Reference manual - version ored_version
Commodity curve configuration. More...
#include <ored/configuration/commoditycurveconfig.hpp>
Inheritance diagram for CommodityCurveConfig:Public Types | |
| enum class | Type { Direct , CrossCurrency , Basis , Piecewise } |
Public Member Functions | |
Constructors | |
| CommodityCurveConfig () | |
| Default constructor. | |
| CommodityCurveConfig (const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::vector< std::string > "es, const std::string &commoditySpotQuote="", const std::string &dayCountId="A365", const std::string &interpolationMethod="Linear", bool extrapolation=true, const std::string &conventionsId="") | |
| Detailed constructor for Direct commodity curve configuration. | |
| CommodityCurveConfig (const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::string &basePriceCurveId, const std::string &baseYieldCurveId, const std::string &yieldCurveId, bool extrapolation=true) | |
| Detailed constructor for CrossCurrency commodity curve configuration. | |
| CommodityCurveConfig (const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::string &basePriceCurveId, const std::string &baseConventionsId, const std::vector< std::string > &basisQuotes, const std::string &basisConventionsId, const std::string &dayCountId="A365", const std::string &interpolationMethod="Linear", bool extrapolation=true, bool addBasis=true, QuantLib::Natural monthOffset=0, bool averageBase=true) | |
| Detailed constructor for Basis commodity curve configuration. | |
| CommodityCurveConfig (const std::string &curveId, const std::string &curveDescription, const std::string ¤cy, const std::vector< PriceSegment > &priceSegments, const std::string &dayCountId="A365", const std::string &interpolationMethod="Linear", bool extrapolation=true, const boost::optional< BootstrapConfig > &bootstrapConfig=boost::none) | |
| Detailed constructor for Piecewise commodity curve configuration. | |
Serialisation | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) const override |
Inspectors | |
| const Type & | type () const |
| const std::string & | currency () const |
| const std::string & | commoditySpotQuoteId () const |
| const std::string & | dayCountId () const |
| const std::string & | interpolationMethod () const |
| const std::string & | basePriceCurveId () const |
| const std::string & | baseYieldCurveId () const |
| const std::string & | yieldCurveId () const |
| bool | extrapolation () const |
| const vector< string > & | fwdQuotes () const |
| const std::string & | conventionsId () const |
| const std::string & | baseConventionsId () const |
| bool | addBasis () const |
| QuantLib::Natural | monthOffset () const |
| bool | averageBase () const |
| bool | priceAsHistFixing () const |
| const std::map< unsigned short, PriceSegment > & | priceSegments () const |
| const boost::optional< BootstrapConfig > & | bootstrapConfig () const |
| Public Member Functions inherited from CurveConfig | |
| CurveConfig (const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | |
| Detailed constructor. | |
| CurveConfig () | |
| Default constructor. | |
| const string & | curveID () const |
| const string & | curveDescription () const |
| const set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) const |
| const map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () const |
| string & | curveID () |
| string & | curveDescription () |
| set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) |
| map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () |
| virtual const vector< string > & | quotes () |
| Return all the market quotes required for this config. | |
| 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. | |
Setters | |
| Type & | type () |
| std::string & | currency () |
| std::string & | commoditySpotQuoteId () |
| std::string & | dayCountId () |
| std::string & | interpolationMethod () |
| std::string & | basePriceCurveId () |
| std::string & | baseYieldCurveId () |
| std::string & | yieldCurveId () |
| bool & | extrapolation () |
| std::string & | conventionsId () |
| std::string & | baseConventionsId () |
| bool & | addBasis () |
| QuantLib::Natural & | monthOffset () |
| bool & | averageBase () |
| bool & | priceAsHistFixing () |
| void | setPriceSegments (const std::map< unsigned short, PriceSegment > &priceSegments) |
| void | setBootstrapConfig (const BootstrapConfig &bootstrapConfig) |
Additional Inherited Members | |
| Protected Attributes inherited from CurveConfig | |
| string | curveID_ |
| string | curveDescription_ |
| vector< string > | quotes_ |
| map< CurveSpec::CurveType, set< string > > | requiredCurveIds_ |
Commodity curve configuration.
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strong |
The type of commodity curve that has been configured:
