Reference manual - version ored_version
Inheritance diagram for CrCirData:Public Types | |
| enum class | CalibrationStrategy { CurveAndFlatVol , None } |
Public Member Functions | |
| CrCirData () | |
| Default constructor. | |
| CrCirData (std::string name, std::string currency, CalibrationType calibrationType, CalibrationStrategy calibrationStrategy, Real startValue, Real reversionValue, Real longTermValue, Real volatility, bool relaxedFeller, Real fellerFactor, Real tolerance, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionTerms=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >()) | |
| Detailed constructor. | |
Serialisation | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) const override |
Setters/Getters | |
setter/getter for qualifier in derived classes | |
| std::string & | name () |
| std::string & | currency () |
| CalibrationType & | calibrationType () |
| CalibrationStrategy & | calibrationStrategy () |
| Real & | startValue () |
| Real & | reversionValue () |
| Real & | longTermValue () |
| Real & | volatility () |
| std::vector< std::string > & | optionExpiries () |
| std::vector< std::string > & | optionTerms () |
| std::vector< std::string > & | optionStrikes () |
| bool & | relaxedFeller () |
| Real & | fellerFactor () |
| Real & | tolerance () |
| 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. | |
Operators | |
| bool | operator== (const CrCirData &rhs) |
| bool | operator!= (const CrCirData &rhs) |
