InflationCapFloorVolatilityCurveSpec Class Reference

Inflation cap floor volatility description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for InflationCapFloorVolatilityCurveSpec:

Public Member Functions
	InflationCapFloorVolatilityCurveSpec (const string &index, const string &curveConfigID)
CurveType	baseType () const override
const string &	index () const
string	subName () const override
Public Member Functions inherited from CurveSpec
	CurveSpec ()
	Default constructor.
	CurveSpec (const std::string &curveConfigID)
	Constructor that takes an underlying CurveConfig id.
virtual	~CurveSpec ()
	Default destructor.
string	name () const
	returns the unique curve name
const std::string &	curveConfigID () const
string	baseName () const

Additional Inherited Members
Public Types inherited from CurveSpec
enum class	CurveType {   FX , Yield , CapFloorVolatility , SwaptionVolatility ,   YieldVolatility , FXVolatility , Default , CDSVolatility ,   Inflation , InflationCapFloorVolatility , Equity , EquityVolatility ,   Security , BaseCorrelation , Commodity , CommodityVolatility ,   Correlation }
	Supported curve types.

Detailed Description

Inflation cap floor volatility description.