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Reference manual - version ored_version
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CorrelationCurveSpec Class Reference

Correlation curve description. More...

#include <ored/marketdata/curvespec.hpp>

+ Inheritance diagram for CorrelationCurveSpec:

Public Member Functions

Constructors
 CorrelationCurveSpec ()
 Default constructor.
 
 CorrelationCurveSpec (const string &curveConfigID)
 Detailed constructor.
 
Inspectors
CurveType baseType () const override
 
string subName () const override
 
- Public Member Functions inherited from CurveSpec
 CurveSpec ()
 Default constructor.
 
 CurveSpec (const std::string &curveConfigID)
 Constructor that takes an underlying CurveConfig id.
 
virtual ~CurveSpec ()
 Default destructor.
 
string name () const
 returns the unique curve name
 
const std::string & curveConfigID () const
 
string baseName () const
 

Additional Inherited Members

- Public Types inherited from CurveSpec
enum class  CurveType {
  FX , Yield , CapFloorVolatility , SwaptionVolatility ,
  YieldVolatility , FXVolatility , Default , CDSVolatility ,
  Inflation , InflationCapFloorVolatility , Equity , EquityVolatility ,
  Security , BaseCorrelation , Commodity , CommodityVolatility ,
  Correlation
}
 Supported curve types.
 

Detailed Description

Correlation curve description.