yieldcurveconfig.hpp File Reference

Yield curve configuration classes. More...

#include <ored/configuration/bootstrapconfig.hpp>
#include <ored/configuration/curveconfig.hpp>
#include <ored/utilities/xmlutils.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/types.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <boost/none.hpp>
#include <boost/optional.hpp>
#include <boost/shared_ptr.hpp>
#include <set>
#include <map>

Classes
class	YieldCurveSegment
	Base class for yield curve segments. More...
class	DirectYieldCurveSegment
	Direct yield curve segment. More...
class	SimpleYieldCurveSegment
	Simple yield curve segment. More...
class	AverageOISYieldCurveSegment
	Average OIS yield curve segment. More...
class	TenorBasisYieldCurveSegment
	Tenor Basis yield curve segment. More...
class	CrossCcyYieldCurveSegment
	Cross Currency yield curve segment. More...
class	ZeroSpreadedYieldCurveSegment
	Zero Spreaded yield curve segment. More...
class	WeightedAverageYieldCurveSegment
	Weighted average yield curve segment. More...
class	YieldPlusDefaultYieldCurveSegment
	Yield plus default curves segment. More...
class	DiscountRatioYieldCurveSegment
	Discount ratio yield curve segment. More...
class	FittedBondYieldCurveSegment
	FittedBond yield curve segment. More...
class	IborFallbackCurveSegment
	Ibor Fallback yield curve segment. More...
class	BondYieldShiftedYieldCurveSegment
	Bond yield shifted yield curve segment. More...
class	YieldCurveConfig
	Yield Curve configuration. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Typedefs
using	YieldCurveConfigMap = std::map< string, boost::shared_ptr< YieldCurveConfig > >

Detailed Description

Yield curve configuration classes.