Reference manual - version ored_version
Curve Specification. More...
#include <ored/marketdata/curvespec.hpp>
Inheritance diagram for CurveSpec:Public Types | |
| enum class | CurveType { FX , Yield , CapFloorVolatility , SwaptionVolatility , YieldVolatility , FXVolatility , Default , CDSVolatility , Inflation , InflationCapFloorVolatility , Equity , EquityVolatility , Security , BaseCorrelation , Commodity , CommodityVolatility , Correlation } |
| Supported curve types. | |
Public Member Functions | |
| CurveSpec () | |
| Default constructor. | |
| CurveSpec (const std::string &curveConfigID) | |
| Constructor that takes an underlying CurveConfig id. | |
| virtual | ~CurveSpec () |
| Default destructor. | |
Interface | |
| virtual CurveType | baseType () const =0 |
| virtual string | subName () const =0 |
| string | name () const |
| returns the unique curve name | |
| const std::string & | curveConfigID () const |
| string | baseName () const |
Curve Specification.
Base class for curve descriptions
| const std::string& curveConfigID | ( | ) | const |
Returns the id of the CurveConfig associated with the CurveSpec. If there is no CurveConfig associated with the CurveSpec, it returns the default empty string.
