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Reference manual - version ored_version
Public Member Functions | List of all members
Security Class Reference

Wrapper class for holding Bond Spread and recovery rate quotes. More...

#include <ored/marketdata/security.hpp>

Public Member Functions

 Security (const Date &asof, SecuritySpec spec, const Loader &loader, const CurveConfigurations &curveConfigs)
 Constructor.
 
Handle< Quote > spread () const
 Inspector.
 
Handle< Quote > price () const
 
Handle< Quote > recoveryRate () const
 
Handle< Quote > cpr () const
 

Detailed Description

Wrapper class for holding Bond Spread and recovery rate quotes.