#include <ored/model/calibrationinstruments/cpicapfloor.hpp>

Inheritance diagram for CpiCapFloor:

Public Member Functions
	CpiCapFloor ()
	Default constructor.

	CpiCapFloor (QuantLib::CapFloor::Type type, const boost::variant< QuantLib::Date, QuantLib::Period > &maturity, const boost::shared_ptr< BaseStrike > &strike)
	Detailed constructor.

Inspectors
QuantLib::CapFloor::Type	type () const

const boost::variant< QuantLib::Date, QuantLib::Period > &	maturity () const

const boost::shared_ptr< BaseStrike > &	strike () const

Public Member Functions inherited from CalibrationInstrument
	CalibrationInstrument (const std::string &instrumentType)
	Constructor.

virtual	~CalibrationInstrument ()
	Destructor.

const std::string &	instrumentType () 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
void	fromXML (XMLNode *node) override

XMLNode *	toXML (XMLDocument &doc) override

Additional Inherited Members
Protected Attributes inherited from CalibrationInstrument
std::string	instrumentType_

Detailed Description

Class for holding details of a CPI cap floor calibration instrument.

Public Member Functions