Serializable Fixed Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for EquityLegData:

Public Member Functions
	EquityLegData ()
	Default constructor.

	EquityLegData (EquityReturnType returnType, Real dividendFactor, EquityUnderlying equityUnderlying, Real initialPrice, bool notionalReset, Natural fixingDays=0, const ScheduleData &valuationSchedule=ScheduleData(), string eqCurrency="", string fxIndex="", Real quantity=Null< Real >(), string initialPriceCurrency="")
	Constructor.

Inspectors
EquityReturnType	returnType () const

string	eqName ()

Real	dividendFactor () const

EquityUnderlying	equityIdentifier () const

Real	initialPrice () const

Natural	fixingDays () const

ScheduleData	valuationSchedule () const

const string &	eqCurrency () const

const string &	fxIndex () const

bool	notionalReset () const

Real	quantity () const

const string &	initialPriceCurrency () 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_

Detailed Description

Serializable Fixed Leg Data.

Public Member Functions