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| InflationCurveConfig (const string &curveID, const string &curveDescription, const string &nominalTermStructure, const Type type, const vector< string > "es, const string &conventions, const bool extrapolate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, const Frequency &frequency, const Real baseRate, const Real tolerance, const bool useLastAvailableFixingAsBaseDate, const Date &seasonalityBaseDate, const Frequency &seasonalityFrequency, const vector< string > &seasonalityFactors, const vector< double > &overrideSeasonalityFactors=std::vector< double >()) |
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void | fromXML (XMLNode *node) override |
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XMLNode * | toXML (XMLDocument &doc) override |
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const string & | nominalTermStructure () const |
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const Type & | type () const |
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const string & | conventions () const |
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const bool & | extrapolate () const |
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const Calendar & | calendar () const |
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const DayCounter & | dayCounter () const |
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const Period & | lag () const |
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const Frequency & | frequency () const |
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const Real & | baseRate () const |
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const Real & | tolerance () const |
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const bool & | useLastAvailableFixingAsBaseDate () const |
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const Date & | seasonalityBaseDate () const |
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const Frequency & | seasonalityFrequency () const |
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const vector< string > & | seasonalityFactors () const |
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const vector< double > & | overrideSeasonalityFactors () const |
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const vector< string > & | swapQuotes () |
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string & | nominalTermStructure () |
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Type & | type () |
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string & | conventions () |
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bool & | extrapolate () |
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Calendar & | calendar () |
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DayCounter & | dayCounter () |
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Period & | lag () |
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Frequency & | frequency () |
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Real & | baseRate () |
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Real & | tolerance () |
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bool & | useLastAvailableFixingAsBaseDate () |
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Date & | seasonalityBaseDate () |
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Frequency & | seasonalityFrequency () |
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vector< string > & | seasonalityFactors () |
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vector< double > & | overrideSeasonalityFactors () |
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| CurveConfig (const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) |
| Detailed constructor.
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| CurveConfig () |
| Default constructor.
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const string & | curveID () const |
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const string & | curveDescription () const |
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const set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) const |
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const map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () const |
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string & | curveID () |
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string & | curveDescription () |
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set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) |
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map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () |
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virtual const vector< string > & | quotes () |
| Return all the market quotes required for this config.
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void | fromFile (const std::string &filename) |
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void | toFile (const std::string &filename) |
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void | fromXMLString (const std::string &xml) |
| Parse from XML string.
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std::string | toXMLString () |
| Parse from XML string.
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