CommodityVolatilityCurveSpec Class Reference

Commodity volatility description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for CommodityVolatilityCurveSpec:

Public Member Functions
Constructors
	CommodityVolatilityCurveSpec ()
	Default constructor.
	CommodityVolatilityCurveSpec (const std::string &currency, const std::string &curveConfigID)
	Detailed constructor.
Public Member Functions inherited from CurveSpec
	CurveSpec ()
	Default constructor.
	CurveSpec (const std::string &curveConfigID)
	Constructor that takes an underlying CurveConfig id.
virtual	~CurveSpec ()
	Default destructor.
string	name () const
	returns the unique curve name
const std::string &	curveConfigID () const
string	baseName () const

Inspectors
CurveType	baseType () const override
const std::string &	currency () const
std::string	subName () const override

Additional Inherited Members
Public Types inherited from CurveSpec
enum class	CurveType {   FX = 0 , Yield = 1 , CapFloorVolatility = 2 , SwaptionVolatility = 3 ,   YieldVolatility = 4 , FXVolatility = 5 , Default = 6 , CDSVolatility = 7 ,   Inflation = 8 , InflationCapFloorVolatility = 9 , Equity = 10 , EquityVolatility = 11 ,   Security = 12 , BaseCorrelation = 13 , Commodity = 14 , CommodityVolatility = 15 ,   Correlation = 16 , SwapIndex = 17 }
	Supported curve types.

Detailed Description

Commodity volatility description.

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

subName()

std::string subName ( ) const

overridevirtual

Implements CurveSpec.