Reference manual - version ored_version
#include <ored/utilities/correlationmatrix.hpp>
Public Attributes | |
| QuantExt::CrossAssetModel::AssetType | type |
| std::string | name |
| QuantLib::Size | index |
Struct for holding information on a factor in the correlation matrix. For example { IR, "EUR", 0 } is the first factor in the EUR interest rate process.