Wrapper class for building FX volatility structures. More...
#include <ored/marketdata/fxvolcurve.hpp>
Public Member Functions | |
Constructors | |
FXVolCurve () | |
Default constructor. | |
FXVolCurve (Date asof, FXVolatilityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const ore::data::FXTriangulation &fxSpots, const std::map< string, boost::shared_ptr< YieldCurve >> &yieldCurves, const std::map< string, boost::shared_ptr< FXVolCurve >> &fxVols, const map< string, boost::shared_ptr< CorrelationCurve >> &correlationCurves, const bool buildCalibrationInfo) | |
Detailed constructor. | |
Inspectors | |
const FXVolatilityCurveSpec & | spec () const |
const boost::shared_ptr< BlackVolTermStructure > & | volTermStructure () |
boost::shared_ptr< FxEqCommVolCalibrationInfo > | calibrationInfo () const |
Wrapper class for building FX volatility structures.