Equity curve configuration. More...
#include <ored/configuration/equitycurveconfig.hpp>
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", bool extrapolation=true, const QuantLib::Exercise::Type &exerciseStyle=QuantLib::Exercise::Type::European) | |
Detailed constructor. | |
EquityCurveConfig () | |
Default constructor. | |
Serialisation | |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) 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 | 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) |
void | fromXMLString (const std::string &xml) |
Parse from XML string. | |
std::string | toXMLString () |
Parse from XML string. | |
Setters | |
string & | forecastingCurve () |
Type & | type () |
string & | equitySpotQuoteID () |
string & | dayCountID () |
string & | dividendInterpolationVariable () |
string & | dividendInterpolationMethod () |
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.