Reference manual - version ored_version
Serializable Digital CMS Spread Leg Data. More...
#include <ored/portfolio/legdata.hpp>
Inheritance diagram for DigitalCMSSpreadLegData:Public Member Functions | |
| DigitalCMSSpreadLegData () | |
| Default constructor. | |
| DigitalCMSSpreadLegData (const boost::shared_ptr< CMSSpreadLegData > &underlying, Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, const vector< double > callStrikes=vector< double >(), const vector< string > callStrikeDates=vector< string >(), const vector< double > callPayoffs=vector< double >(), const vector< string > callPayoffDates=vector< string >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, const vector< double > putStrikes=vector< double >(), const vector< string > putStrikeDates=vector< string >(), const vector< double > putPayoffs=vector< double >(), const vector< string > putPayoffDates=vector< string >()) | |
| Constructor. | |
Inspectors | |
| const boost::shared_ptr< CMSSpreadLegData > & | underlying () const |
| const Position::Type | callPosition () const |
| const bool | isCallATMIncluded () const |
| const vector< double > | callStrikes () const |
| const vector< double > | callPayoffs () const |
| const vector< string > | callStrikeDates () const |
| const vector< string > | callPayoffDates () const |
| const Position::Type | putPosition () const |
| const bool | isPutATMIncluded () const |
| const vector< double > | putStrikes () const |
| const vector< double > | putPayoffs () const |
| const vector< string > | putStrikeDates () const |
| const vector< string > | putPayoffDates () const |
| Public Member Functions inherited from LegAdditionalData | |
| LegAdditionalData (const string &legType, const string &legNodeName) | |
| LegAdditionalData (const string &legType) | |
| const string & | legType () const |
| const string & | legNodeName () const |
| const std::set< std::string > & | indices () 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. | |
Serialisation | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) override |
Additional Inherited Members | |
| Protected Attributes inherited from LegAdditionalData | |
| std::set< std::string > | indices_ |
Serializable Digital CMS Spread Leg Data.
