BasketConstituent Class Reference

#include <ored/portfolio/basketdata.hpp>

Inheritance diagram for BasketConstituent:

Public Member Functions
	BasketConstituent ()
	Default constructor.
	BasketConstituent (const std::string &issuerName, const std::string &creditCurveId, QuantLib::Real notional, const std::string &currency, const std::string &qualifier, QuantLib::Real priorNotional=QuantLib::Null< QuantLib::Real >(), QuantLib::Real recovery=QuantLib::Null< QuantLib::Real >(), const QuantLib::Date &auctionDate=QuantLib::Date(), const QuantLib::Date &auctionSettlementDate=QuantLib::Date(), const QuantLib::Date &defaultDate=QuantLib::Date(), const QuantLib::Date &eventDeterminationDate=QuantLib::Date())
	Constructor taking an explicit creditCurveId.
	BasketConstituent (const std::string &issuerName, const std::string &creditCurveId, QuantLib::Real weight, const std::string &qualifier, QuantLib::Real priorWeight=QuantLib::Null< QuantLib::Real >(), QuantLib::Real recovery=QuantLib::Null< QuantLib::Real >(), const QuantLib::Date &auctionDate=QuantLib::Date(), const QuantLib::Date &auctionSettlementDate=QuantLib::Date(), const QuantLib::Date &defaultDate=QuantLib::Date(), const QuantLib::Date &eventDeterminationDate=QuantLib::Date())
	Constructor taking an explicit creditCurveId and initialized by weight.
	BasketConstituent (const std::string &issuerName, const ore::data::CdsReferenceInformation &cdsReferenceInfo, QuantLib::Real notional, const std::string &currency, const std::string &qualifier, QuantLib::Real priorNotional=QuantLib::Null< QuantLib::Real >(), QuantLib::Real recovery=QuantLib::Null< QuantLib::Real >(), const QuantLib::Date &auctionDate=QuantLib::Date(), const QuantLib::Date &auctionSettlementDate=QuantLib::Date(), const QuantLib::Date &defaultDate=QuantLib::Date(), const QuantLib::Date &eventDeterminationDate=QuantLib::Date())
	Constructor taking CDS reference information, cdsReferenceInfo.
Serialisation
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename) const
void	fromXMLString (const std::string &xml)
	Parse from XML string.
std::string	toXMLString () const
	Parse from XML string.

Inspectors
const std::string &	issuerName () const
const std::string &	creditCurveId () const
const boost::optional< ore::data::CdsReferenceInformation > &	cdsReferenceInfo () const
QuantLib::Real	notional () const
const std::string &	currency () const
QuantLib::Real	priorNotional () const
QuantLib::Real	recovery () const
QuantLib::Real	weight () const
QuantLib::Real	priorWeight () const
const QuantLib::Date &	auctionDate () const
const QuantLib::Date &	auctionSettlementDate () const
const QuantLib::Date &	defaultDate () const
const QuantLib::Date &	eventDeterminationDate () const
bool	weightInsteadOfNotional () const

Detailed Description

Serializable credit basket data constituent