Serializable Equity Margin Leg Data. More...
#include <ored/portfolio/equityfxlegdata.hpp>
Public Member Functions | |
EquityMarginLegData () | |
Default constructor. | |
EquityMarginLegData (boost::shared_ptr< ore::data::EquityLegData > &equityLegData, const vector< double > &rates, const vector< string > &rateDates=vector< string >(), const double &initialMarginFactor=QuantExt::Null< double >(), const double &multiplier=QuantExt::Null< double >()) | |
Constructor. | |
Inspectors | |
const boost::shared_ptr< ore::data::EquityLegData > | equityLegData () |
const vector< double > & | rates () const |
const vector< string > & | rateDates () const |
const double & | initialMarginFactor () const |
const double & | multiplier () 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 (ore::data::XMLNode *node) override |
virtual ore::data::XMLNode * | toXML (ore::data::XMLDocument &doc) override |
Additional Inherited Members | |
Protected Attributes inherited from LegAdditionalData | |
std::set< std::string > | indices_ |
Serializable Equity Margin Leg Data.