CurrencyHedgedEquityIndexReferenceDatum Class Reference

Inheritance diagram for CurrencyHedgedEquityIndexReferenceDatum:

Classes
struct	HedgeAdjustment
struct	RebalancingDate

Public Member Functions
	CurrencyHedgedEquityIndexReferenceDatum (const string &name)
	CurrencyHedgedEquityIndexReferenceDatum (const string &name, const QuantLib::Date &validFrom)
const std::string &	underlyingIndexName () const
int	referenceDateOffset () const
RebalancingDate::Strategy	rebalancingStrategy () const
HedgeAdjustment::Rule	hedgeAdjustmentRule () const
QuantLib::Calendar	hedgeCalendar () const
const std::map< std::string, std::string > &	fxIndexes () const
const vector< pair< string, double > > &	currencyWeights () const
	Returns the currency weights at the last rebalancing date.
Date	referenceDate (const Date &asof)
Date	rebalancingDate (const Date &asof)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) override
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 = "CurrencyHedgedEquityIndex"