Inflation curve description. More...
#include <ored/marketdata/curvespec.hpp>
Public Member Functions | |
| InflationCurveSpec (const string &index, const string &curveConfigID) | |
| CurveType | baseType () const override |
| const string & | index () const |
| string | subName () const override |
| 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 |
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. | |
Inflation curve description.