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Reference manual - version ored_version
equityvolcurveconfig.hpp File Reference

Equity volatility curve configuration classes. More...

#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/onedimsolverconfig.hpp>
#include <ored/configuration/volatilityconfig.hpp>
#include <ored/configuration/reportconfig.hpp>
#include <ored/marketdata/marketdatum.hpp>
#include <ored/utilities/parsers.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/types.hpp>

Classes

class  EquityVolatilityCurveConfig
 Equity volatility structure configuration. More...

Namespaces

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

Typedefs

typedef rapidxml::xml_node< char > XMLNode

Detailed Description

Equity volatility curve configuration classes.