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Reference manual - version ored_version
Classes | Namespaces
commodityvolcurveconfig.hpp File Reference

Commodity volatility curve configuration. More...

#include <boost/shared_ptr.hpp>
#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/onedimsolverconfig.hpp>
#include <ored/configuration/volatilityconfig.hpp>
#include <ored/configuration/reportconfig.hpp>

Classes

class  CommodityVolatilityConfig
 Commodity volatility configuration. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

Commodity volatility curve configuration.