julian::ir::CurveSettings Struct Reference
Structure holding settings of ir::InterpolatedCurve. More...
#include <curveSettings.hpp>
Public Attributes | |
| Date | today_ |
| The date of a curve. More... | |
| InterestRate | rate_ |
| Interest rate convention. More... | |
| SmartPointer< Interpolator > | interpolator_ |
| Interpolator of a curve. More... | |
| SmartPointer< Extrapolator > | extrapolator_ |
| Extrapolator of a curve. More... | |
| Calendar | calendar_ |
| Calendar used by a curve. More... | |
| double | fx_spot_ |
| Fx spot value. More... | |
Detailed Description
Structure holding settings of ir::InterpolatedCurve.
Structure was defined to make passing curve settings easier.
Member Data Documentation
| SmartPointer<Extrapolator> julian::ir::CurveSettings::extrapolator_ |
Extrapolator of a curve.
| double julian::ir::CurveSettings::fx_spot_ |
Fx spot value.
| SmartPointer<Interpolator> julian::ir::CurveSettings::interpolator_ |
Interpolator of a curve.
| InterestRate julian::ir::CurveSettings::rate_ |
Interest rate convention.
| Date julian::ir::CurveSettings::today_ |
The date of a curve.
The documentation for this struct was generated from the following file:
- C:/Unix/home/OEM/jULIAN/src/marketData/interestRateCurves/curveSettings.hpp
