FXVolCurve Class Reference

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

#include <ored/marketdata/fxvolcurve.hpp>

Public Member Functions
Constructors
	FXVolCurve ()
	Default constructor.
	FXVolCurve (Date asof, FXVolatilityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, const ore::data::FXTriangulation &fxSpots, const std::map< string, QuantLib::ext::shared_ptr< YieldCurve > > &yieldCurves, const std::map< string, QuantLib::ext::shared_ptr< FXVolCurve > > &fxVols, const map< string, QuantLib::ext::shared_ptr< CorrelationCurve > > &correlationCurves, const bool buildCalibrationInfo, const Market *market)
	Detailed constructor.

Inspectors
const FXVolatilityCurveSpec &	spec () const
const QuantLib::ext::shared_ptr< BlackVolTermStructure > &	volTermStructure ()
QuantLib::ext::shared_ptr< FxEqCommVolCalibrationInfo >	calibrationInfo () const

Detailed Description

Wrapper class for building FX volatility structures.