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Reference manual - version ored_version
Classes | Namespaces
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.