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Reference manual - version ored_version
Public Member Functions | List of all members
AmortizationData Class Reference

Serializable object holding amortization rules. More...

#include <ored/portfolio/legdata.hpp>

+ Inheritance diagram for AmortizationData:

Public Member Functions

 AmortizationData (string type, double value, string startDate, string endDate, string frequency, bool underflow)
 
virtual void fromXML (XMLNode *node) override
 
virtual XMLNodetoXML (XMLDocument &doc) override
 
const string & type () const
 FixedAmount, RelativeToInitialNotional, RelativeToPreviousNotional, Annuity.
 
double value () const
 Interpretation depending on type()
 
const string & startDate () const
 Amortization start date.
 
const string & endDate () const
 Amortization end date.
 
const string & frequency () const
 Amortization frequency.
 
bool underflow () const
 Allow amortization below zero notional if true.
 
bool initialized () 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.
 

Detailed Description

Serializable object holding amortization rules.