Curves

Files
file	basecorrelationcurve.hpp
	Wrapper class for building base correlation structures.
file	capfloorvolcurve.hpp
	Build optionlet volatility structures from cap floor configurations.
file	cdsvolcurve.hpp
	Class for building cds volatility structures.
file	commoditycurve.hpp
	Class for building a commodity price curve.
file	commodityvolcurve.hpp
	Wrapper class for building commodity volatility structures.
file	swaptionvolcurve.hpp
	Wrapper class for building Swaption volatility structures.
file	curvespec.hpp
	Curve requirements specification.
file	curvespecparser.hpp
	CurveSpec parser.
file	defaultcurve.hpp
	Wrapper class for building Default curves.
file	dummymarket.hpp
	Dummy Market class returning empty handles, used in tests.
file	equitycurve.hpp
	Wrapper class for building Equity curves.
file	equityvolcurve.hpp
	Wrapper class for building Equity volatility structures.
file	fxvolcurve.hpp
	Wrapper class for building FX volatility structures.
file	swaptionvolcurve.hpp
	Wrapper class for building Swaption volatility structures.
file	inflationcapfloorvolcurve.hpp
	Wrapper class for building YoY Inflation CapFloor volatility structures.
file	inflationcurve.hpp
	inflation curve class
file	swaptionvolcurve.hpp
	Wrapper class for building Swaption volatility structures.
file	yieldcurve.hpp
	Wrapper class for QuantLib term structures.
file	yieldvolcurve.hpp
	Wrapper class for building yield volatility structures.

Classes
class	BaseCorrelationCurve
class	CapFloorVolCurve
class	CDSVolCurve
class	CommodityVolCurve
	Wrapper class for building commodity volatility structures. More...
class	CorrelationCurve
	Wrapper class for building correlation structures. More...
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	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	CommodityCurveSpec
	Commodity curve description. More...
class	CommodityVolatilityCurveSpec
	Commodity volatility description. More...
class	CorrelationCurveSpec
	Correlation curve description. More...
class	DefaultCurve
	Wrapper class for building Swaption volatility structures. More...
class	EquityCurve
	Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure) More...
class	EquityVolCurve
	Wrapper class for building Equity volatility structures. More...
class	FXVolCurve
	Wrapper class for building FX volatility structures. More...
class	GenericYieldVolCurve
	Wrapper class for building Generic yield volatility structures. More...
class	InflationCapFloorVolCurve
class	InflationCurve
	Wrapper class for building inflation curves. More...
class	SwaptionVolCurve
	Wrapper class for building Swaption volatility structures. More...
class	TodaysMarketParameters
	Today's Market Parameters. More...
class	YieldCurve
	Wrapper class for building yield term structures. More...
class	YieldVolCurve
	Wrapper class for building Yield volatility structures. More...

Functions
boost::shared_ptr< CurveSpec >	parseCurveSpec (const std::string &)
	function to convert a string into a curve spec
CurveSpec::CurveType	parseCurveConfigurationType (const std::string &)
	function to convert a curve configuration node string into a curve spec type

Detailed Description

Grouping of all curve related classes, functions and files