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| IborFallbackConfig (const bool enableIborFallbacks, const bool useRfrCurveInTodaysMarket, const bool useRfrCurveInSimulationMarket, const std::map< std::string, FallbackData > &fallbacks) |
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bool | enableIborFallbacks () const |
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bool | useRfrCurveInTodaysMarket () const |
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bool | useRfrCurveInSimulationMarket () const |
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void | addIndexFallbackRule (const string &iborIndex, const FallbackData &fallbackData) |
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bool | isIndexReplaced (const string &iborIndex, const QuantLib::Date &asof=QuantLib::Date::maxDate()) const |
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const FallbackData & | fallbackData (const string &iborIndex) const |
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void | fromXML (XMLNode *node) override |
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XMLNode * | toXML (XMLDocument &doc) override |
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void | clear () |
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void | updateSwitchDate (QuantLib::Date targetSwitchDate, const std::string &indexName="") |
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void | logSwitchDates () |
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void | fromFile (const std::string &filename) |
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void | toFile (const std::string &filename) |
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void | fromXMLString (const std::string &xml) |
| Parse from XML string.
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std::string | toXMLString () |
| Parse from XML string.
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