inflationcapfloorvolcurve.hpp File Reference

Wrapper class for building YoY Inflation CapFloor volatility structures. More...

#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/inflationcurve.hpp>
#include <ored/marketdata/loader.hpp>
#include <ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>

Classes
class	InflationCapFloorVolCurve

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Wrapper class for building YoY Inflation CapFloor volatility structures.