BondData Class Reference

#include <ored/portfolio/bond.hpp>

Inheritance diagram for BondData:

Public Member Functions
	BondData ()
	Default Contructor.
	BondData (string securityId, Real bondNotional, bool hasCreditRisk=true)
	Constructor to set up a bond from reference data.
	BondData (string issuerId, string creditCurveId, string securityId, string referenceCurveId, string settlementDays, string calendar, string issueDate, LegData &coupons, bool hasCreditRisk=true)
	Constructor for coupon bonds.
	BondData (string issuerId, string creditCurveId, string securityId, string referenceCurveId, string settlementDays, string calendar, string issueDate, const std::vector< LegData > &coupons, bool hasCreditRisk=true)
	Constructor for coupon bonds with multiple phases (represented as legs)
	BondData (string issuerId, string creditCurveId, string securityId, string referenceCurveId, string settlementDays, string calendar, Real faceAmount, string maturityDate, string currency, string issueDate, bool hasCreditRisk=true)
	Constructor for zero bonds, FIXME these can only be set up via this ctor, not via fromXML()
const string &	issuerId () const
	Inspectors.
const string &	creditCurveId () const
const string &	creditGroup () const
const string &	securityId () const
const string &	referenceCurveId () const
const string &	incomeCurveId () const
const string &	volatilityCurveId () const
const string &	settlementDays () const
const string &	calendar () const
const string &	issueDate () const
QuantExt::BondIndex::PriceQuoteMethod	priceQuoteMethod () const
Real	priceQuoteBaseValue () const
const std::vector< LegData > &	coupons () const
const string &	currency () const
Real	bondNotional () const
bool	hasCreditRisk () const
bool	isPayer () const
bool	zeroBond () const
bool	isInflationLinked () const
Real	faceAmount () const
const string &	maturityDate () const
const string &	subType () const
virtual void	fromXML (XMLNode *node) override
	XMLSerializable interface.
virtual XMLNode *	toXML (XMLDocument &doc) override
void	populateFromBondReferenceData (const boost::shared_ptr< BondReferenceDatum > &referenceDatum, const std::string &startDate="", const std::string &endDate="")
	populate data from reference datum and check data for completeness
void	populateFromBondReferenceData (const boost::shared_ptr< ReferenceDataManager > &referenceData, const std::string &startDate="", const std::string &endDate="")
	look up reference datum in ref data manager and populate, check data for completeness
void	checkData () const
	check data for completeness
std::string	isdaBaseProduct () const
	return isda sub type "Single Name", "Index" or throw if sub type can not be mapped
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 BondData FIXME zero bonds are only supported via the third constructor, but not in fromXML()