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FXVolCurve Class Reference

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 FXVolatilityCurveSpecspec () const
 
const boost::shared_ptr< BlackVolTermStructure > & volTermStructure ()
 
boost::shared_ptr< FxEqCommVolCalibrationInfocalibrationInfo () const
 

Detailed Description

Wrapper class for building FX volatility structures.