PseudoCurrencyMarketParameters Struct Reference

Struct to store parameters for commodities to be treatred as pseudo currencies. More...

#include <ored/marketdata/market.hpp>

Public Attributes
bool	treatAsFX
string	baseCurrency
std::map< string, string >	curves
string	fxIndexTag
Real	defaultCorrelation

Detailed Description

Struct to store parameters for commodities to be treatred as pseudo currencies.