cdsvolcurveconfig.hpp File Reference

CDS and index CDS volatility configuration. More...

#include <ql/shared_ptr.hpp>
#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/volatilityconfig.hpp>

Classes
class	CDSVolatilityCurveConfig

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

Detailed Description

CDS and index CDS volatility configuration.