Reference manual - version ored_version
Equity curve configuration. More...
#include <ored/configuration/equitycurveconfig.hpp>
Inheritance diagram for EquityCurveConfig:Public Types | |
| enum class | Type { DividendYield , ForwardPrice , OptionPremium , NoDividends , ForwardDividendPrice } |
| Supported equity curve types. | |
Public Member Functions | |
Constructors/Destructors | |
| EquityCurveConfig (const string &curveID, const string &curveDescription, const string &forecastingCurve, const string ¤cy, const string &calendar, const Type &type, const string &equitySpotQuote, const vector< string > "es, const string &dayCountID="", const string ÷ndInterpVariable="Zero", const string ÷ndInterpMethod="Linear", const bool dividendExtrapolation=false, const bool extrapolation=false, const QuantLib::Exercise::Type &exerciseStyle=QuantLib::Exercise::Type::European) | |
| Detailed constructor. | |
| EquityCurveConfig () | |
| Default constructor. | |
Serialisation | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) const override |
Inspectors | |
| const string & | forecastingCurve () const |
| const string & | currency () const |
| const string & | calendar () const |
| const Type & | type () const |
| const string & | equitySpotQuoteID () const |
| const string & | dayCountID () const |
| const string & | dividendInterpolationVariable () const |
| const string & | dividendInterpolationMethod () const |
| bool | dividendExtrapolation () const |
| bool | extrapolation () const |
| const QuantLib::Exercise::Type | exerciseStyle () const |
| const vector< string > & | fwdQuotes () |
| Public Member Functions inherited from CurveConfig | |
| CurveConfig (const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | |
| Detailed constructor. | |
| CurveConfig () | |
| Default constructor. | |
| const string & | curveID () const |
| const string & | curveDescription () const |
| const set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) const |
| const map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () const |
| string & | curveID () |
| string & | curveDescription () |
| set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) |
| map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () |
| virtual const vector< string > & | quotes () |
| Return all the market quotes required for this config. | |
| 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. | |
Setters | |
| string & | forecastingCurve () |
| Type & | type () |
| string & | equitySpotQuoteID () |
| string & | dayCountID () |
| string & | dividendInterpolationVariable () |
| string & | dividendInterpolationMethod () |
| bool & | dividendExtrapolation () |
| bool & | extrapolation () |
| QuantLib::Exercise::Type & | exerciseStyle () |
| void | setCurrency (const string ¤cy) |
| void | setCalendar (const string &calendar) |
Additional Inherited Members | |
| Protected Attributes inherited from CurveConfig | |
| string | curveID_ |
| string | curveDescription_ |
| vector< string > | quotes_ |
| map< CurveSpec::CurveType, set< string > > | requiredCurveIds_ |
Equity curve configuration.
