Reference manual - version ored_version
Serializable CPI Leg Data. More...
#include <ored/portfolio/legdata.hpp>
Inheritance diagram for CPILegData:Public Member Functions | |
| CPILegData () | |
| Default constructor. | |
| CPILegData (string index, string startDate, double baseCPI, string observationLag, string interpolation, const vector< double > &rates, const vector< string > &rateDates=std::vector< string >(), bool subtractInflationNominal=true, const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), double finalFlowCap=Null< Real >(), double finalFlowFloor=Null< Real >(), bool nakedOption=false, bool subtractInflationNominalCoupons=false) | |
| Constructor. | |
Inspectors | |
| const string & | index () const |
| const string & | startDate () const |
| double | baseCPI () const |
| const string & | observationLag () const |
| const string & | interpolation () const |
| const std::vector< double > & | rates () const |
| const std::vector< string > & | rateDates () const |
| bool | subtractInflationNominal () const |
| const vector< double > & | caps () const |
| const vector< string > & | capDates () const |
| const vector< double > & | floors () const |
| const vector< string > & | floorDates () const |
| double | finalFlowCap () const |
| double | finalFlowFloor () const |
| bool | nakedOption () const |
| bool | subtractInflationNominalCoupons () const |
| 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_ |
Serializable CPI Leg Data.
