Reference manual - version ored_version
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 |
| boost::shared_ptr< YieldCurveConfig > | yieldCurveConfig (const string &curveID) const |
| bool | hasFxVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< FXVolatilityCurveConfig > | fxVolCurveConfig (const string &curveID) const |
| bool | hasSwaptionVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< SwaptionVolatilityCurveConfig > | swaptionVolCurveConfig (const string &curveID) const |
| bool | hasYieldVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< YieldVolatilityCurveConfig > | yieldVolCurveConfig (const string &curveID) const |
| bool | hasCapFloorVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< CapFloorVolatilityCurveConfig > | capFloorVolCurveConfig (const string &curveID) const |
| bool | hasDefaultCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< DefaultCurveConfig > | defaultCurveConfig (const string &curveID) const |
| bool | hasCdsVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< CDSVolatilityCurveConfig > | cdsVolCurveConfig (const string &curveID) const |
| bool | hasBaseCorrelationCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< BaseCorrelationCurveConfig > | baseCorrelationCurveConfig (const string &curveID) const |
| bool | hasInflationCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< InflationCurveConfig > | inflationCurveConfig (const string &curveID) const |
| bool | hasInflationCapFloorVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< InflationCapFloorVolatilityCurveConfig > | inflationCapFloorVolCurveConfig (const string &curveID) const |
| bool | hasEquityCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< EquityCurveConfig > | equityCurveConfig (const string &curveID) const |
| bool | hasEquityVolCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< EquityVolatilityCurveConfig > | equityVolCurveConfig (const string &curveID) const |
| bool | hasSecurityConfig (const std::string &curveID) const |
| boost::shared_ptr< SecurityConfig > | securityConfig (const string &curveID) const |
| bool | hasFxSpotConfig (const std::string &curveID) const |
| boost::shared_ptr< FXSpotConfig > | fxSpotConfig (const string &curveID) const |
| bool | hasCommodityCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< CommodityCurveConfig > | commodityCurveConfig (const std::string &curveID) const |
| bool | hasCommodityVolatilityConfig (const std::string &curveID) const |
| boost::shared_ptr< CommodityVolatilityConfig > | commodityVolatilityConfig (const std::string &curveID) const |
| bool | hasCorrelationCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< CorrelationCurveConfig > | correlationCurveConfig (const std::string &curveID) const |
| boost::shared_ptr< CurveConfigurations > | minimalCurveConfig (const boost::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const |
| std::set< string > | quotes (const boost::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const |
| std::set< string > | quotes () const |
| std::set< string > | conventions (const boost::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 boost::shared_ptr< CurveConfig > &config) |
| bool | has (const CurveSpec::CurveType &type, const string &curveId) const |
| const boost::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) |
| void | fromXMLString (const std::string &xml) |
| Parse from XML string. | |
| std::string | toXMLString () |
| Parse from XML string. | |
Serialisation | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) override |
Container class for all Curve Configurations.
| std::set<string> quotes | ( | const boost::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.
| std::set<string> yieldCurveConfigIds | ( | ) |
Return the Yields curves available
| 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
| void addAdditionalCurveConfigs | ( | const CurveConfigurations & | c | ) |
add curve configs from given container that are not present in this container
