurve () | |
Default constructor. | |
CDSVolCurve (QuantLib::Date asof, CDSVolatilityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const std::map< std::string, boost::shared_ptr< CDSVolCurve >> &requiredCdsVolCurves={}, const std::map< std::string, boost::shared_ptr< DefaultCurve >> &requiredCdsCurves={}) | |
Detailed constructor. | |
Inspectors | |
const CDSVolatilityCurveSpec & | spec () const |
const boost::shared_ptr< QuantExt::CreditVolCurve > & | volTermStructure () |
Class for building CDS option volatility structures