Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure) More...
#include <ored/marketdata/equitycurve.hpp>
Public Member Functions | |
Constructors | |
EquityCurve () | |
Default constructor. | |
EquityCurve (Date asof, EquityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const map< string, boost::shared_ptr< YieldCurve >> &requiredYieldCurves, const bool buildCalibrationInfo) | |
Detailed constructor. | |
Inspectors | |
const EquityCurveSpec & | spec () const |
boost::shared_ptr< QuantExt::EquityIndex2 > | equityIndex () const |
boost::shared_ptr< YieldCurveCalibrationInfo > | calibrationInfo () const |
Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure)