CorrelationCurve Class Reference

Wrapper class for building correlation structures. More...

#include <ored/marketdata/correlationcurve.hpp>

Public Member Functions
Constructors
	CorrelationCurve ()
	Default constructor.
	CorrelationCurve (Date asof, CorrelationCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, map< string, QuantLib::ext::shared_ptr< SwapIndex > > &swapIndices, map< string, QuantLib::ext::shared_ptr< YieldCurve > > &yieldCurves, map< string, QuantLib::ext::shared_ptr< GenericYieldVolCurve > > &swaptionVolCurves)
	Detailed constructor.

Inspectors
class	CalibrationFunction
const CorrelationCurveSpec &	spec () const
const QuantLib::ext::shared_ptr< QuantExt::CorrelationTermStructure > &	corrTermStructure ()

Detailed Description

Wrapper class for building correlation structures.