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

Curve requirements specification. More...

#include <boost/shared_ptr.hpp>
#include <ostream>
#include <string>

Classes

class  CurveSpec
 Curve Specification. More...
 
class  YieldCurveSpec
 Yield curve description. More...
 
class  DefaultCurveSpec
 Default curve description. More...
 
class  CDSVolatilityCurveSpec
 CDS Volatility curve description. More...
 
class  BaseCorrelationCurveSpec
 Base Correlation surface description. More...
 
class  SwaptionVolatilityCurveSpec
 Swaption Volatility curve description. More...
 
class  YieldVolatilityCurveSpec
 Yield volatility curve description. More...
 
class  CapFloorVolatilityCurveSpec
 Cap/Floor Volatility curve description. More...
 
class  FXSpotSpec
 FX Spot description. More...
 
class  FXVolatilityCurveSpec
 FX Volatility curve description. More...
 
class  InflationCurveSpec
 Inflation curve description. More...
 
class  InflationCapFloorVolatilityCurveSpec
 Inflation cap floor volatility description. More...
 
class  EquityCurveSpec
 Equity curve description. More...
 
class  EquityVolatilityCurveSpec
 Equity Volatility curve description. More...
 
class  SecuritySpec
 Security description. More...
 
class  CommodityCurveSpec
 Commodity curve description. More...
 
class  CommodityVolatilityCurveSpec
 Commodity volatility description. More...
 
class  CorrelationCurveSpec
 Correlation curve description. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Functions

std::ostream & operator<< (std::ostream &os, const CurveSpec &spec)
 Stream operator for CurveSpec.
 
std::ostream & operator<< (std::ostream &os, const CurveSpec::CurveType &t)
 Stream operator for CurveType.
 
bool operator< (const CurveSpec &lhs, const CurveSpec &rhs)
 Relational operators for CurveSpecs.
 
bool operator== (const CurveSpec &lhs, const CurveSpec &rhs)
 
bool operator< (const boost::shared_ptr< CurveSpec > &lhs, const boost::shared_ptr< CurveSpec > &rhs)
 
bool operator== (const boost::shared_ptr< CurveSpec > &lhs, const boost::shared_ptr< CurveSpec > &rhs)
 

Detailed Description

Curve requirements specification.