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Reference manual - version ored_version
parametricsmileconfiguration.hpp File Reference

Class for holding parametric smile configurations. More...

#include <ored/utilities/xmlutils.hpp>
#include <qle/termstructures/parametricvolatility.hpp>
#include <ql/utilities/null.hpp>

Classes

class  ParametricSmileConfiguration
class  ParametricSmileConfiguration::Parameter
class  ParametricSmileConfiguration::Calibration

Namespaces

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

Detailed Description

Class for holding parametric smile configurations.