Wrapper class for building correlation structures. More...
#include <ored/marketdata/correlationcurve.hpp>
Public Member Functions | |
Constructors | |
CorrelationCurve () | |
Default constructor. | |
CorrelationCurve (Date asof, CorrelationCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, map< string, boost::shared_ptr< SwapIndex >> &swapIndices, map< string, boost::shared_ptr< YieldCurve >> &yieldCurves, map< string, boost::shared_ptr< GenericYieldVolCurve >> &swaptionVolCurves) | |
Detailed constructor. | |
Inspectors | |
class | CalibrationFunction |
const CorrelationCurveSpec & | spec () const |
const boost::shared_ptr< QuantExt::CorrelationTermStructure > & | corrTermStructure () |
Wrapper class for building correlation structures.