fxvolcurveconfig.hpp File Reference

FX volatility curve configuration classes. More...

#include <ored/configuration/curveconfig.hpp>
#include <ored/configuration/reportconfig.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/time/period.hpp>
#include <ql/types.hpp>

Classes
class	FXVolatilityCurveConfig
	FX volatility structure configuration. More...

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

Typedefs
typedef rapidxml::xml_node< char >	XMLNode

Functions
FXVolatilityCurveConfig::TimeInterpolation	parseFxVolatilityTimeInterpolation (const std::string &s)
std::ostream &	operator<< (std::ostream &out, FXVolatilityCurveConfig::TimeInterpolation t)

Detailed Description

FX volatility curve configuration classes.