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) 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) |
void | fromXMLString (const std::string &xml) |
Parse from XML string. | |
std::string | toXMLString () |
Parse from XML string. | |
Operators | |
bool | operator== (const CrCirData &rhs) |
bool | operator!= (const CrCirData &rhs) |