Commodity volatility configuration. More...

#include <ored/configuration/commodityvolcurveconfig.hpp>

Inheritance diagram for CommodityVolatilityConfig:

Public Member Functions
	CommodityVolatilityConfig ()
	Default constructor.

	CommodityVolatilityConfig (const std::string &curveId, const std::string &curveDescription, const std::string &currency, const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig >> &volatilityConfig, const std::string &dayCounter="A365", const std::string &calendar="NullCalendar", const std::string &futureConventionsId="", QuantLib::Natural optionExpiryRollDays=0, const std::string &priceCurveId="", const std::string &yieldCurveId="", const std::string &quoteSuffix="", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const boost::optional< bool > &preferOutOfTheMoney=boost::none)
	Explicit constructor.

Inspectors
const std::string &	currency () const

const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &	volatilityConfig () const

const std::string &	dayCounter () const

const std::string &	calendar () const

const std::string &	futureConventionsId () const

QuantLib::Natural	optionExpiryRollDays () const

const std::string &	priceCurveId () const

const std::string &	yieldCurveId () const

const std::string &	quoteSuffix () const

OneDimSolverConfig	solverConfig () const

const boost::optional< bool > &	preferOutOfTheMoney () const

const ReportConfig &	reportConfig () const

Public Member Functions inherited from CurveConfig
	CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=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.

Serialisation
void	fromXML (XMLNode *node) override

ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from CurveConfig
string	curveID_

string	curveDescription_

vector< string >	quotes_

map< CurveSpec::CurveType, set< string > >	requiredCurveIds_

Detailed Description

Commodity volatility configuration.

Public Member Functions

Serialisation

Additional Inherited Members

Detailed Description