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Reference manual - version ored_version
configuration Directory Reference

Files

file  basecorrelationcurveconfig.hpp
 Base Correlation curve configuration classes.
 
file  bootstrapconfig.hpp
 Class for holding bootstrap configurations.
 
file  capfloorvolcurveconfig.hpp
 Cap floor volatility curve configuration class.
 
file  cdsvolcurveconfig.hpp
 CDS and index CDS volatility configuration.
 
file  commoditycurveconfig.hpp
 Commodity curve configuration class.
 
file  commodityvolcurveconfig.hpp
 Commodity volatility curve configuration.
 
file  conventions.hpp
 Currency and instrument specific conventions/defaults.
 
file  curveconfig.hpp
 Base curve configuration classes.
 
file  curveconfigurations.hpp
 Curve configuration repository.
 
file  defaultcurveconfig.hpp
 Default curve configuration classes.
 
file  equitycurveconfig.hpp
 Equity curve configuration classes.
 
file  equityvolcurveconfig.hpp
 Equity volatility curve configuration classes.
 
file  fxspotconfig.hpp
 security spread configuration classes
 
file  fxvolcurveconfig.hpp
 FX volatility curve configuration classes.
 
file  genericyieldvolcurveconfig.hpp
 Swaption volatility curve configuration classes.
 
file  iborfallbackconfig.hpp
 ibor fallback configuration
 
file  inflationcapfloorvolcurveconfig.hpp
 Inflation CapFloor volatility curve configuration class.
 
file  inflationcurveconfig.hpp
 Inflation curve config.
 
file  onedimsolverconfig.hpp
 Class for holding 1-D solver configuration.
 
file  reportconfig.hpp
 md report and arbitrage check configuration
 
file  securityconfig.hpp
 security spread configuration classes
 
file  swaptionvolcurveconfig.hpp
 Swaption volatility curve configuration classes.
 
file  yieldcurveconfig.hpp
 Yield curve configuration classes.
 
file  yieldvolcurveconfig.hpp
 yield volatility curve configuration classes