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, boost::shared_ptr< YieldCurve >> &yieldCurves, map< string, boost::shared_ptr< DefaultCurve >> &defaultCurves) | |
Detailed constructor. | |
Inspectors | |
const DefaultCurveSpec & | spec () const |
const boost::shared_ptr< QuantExt::CreditCurve > & | creditCurve () const |
Real | recoveryRate () |
Wrapper class for building Swaption volatility structures.