DefaultCurve Class Reference

Wrapper class for building Swaption volatility structures. More...

#include <ored/marketdata/defaultcurve.hpp>

Public Member Functions
Constructors
	DefaultCurve ()
	Default constructor.
	DefaultCurve (Date asof, DefaultCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, map< string, QuantLib::ext::shared_ptr< YieldCurve >> &yieldCurves, map< string, QuantLib::ext::shared_ptr< DefaultCurve >> &defaultCurves)
	Detailed constructor.

Inspectors
const DefaultCurveSpec &	spec () const
const QuantLib::ext::shared_ptr< QuantExt::CreditCurve > &	creditCurve () const
Real	recoveryRate ()

Detailed Description

Wrapper class for building Swaption volatility structures.