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Reference manual - version ored_version
CDSVolatilityCurveConfig Member List

This is the complete list of members for CDSVolatilityCurveConfig, including all inherited members.

calendar() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
CDSVolatilityCurveConfig()CDSVolatilityCurveConfig
CDSVolatilityCurveConfig(const std::string &curveId, const std::string &curveDescription, const boost::shared_ptr< VolatilityConfig > &volatilityConfig, const std::string &dayCounter="A365", const std::string &calendar="NullCalendar", const std::string &strikeType="", const std::string &quoteName="", QuantLib::Real strikeFactor=1.0, const std::vector< QuantLib::Period > &terms={}, const std::vector< std::string > &termCurves={})CDSVolatilityCurveConfig
CurveConfig(const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())CurveConfig
CurveConfig()CurveConfig
curveDescription() const (defined in CurveConfig)CurveConfig
curveDescription() (defined in CurveConfig)CurveConfig
curveDescription_ (defined in CurveConfig)CurveConfigprotected
curveID() const (defined in CurveConfig)CurveConfig
curveID() (defined in CurveConfig)CurveConfig
curveID_ (defined in CurveConfig)CurveConfigprotected
dayCounter() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfigvirtual
fromXMLString(const std::string &xml)XMLSerializable
quoteName() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
quotes()CurveConfigvirtual
quotes_ (defined in CurveConfig)CurveConfigprotected
requiredCurveIds(const CurveSpec::CurveType &curveType) const (defined in CurveConfig)CurveConfig
requiredCurveIds() const (defined in CurveConfig)CurveConfig
requiredCurveIds(const CurveSpec::CurveType &curveType) (defined in CurveConfig)CurveConfig
requiredCurveIds() (defined in CurveConfig)CurveConfig
requiredCurveIds_ (defined in CurveConfig)CurveConfigprotected
strikeFactor() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
strikeType() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
termCurves() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
terms() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(ore::data::XMLDocument &doc) override (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfigvirtual
toXMLString()XMLSerializable
volatilityConfig() const (defined in CDSVolatilityCurveConfig)CDSVolatilityCurveConfig
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual