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Reference manual - version ored_version
basecorrelationcurveconfig.hpp File Reference

Base Correlation curve configuration classes. More...

#include <ql/optional.hpp>
#include <ored/configuration/curveconfig.hpp>
#include <ored/marketdata/marketdatum.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>

Classes

class  BaseCorrelationCurveConfig
 Base Correlation term structure configuration. More...
class  string
 STL class. More...
class  vector< T >
 STL class. More...

Namespaces

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

Typedefs

typedef rapidxml::xml_node< char > XMLNode

Detailed Description

Base Correlation curve configuration classes.