basecorrelationcurve.hpp File Reference

Wrapper class for building base correlation structures. More...

#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/marketdata/defaultcurve.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <qle/termstructures/credit/basecorrelationstructure.hpp>
#include <qle/termstructures/creditcurve.hpp>
#include <string_view>

Classes
class	BaseCorrelationCurve
struct	BaseCorrelationCurve::QuoteData::LessReal
struct	BaseCorrelationCurve::QuoteData::LessDataKey

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Wrapper class for building base correlation structures.