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Public Member Functions | List of all members
EquityForwardQuote Class Reference

Equity forward data class. More...

#include <ored/marketdata/marketdatum.hpp>

+ Inheritance diagram for EquityForwardQuote:

Public Member Functions

 EquityForwardQuote (Real value, Date asofDate, const string &name, QuoteType quoteType, string equityName, string ccy, const Date &expiryDate)
 Constructor.
 
boost::shared_ptr< MarketDatumclone () override
 Make a copy of the market datum.
 
- Public Member Functions inherited from MarketDatum
 MarketDatum (Real value, Date asofDate, const string &name, QuoteType quoteType, InstrumentType instrumentType)
 Constructor.
 
virtual ~MarketDatum ()
 Default destructor.
 
const string & name () const
 
const Handle< Quote > & quote () const
 
Date asofDate () const
 
InstrumentType instrumentType () const
 
QuoteType quoteType () const
 

Inspectors

class boost::serialization::access
 Serialization.
 
const string & eqName () const
 
const string & ccy () const
 
const Date & expiryDate () const
 

Additional Inherited Members

- Public Types inherited from MarketDatum
enum class  InstrumentType {
  ZERO , DISCOUNT , MM , MM_FUTURE ,
  OI_FUTURE , FRA , IMM_FRA , IR_SWAP ,
  BASIS_SWAP , BMA_SWAP , CC_BASIS_SWAP , CC_FIX_FLOAT_SWAP ,
  CDS , CDS_INDEX , FX_SPOT , FX_FWD ,
  HAZARD_RATE , RECOVERY_RATE , SWAPTION , CAPFLOOR ,
  FX_OPTION , ZC_INFLATIONSWAP , ZC_INFLATIONCAPFLOOR , YY_INFLATIONSWAP ,
  YY_INFLATIONCAPFLOOR , SEASONALITY , EQUITY_SPOT , EQUITY_FWD ,
  EQUITY_DIVIDEND , EQUITY_OPTION , BOND , BOND_OPTION ,
  INDEX_CDS_OPTION , COMMODITY_SPOT , COMMODITY_FWD , CORRELATION ,
  COMMODITY_OPTION , CPR , RATING , NONE
}
 Supported market instrument types.
 
enum class  QuoteType {
  BASIS_SPREAD , CREDIT_SPREAD , CONV_CREDIT_SPREAD , YIELD_SPREAD ,
  HAZARD_RATE , RATE , RATIO , PRICE ,
  RATE_LNVOL , RATE_NVOL , RATE_SLNVOL , BASE_CORRELATION ,
  SHIFT , TRANSITION_PROBABILITY , NONE
}
 Supported market quote types.
 
- Protected Attributes inherited from MarketDatum
Handle< Quote > quote_
 
Date asofDate_
 
string name_
 
InstrumentType instrumentType_
 
QuoteType quoteType_
 

Detailed Description

Equity forward data class.

This class holds single market points of type

The quote is expected as a forward price