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CorrelationCurve Class Reference

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 CorrelationCurveSpecspec () const
 
const boost::shared_ptr< QuantExt::CorrelationTermStructure > & corrTermStructure ()
 

Detailed Description

Wrapper class for building correlation structures.