BaseCorrelationCurveConfig Class Reference

Base Correlation term structure configuration. More...

#include <ored/configuration/basecorrelationcurveconfig.hpp>

Inheritance diagram for BaseCorrelationCurveConfig:

Public Member Functions
Constructors/Destructors
	BaseCorrelationCurveConfig ()
	Default constructor.
	BaseCorrelationCurveConfig (const string &curveID, const string &curveDescription, const vector< string > &detachmentPoints, const vector< string > &terms, QuantLib::Size settlementDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention businessDayConvention, QuantLib::DayCounter dayCounter, bool extrapolate, const std::string &quoteName="", const QuantLib::Date &startDate=QuantLib::Date(), const QuantLib::Period &indexTerm=0 *QuantLib::Days, boost::optional< QuantLib::DateGeneration::Rule > rule=boost::none, bool adjustForLosses=true)
	Detailed constructor.
Serialisation
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) override
Inspectors
const vector< string > &	terms () const
const vector< string > &	detachmentPoints () const
const Size &	settlementDays () const
const Calendar &	calendar () const
const BusinessDayConvention &	businessDayConvention () const
const DayCounter &	dayCounter () const
const bool &	extrapolate () const
const std::string &	quoteName () const
const QuantLib::Date &	startDate () const
const QuantLib::Period &	indexTerm () const
const boost::optional< QuantLib::DateGeneration::Rule > &	rule () const
const bool &	adjustForLosses () const
const vector< string > &	quotes () override
	Return all the market quotes required for this config.
Public Member Functions inherited from CurveConfig
	CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
	Detailed constructor.
	CurveConfig ()
	Default constructor.
const string &	curveID () const
const string &	curveDescription () const
const set< string > &	requiredCurveIds (const CurveSpec::CurveType &curveType) const
const map< CurveSpec::CurveType, set< string > > &	requiredCurveIds () const
string &	curveID ()
string &	curveDescription ()
set< string > &	requiredCurveIds (const CurveSpec::CurveType &curveType)
map< CurveSpec::CurveType, set< string > > &	requiredCurveIds ()
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.

Setters
vector< string > &	terms ()
vector< string > &	detachmentPoints ()
Size &	settlementDays ()
Calendar &	calendar ()
BusinessDayConvention &	businessDayConvention ()
DayCounter &	dayCounter ()
bool &	extrapolate ()
QuantLib::Period &	indexTerm ()

Additional Inherited Members
Protected Attributes inherited from CurveConfig
string	curveID_
string	curveDescription_
vector< string >	quotes_
map< CurveSpec::CurveType, set< string > >	requiredCurveIds_

Detailed Description

Base Correlation term structure configuration.