Configuration

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	swaptionvolcurveconfig.hpp
	Swaption volatility curve configuration classes.
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	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	commodityvolcurveconfig.hpp
	Commodity volatility curve configuration.
file	yieldcurveconfig.hpp
	Yield curve configuration classes.
file	yieldvolcurveconfig.hpp
	yield volatility curve configuration classes

Classes
class	BaseCorrelationCurveConfig
	Base Correlation term structure configuration. More...
class	BootstrapConfig
class	CapFloorVolatilityCurveConfig
class	CDSVolatilityCurveConfig
class	PriceSegment
class	CommodityCurveConfig
	Commodity curve configuration. More...
class	CommodityVolatilityConfig
	Commodity volatility configuration. More...
class	Convention
	Abstract base class for convention objects. More...
class	CorrelationCurveConfig
	Correlation curve configuration. More...
class	CurveConfig
	Base curve configuration. More...
class	CurveConfigurations
	Container class for all Curve Configurations. More...
class	DefaultCurveConfig
	Default curve configuration. More...
class	EquityCurveConfig
	Equity curve configuration. More...
class	EquityVolatilityCurveConfig
	Equity volatility structure configuration. More...
class	FXSpotConfig
	FXSpot configuration. More...
class	FXVolatilityCurveConfig
	FX volatility structure configuration. More...
class	GenericYieldVolatilityCurveConfig
	Generic yield volatility curve configuration class. More...
class	InflationCapFloorVolatilityCurveConfig
	Inflation CapFloor volatility curve configuration class. More...
class	OneDimSolverConfig
class	SecurityConfig
	Security configuration. More...
class	SwaptionVolatilityCurveConfig
	Swaption volatility curve configuration class. More...
class	VolatilityConfig
class	ConstantVolatilityConfig
class	VolatilityCurveConfig
class	VolatilitySurfaceConfig
class	VolatilityStrikeSurfaceConfig
class	VolatilityDeltaSurfaceConfig
class	VolatilityMoneynessSurfaceConfig
class	VolatilityApoFutureSurfaceConfig
class	YieldCurveSegment
	Base class for yield curve segments. More...
class	DirectYieldCurveSegment
	Direct yield curve segment. More...
class	SimpleYieldCurveSegment
	Simple yield curve segment. More...
class	AverageOISYieldCurveSegment
	Average OIS yield curve segment. More...
class	TenorBasisYieldCurveSegment
	Tenor Basis yield curve segment. More...
class	CrossCcyYieldCurveSegment
	Cross Currency yield curve segment. More...
class	ZeroSpreadedYieldCurveSegment
	Zero Spreaded yield curve segment. More...
class	WeightedAverageYieldCurveSegment
	Weighted average yield curve segment. More...
class	YieldPlusDefaultYieldCurveSegment
	Yield plus default curves segment. More...
class	DiscountRatioYieldCurveSegment
	Discount ratio yield curve segment. More...
class	FittedBondYieldCurveSegment
	FittedBond yield curve segment. More...
class	IborFallbackCurveSegment
	Ibor Fallback yield curve segment. More...
class	BondYieldShiftedYieldCurveSegment
	Bond yield shifted yield curve segment. More...
class	YieldCurveConfig
	Yield Curve configuration. More...
class	YieldVolatilityCurveConfig
	Yield volatility curve configuration. More...

Detailed Description

Grouping of all configuration related classes, functions and files