#include <ored/portfolio/fixingdates.hpp>

Inheritance diagram for FixingDateGetter:

Public Member Functions
	FixingDateGetter (RequiredFixings &requiredFixings)
	Constructor.

Visitor interface
RequiredFixings &	requiredFixings_

void	visit (QuantLib::CashFlow &c) override

void	visit (QuantLib::FloatingRateCoupon &c) override

void	visit (QuantLib::IborCoupon &c) override

void	visit (QuantLib::CappedFlooredCoupon &c) override

void	visit (QuantLib::IndexedCashFlow &c) override

void	visit (QuantLib::CPICashFlow &c) override

void	visit (QuantLib::CPICoupon &c) override

void	visit (QuantLib::YoYInflationCoupon &c) override

void	visit (QuantExt::NonStandardYoYInflationCoupon &c) override

void	visit (QuantLib::OvernightIndexedCoupon &c) override

void	visit (QuantExt::OvernightIndexedCoupon &c) override

void	visit (QuantExt::CappedFlooredOvernightIndexedCoupon &c) override

void	visit (QuantLib::AverageBMACoupon &c) override

void	visit (QuantExt::CappedFlooredAverageBMACoupon &c) override

void	visit (QuantLib::CmsSpreadCoupon &c) override

void	visit (QuantLib::DigitalCoupon &c) override

void	visit (QuantLib::StrippedCappedFlooredCoupon &c) override

void	visit (QuantExt::AverageONIndexedCoupon &c) override

void	visit (QuantExt::CappedFlooredAverageONIndexedCoupon &c) override

void	visit (QuantExt::EquityCoupon &c) override

void	visit (QuantExt::FloatingRateFXLinkedNotionalCoupon &c) override

void	visit (QuantExt::FXLinkedCashFlow &c) override

void	visit (QuantExt::AverageFXLinkedCashFlow &c) override

void	visit (QuantExt::SubPeriodsCoupon1 &c) override

void	visit (QuantExt::IndexedCoupon &c) override

void	visit (QuantExt::IndexWrappedCashFlow &c) override

void	visit (QuantExt::CmbCoupon &c) override

void	visit (QuantExt::EquityMarginCoupon &c) override

void	visit (QuantExt::CommodityCashFlow &c) override

void	visit (QuantExt::BondTRSCashFlow &c) override

void	visit (QuantExt::TRSCashFlow &c) override

void	setRequireFixingStartDates (const bool b)

void	setAdditionalFxIndex (const QuantLib::ext::shared_ptr< QuantExt::FxIndex > &i)

std::string	oreIndexName (const std::string &qlIndexName) const

Detailed Description

Helper Class that gets relevant fixing dates from coupons and add them to a RequiredFixings instance.

Each type of FloatingRateCoupon that we wish to cover should be added here and a visit method implemented against it.

Member Function Documentation

◆ visit()

void visit ( QuantLib::CPICashFlow & c )

override

Not added in QuantLib so will never be hit automatically! Managed by passing off from IndexedCashFlow.

Public Member Functions

Visitor interface

Detailed Description

Member Function Documentation

◆ visit()