Container class for all Curve Configurations. More...

#include <ored/configuration/curveconfigurations.hpp>

Inheritance diagram for CurveConfigurations:

Public Member Functions
	CurveConfigurations ()
	Default constructor.

Setters and Getters
const ReportConfig &	reportConfigEqVols () const

const ReportConfig &	reportConfigFxVols () const

const ReportConfig &	reportConfigCommVols () const

const ReportConfig &	reportConfigIrCapFloorVols () const

const ReportConfig &	reportConfigIrSwaptionVols () const

bool	hasYieldCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< YieldCurveConfig >	yieldCurveConfig (const string &curveID) const

bool	hasFxVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< FXVolatilityCurveConfig >	fxVolCurveConfig (const string &curveID) const

bool	hasSwaptionVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< SwaptionVolatilityCurveConfig >	swaptionVolCurveConfig (const string &curveID) const

bool	hasYieldVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< YieldVolatilityCurveConfig >	yieldVolCurveConfig (const string &curveID) const

bool	hasCapFloorVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< CapFloorVolatilityCurveConfig >	capFloorVolCurveConfig (const string &curveID) const

bool	hasDefaultCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< DefaultCurveConfig >	defaultCurveConfig (const string &curveID) const

bool	hasCdsVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< CDSVolatilityCurveConfig >	cdsVolCurveConfig (const string &curveID) const

bool	hasBaseCorrelationCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< BaseCorrelationCurveConfig >	baseCorrelationCurveConfig (const string &curveID) const

bool	hasInflationCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< InflationCurveConfig >	inflationCurveConfig (const string &curveID) const

bool	hasInflationCapFloorVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< InflationCapFloorVolatilityCurveConfig >	inflationCapFloorVolCurveConfig (const string &curveID) const

bool	hasEquityCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< EquityCurveConfig >	equityCurveConfig (const string &curveID) const

bool	hasEquityVolCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< EquityVolatilityCurveConfig >	equityVolCurveConfig (const string &curveID) const

bool	hasSecurityConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< SecurityConfig >	securityConfig (const string &curveID) const

bool	hasFxSpotConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< FXSpotConfig >	fxSpotConfig (const string &curveID) const

bool	hasCommodityCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< CommodityCurveConfig >	commodityCurveConfig (const std::string &curveID) const

bool	hasCommodityVolatilityConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< CommodityVolatilityConfig >	commodityVolatilityConfig (const std::string &curveID) const

bool	hasCorrelationCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< CorrelationCurveConfig >	correlationCurveConfig (const std::string &curveID) const

QuantLib::ext::shared_ptr< CurveConfigurations >	minimalCurveConfig (const QuantLib::ext::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const

std::set< string >	quotes (const QuantLib::ext::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const

std::set< string >	quotes () const

std::set< string >	conventions (const QuantLib::ext::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const

std::set< string >	conventions () const

std::set< string >	yieldCurveConfigIds ()

std::map< CurveSpec::CurveType, std::set< string > >	requiredCurveIds (const CurveSpec::CurveType &type, const std::string &curveId) const

void	add (const CurveSpec::CurveType &type, const string &curveId, const QuantLib::ext::shared_ptr< CurveConfig > &config)

bool	has (const CurveSpec::CurveType &type, const string &curveId) const

const QuantLib::ext::shared_ptr< CurveConfig > &	get (const CurveSpec::CurveType &type, const string &curveId) const

void	parseAll ()

void	addAdditionalCurveConfigs (const CurveConfigurations &c)

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.

Serialisation
void	fromXML (XMLNode *node) override

XMLNode *	toXML (XMLDocument &doc) const override

Detailed Description

Container class for all Curve Configurations.

Member Function Documentation

◆ quotes()

std::set<string> quotes	(	const QuantLib::ext::shared_ptr< TodaysMarketParameters >	todaysMarketParams,
		const std::set< std::string > &	configurations = `{""}`
	)		const

Return the set of quotes that are required by the CurveConfig elements in CurveConfigurations.

The set of quotes required by only those CurveConfig elements appearing in todaysMarketParams for the given configuration(s) is returned.

◆ yieldCurveConfigIds()

std::set<string> yieldCurveConfigIds ( )

Return the Yields curves available

◆ requiredCurveIds()

std::map<CurveSpec::CurveType, std::set<string> > requiredCurveIds	(	const CurveSpec::CurveType &	type,
		const std::string &	curveId
	)		const

Return all curve ids required by a given curve id of a given type

◆ addAdditionalCurveConfigs()

void addAdditionalCurveConfigs ( const CurveConfigurations & c )

add curve configs from given container that are not present in this container