equitycurve.hpp File Reference

Wrapper class for building Equity curves. More...

#include <ored/configuration/conventions.hpp>
#include <ored/configuration/curveconfigurations.hpp>
#include <ored/marketdata/curvespec.hpp>
#include <ored/marketdata/loader.hpp>
#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <qle/indexes/equityindex.hpp>

Classes
class	EquityCurve
	Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure). More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Wrapper class for building Equity curves.