#include <ored/portfolio/basketdata.hpp>
Public Member Functions | |
BasketConstituent () | |
Default constructor. | |
BasketConstituent (const std::string &issuerName, const std::string &creditCurveId, QuantLib::Real notional, const std::string ¤cy, 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 ¤cy, 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) override |
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. | |
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 |
Serializable credit basket data constituent