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Reference manual - version ored_version
EquityCurveSpec Class Reference

Equity curve description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for EquityCurveSpec:

Public Member Functions

Constructors
 EquityCurveSpec (const string &ccy, const string &curveConfigID)
 Detailed constructor.
 EquityCurveSpec ()
 Default 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 stringccy () const
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

Equity curve description.

Member Function Documentation

◆ baseType()

CurveType baseType ( ) const
overridevirtual

Implements CurveSpec.

◆ subName()

string subName ( ) const
overridevirtual

Implements CurveSpec.