Reference manual - version ored_version
Serializable Floating Leg Data. More...
#include <ored/portfolio/legdata.hpp>
Inheritance diagram for FloatingLegData:Public Member Functions | |
| FloatingLegData () | |
| Default constructor. | |
| FloatingLegData (const string &index, QuantLib::Size fixingDays, bool isInArrears, const vector< double > &spreads, const vector< string > &spreadDates=vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), const vector< double > &gearings=vector< double >(), const vector< string > &gearingDates=vector< string >(), bool isAveraged=false, bool nakedOption=false, bool hasSubPeriods=false, bool includeSpread=false, QuantLib::Period lookback=0 *Days, const Size rateCutoff=Null< Size >(), bool localCapFloor=false, const boost::optional< Period > &lastRecentPeriod=boost::none, const std::string &lastRecentPeriodCalendar=std::string(), bool telescopicValueDates=false, const std::map< QuantLib::Date, double > &historicalFixings={}) | |
| Constructor. | |
Inspectors | |
| const string & | index () const |
| QuantLib::Size | fixingDays () const |
| QuantLib::Period | lookback () const |
| QuantLib::Size | rateCutoff () const |
| boost::optional< bool > | isInArrears () const |
| bool | isAveraged () const |
| bool | hasSubPeriods () const |
| bool | includeSpread () const |
| const vector< double > & | spreads () const |
| const vector< string > & | spreadDates () const |
| const vector< double > & | caps () const |
| const vector< string > & | capDates () const |
| const vector< double > & | floors () const |
| const vector< string > & | floorDates () const |
| const vector< double > & | gearings () const |
| const vector< string > & | gearingDates () const |
| bool | nakedOption () const |
| bool | localCapFloor () const |
| const boost::optional< Period > & | lastRecentPeriod () const |
| const std::string & | lastRecentPeriodCalendar () const |
| bool | telescopicValueDates () const |
| ScheduleData | fixingSchedule () const |
| ScheduleData | resetSchedule () const |
| const std::map< QuantLib::Date, double > & | historicalFixings () const |
Modifiers | |
| vector< double > & | caps () |
| vector< string > & | capDates () |
| vector< double > & | floors () |
| vector< string > & | floorDates () |
| bool & | nakedOption () |
| bool & | localCapFloor () |
| bool & | telescopicValueDates () |
| 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_ |
Serializable Floating Leg Data.
