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

Inspectors

const CDSVolatilityCurveSpecspec () const
 
const boost::shared_ptr< QuantExt::CreditVolCurve > & volTermStructure ()
 

Detailed Description

Class for building CDS option volatility structures