Credit index reference data, contains a set of index constituents. More...
#include <ored/portfolio/referencedata.hpp>
Public Member Functions | |
CreditIndexReferenceDatum (const std::string &name) | |
CreditIndexReferenceDatum (const string &id, const QuantLib::Date &validFrom) | |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (ore::data::XMLDocument &doc) override |
void | add (const CreditIndexConstituent &c) |
Add a constituent. The constituent is not added if already present. | |
const std::set< CreditIndexConstituent > & | constituents () const |
Get all of the underlying constituents. | |
const std::string & | indexFamily () const |
void | setIndexFamily (const std::string &indexFamily) |
Public Member Functions inherited from ReferenceDatum | |
ReferenceDatum () | |
Default Constructor. | |
ReferenceDatum (const std::string &type, const std::string &id) | |
Base class constructor. | |
ReferenceDatum (const std::string &type, const std::string &id, const QuantLib::Date &validFrom) | |
Base class constructor. | |
void | setType (const string &type) |
setters | |
void | setId (const string &id) |
void | setValidFrom (const QuantLib::Date &validFrom) |
const std::string & | type () const |
getters | |
const std::string & | id () const |
const QuantLib::Date & | validFrom () 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. | |
Static Public Attributes | |
static constexpr const char * | TYPE = "CreditIndex" |
Credit index reference data, contains a set of index constituents.