EquityCurve Class Reference

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, QuantLib::ext::shared_ptr< YieldCurve >> &requiredYieldCurves, const bool buildCalibrationInfo)
	Detailed constructor.

Inspectors
const EquityCurveSpec &	spec () const
QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 >	equityIndex () const
QuantLib::ext::shared_ptr< YieldCurveCalibrationInfo >	calibrationInfo () const

Detailed Description

Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure)