Curve Specification. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for CurveSpec:

Public Types
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.

Public Member Functions
	CurveSpec ()
	Default constructor.
	CurveSpec (const std::string &curveConfigID)
	Constructor that takes an underlying CurveConfig id.
virtual	~CurveSpec ()
	Default destructor.

Interface
virtual CurveType	baseType () const =0
virtual string	subName () const =0
string	name () const
	returns the unique curve name
const std::string &	curveConfigID () const
string	baseName () const

Detailed Description

Curve Specification.

Base class for curve descriptions

Member Function Documentation

const std::string & curveConfigID ( ) const

Returns the id of the CurveConfig associated with the CurveSpec. If there is no CurveConfig associated with the CurveSpec, it returns the default empty string.