Equity volatility structure configuration. More...
#include <ored/configuration/equityvolcurveconfig.hpp>
Public Member Functions | |
Constructors/Destructors | |
EquityVolatilityCurveConfig () | |
Default constructor. | |
EquityVolatilityCurveConfig (const string &curveID, const string &curveDescription, const string ¤cy, const std::vector< boost::shared_ptr< VolatilityConfig >> &volatilityConfig, const string &dayCounter="A365", const string &calendar="NullCalendar", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const boost::optional< bool > &preferOutOfTheMoney=boost::none) | |
Detailed constructor. | |
EquityVolatilityCurveConfig (const string &curveID, const string &curveDescription, const string ¤cy, const boost::shared_ptr< VolatilityConfig > &volatilityConfig, const string &dayCounter="A365", const string &calendar="NullCalendar", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const boost::optional< bool > &preferOutOfTheMoney=boost::none) | |
Serialisation | |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) override |
Inspectors | |
const string & | ccy () const |
const string & | dayCounter () const |
const string & | calendar () const |
const std::vector< boost::shared_ptr< VolatilityConfig > > & | volatilityConfig () const |
const string | quoteStem (const std::string &volType) const |
void | populateQuotes () |
bool | isProxySurface () |
OneDimSolverConfig | solverConfig () const |
const boost::optional< bool > & | preferOutOfTheMoney () const |
const ReportConfig & | reportConfig () const |
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 & | ccy () |
string & | dayCounter () |
Additional Inherited Members | |
Protected Attributes inherited from CurveConfig | |
string | curveID_ |
string | curveDescription_ |
vector< string > | quotes_ |
map< CurveSpec::CurveType, set< string > > | requiredCurveIds_ |
Equity volatility structure configuration.