FutureContinuationExpiry Class Reference

#include <ored/marketdata/expiry.hpp>

Inheritance diagram for FutureContinuationExpiry:

Public Member Functions
	FutureContinuationExpiry (QuantLib::Natural expiryIndex=1)
	Constructor with optional explicit future continuation index.
QuantLib::Natural	expiryIndex () const
	Return the future continuation expiry index.
void	fromString (const std::string &strIndex) override
std::string	toString () const override

Protected Member Functions
bool	equal_to (const Expiry &other) const override
	Override in derived classes to compare specific expiries.

Friends
class	boost::serialization::access
	Serialization.

Detailed Description

Expiry represented by a future continuation index

Member Function Documentation

fromString()

void fromString ( const std::string &  strIndex )

overridevirtual

Populate FutureContinuationExpiry object from strIndex which should be of the form c<Index> where Index is a positive integer. An exception is thrown if strIndex is not of this form.

Implements Expiry.

toString()

std::string toString ( ) const

overridevirtual

Writes the FutureContinuationExpiry object to string. This returns the string representation of the future continuation index i.e. a string of the form c<Index>.

Implements Expiry.