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marketData Struct Reference

#include <importData.h>

List of all members.

Public Attributes

yieldCurve yieldcurve
creditCurve creditcurve
volsurface vols


Member Data Documentation

creditCurve marketData::creditcurve
 

Definition at line 24 of file importData.h.

Referenced by inputBond(), inputConvertibleBond(), and importData::setMarketData().

volsurface marketData::vols
 

Definition at line 25 of file importData.h.

Referenced by inputBSOption(), inputButterflySpread(), inputCallSpread(), inputExoticOptionOnSingleAsset(), inputPutSpread(), inputRainbowOption(), inputRatioCallSpread(), inputStraddle(), inputStrangle(), and importData::setMarketData().

yieldCurve marketData::yieldcurve
 

Definition at line 23 of file importData.h.

Referenced by inputBond(), inputBSOption(), inputButterflySpread(), inputCallSpread(), inputConvertibleBond(), inputExoticOptionOnSingleAsset(), inputPutSpread(), inputRainbowOption(), inputRatioCallSpread(), inputStraddle(), inputStrangle(), inputVanillaSwap(), and importData::setMarketData().


The documentation for this struct was generated from the following file:
Note: Generated nightly - reload for latest version
Generated on Thu Dec 22 23:12:39 2005 for terreneuve by doxygen 1.3.6