CommodityVolCurve Class Reference

Wrapper class for building commodity volatility structures. More...

#include <ored/marketdata/commodityvolcurve.hpp>

Public Member Functions
Constructors
	CommodityVolCurve ()
	Default constructor.
	CommodityVolCurve (const QuantLib::Date &asof, const CommodityVolatilityCurveSpec &spec, const Loader &loader, const CurveConfigurations &curveConfigs, const std::map< std::string, QuantLib::ext::shared_ptr< YieldCurve > > &yieldCurves={}, const std::map< std::string, QuantLib::ext::shared_ptr< CommodityCurve > > &commodityCurves={}, const std::map< std::string, QuantLib::ext::shared_ptr< CommodityVolCurve > > &commodityVolCurves={}, const map< string, QuantLib::ext::shared_ptr< FXVolCurve > > &fxVolCurves={}, const map< string, QuantLib::ext::shared_ptr< CorrelationCurve > > &correlationCurves={}, const Market *fxIndices=nullptr, const std::string &configuration=Market::defaultConfiguration, const bool buildCalibrationInfo=true)
	Detailed constructor.

Inspectors
const CommodityVolatilityCurveSpec &	spec () const
const QuantLib::ext::shared_ptr< QuantLib::BlackVolTermStructure > &	volatility ()
void	buildVolCalibrationInfo (const Date &asof, QuantLib::ext::shared_ptr< VolatilityConfig > &volatilityConfig, const CurveConfigurations &curveConfigs, const CommodityVolatilityConfig &config)
	Build the calibration info.
const QuantLib::ext::shared_ptr< FxEqCommVolCalibrationInfo > &	calibrationInfo () const

Detailed Description

Wrapper class for building commodity volatility structures.