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Reference manual - version ored_version
Public Types | List of all members
EquityCurveConfig Class Reference

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 &currency, const string &calendar, const Type &type, const string &equitySpotQuote, const vector< string > &quotes, const string &dayCountID="", const string &dividendInterpVariable="Zero", const string &dividendInterpMethod="Linear", bool extrapolation=true, const QuantLib::Exercise::Type &exerciseStyle=QuantLib::Exercise::Type::European)
 Detailed constructor.
 
 EquityCurveConfig ()
 Default constructor.
 
Serialisation
void fromXML (XMLNode *node) override
 
XMLNodetoXML (XMLDocument &doc) override
 
Inspectors
const string & forecastingCurve () const
 
const string & currency () const
 
const string & calendar () const
 
const Typetype () const
 
const string & equitySpotQuoteID () const
 
const string & dayCountID () const
 
const string & dividendInterpolationVariable () const
 
const string & dividendInterpolationMethod () 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 > &quotes=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)
 
void fromXMLString (const std::string &xml)
 Parse from XML string.
 
std::string toXMLString ()
 Parse from XML string.
 

Setters

string & forecastingCurve ()
 
Typetype ()
 
string & equitySpotQuoteID ()
 
string & dayCountID ()
 
string & dividendInterpolationVariable ()
 
string & dividendInterpolationMethod ()
 
bool & extrapolation ()
 
QuantLib::Exercise::Type & exerciseStyle ()
 
void setCurrency (const string &currency)
 
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_
 

Detailed Description

Equity curve configuration.