Reference manual - version ored_version
Inheritance diagram for DurationAdjustedCmsLegData:Public Member Functions | |
| DurationAdjustedCmsLegData (const std::string &swapIndex, Size duration, Size fixingDays, bool isInArrears, const std::vector< double > &spreads, const std::vector< std::string > &spreadDates=std::vector< std::string >(), const std::vector< double > &caps=std::vector< double >(), const std::vector< std::string > &capDates=std::vector< std::string >(), const std::vector< double > &floors=std::vector< double >(), const std::vector< std::string > &floorDates=std::vector< std::string >(), const std::vector< double > &gearings=std::vector< double >(), const std::vector< std::string > &gearingDates=std::vector< std::string >(), bool nakedOption=false) | |
| Detailed constructor. | |
Inspectors | |
| const std::string & | swapIndex () const |
| Size | duration () const |
| Size | fixingDays () const |
| bool | isInArrears () const |
| const std::vector< double > & | spreads () const |
| const std::vector< std::string > & | spreadDates () const |
| const std::vector< double > & | caps () const |
| const std::vector< std::string > & | capDates () const |
| const std::vector< double > & | floors () const |
| const std::vector< std::string > & | floorDates () const |
| const std::vector< double > & | gearings () const |
| const std::vector< std::string > & | gearingDates () const |
| bool | nakedOption () const |
Modifiers | |
| vector< double > & | caps () |
| vector< string > & | capDates () |
| vector< double > & | floors () |
| vector< string > & | floorDates () |
| bool & | nakedOption () |
| Public Member Functions inherited from LegAdditionalData | |
| LegAdditionalData (const string &legType, const string &legNodeName) | |
| LegAdditionalData (const string &legType) | |
| const string & | legType () const |
| const string & | legNodeName () const |
| const std::set< std::string > & | indices () const |
| Public Member Functions inherited from XMLSerializable | |
| void | fromFile (const std::string &filename) |
| void | toFile (const std::string &filename) |
| void | fromXMLString (const std::string &xml) |
| Parse from XML string. | |
| std::string | toXMLString () |
| Parse from XML string. | |
Serialisation | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) override |
Additional Inherited Members | |
| Protected Attributes inherited from LegAdditionalData | |
| std::set< std::string > | indices_ |
