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Reference manual - version ored_version
Classes | Namespaces | Functions
crcirdata.hpp File Reference

CIR credit model data. More...

#include <vector>
#include <ql/time/daycounters/actualactual.hpp>
#include <ql/types.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/model/lgmdata.hpp>
#include <ored/utilities/xmlutils.hpp>

Classes

class  CrCirData
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Functions

CrCirData::CalibrationStrategy parseCirCalibrationStrategy (const string &s)
 
std::ostream & operator<< (std::ostream &oss, const CrCirData::CalibrationStrategy &s)
 

Detailed Description

CIR credit model data.