CDSVolCurve Class Reference

#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, QuantLib::ext::shared_ptr< CDSVolCurve >> &requiredCdsVolCurves={}, const std::map< std::string, QuantLib::ext::shared_ptr< DefaultCurve >> &requiredCdsCurves={})
	Detailed constructor.

Inspectors
const CDSVolatilityCurveSpec &	spec () const
const QuantLib::ext::shared_ptr< QuantExt::CreditVolCurve > &	volTermStructure ()

Detailed Description

Class for building CDS option volatility structures