#include <ored/model/calibrationbasket.hpp>
Inheritance diagram for CalibrationBasket:Public Member Functions | |
| CalibrationBasket () | |
| Default constructor, empty calibration basket. | |
| CalibrationBasket (const std::vector< QuantLib::ext::shared_ptr< CalibrationInstrument >> &instruments) | |
| Detailed constructor. | |
Inspectors | |
| const std::string & | instrumentType () const |
| const std::vector< QuantLib::ext::shared_ptr< CalibrationInstrument > > & | instruments () const |
| const std::string & | parameter () const |
Public Member Functions inherited from XMLSerializable | |
| void | fromFile (const std::string &filename) |
| void | toFile (const std::string &filename) const |
| void | fromXMLString (const std::string &xml) |
| Parse from XML string. | |
| std::string | toXMLString () const |
| Parse from XML string. | |
Serialisation | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) const override |
| bool | empty () const |
Returns true if the calibration basket is empty. | |
Class for holding calibration instruments of the same type for a model.
If you need to calibrate a model to instruments of different types, use multiple calibration baskets.