Reference manual - version ored_version
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 ¤cy, const std::vector< boost::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 "eSuffix="", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const boost::optional< bool > &preferOutOfTheMoney=boost::none) | |
| Explicit constructor. | |
Inspectors | |
| const std::string & | currency () const |
| const std::vector< boost::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 > "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) |
| void | fromXMLString (const std::string &xml) |
| Parse from XML string. | |
| std::string | toXMLString () |
| Parse from XML string. | |
Serialisation | |
| void | fromXML (XMLNode *node) override |
| ore::data::XMLNode * | toXML (ore::data::XMLDocument &doc) override |
Additional Inherited Members | |
| Protected Attributes inherited from CurveConfig | |
| string | curveID_ |
| string | curveDescription_ |
| vector< string > | quotes_ |
| map< CurveSpec::CurveType, set< string > > | requiredCurveIds_ |
Commodity volatility configuration.
