CMSLegData Class Reference

Serializable CMS Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for CMSLegData:

Public Member Functions
	CMSLegData ()
	Default constructor.
	CMSLegData (const string &swapIndex, Size fixingDays, bool isInArrears, const vector< double > &spreads, const vector< string > &spreadDates=vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), const vector< double > &gearings=vector< double >(), const vector< string > &gearingDates=vector< string >(), bool nakedOption=false)
	Constructor.
Inspectors
const string &	swapIndex () const
Size	fixingDays () const
bool	isInArrears () const
const vector< double > &	spreads () const
const vector< string > &	spreadDates () const
const vector< double > &	caps () const
const vector< string > &	capDates () const
const vector< double > &	floors () const
const vector< string > &	floorDates () const
const vector< double > &	gearings () const
const vector< string > &	gearingDates () const
bool	nakedOption () const
Modifiers
vector< double > &	caps ()
vector< string > &	capDates ()
vector< double > &	floors ()
vector< string > &	floorDates ()
bool &	nakedOption ()
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)
	LegAdditionalData (const string &legType)
const string &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () const
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.

Serialisation
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable CMS Leg Data.