Inheritance diagram for IborFallbackConfig:

Public Member Functions
	IborFallbackConfig (const bool enableIborFallbacks, const bool useRfrCurveInTodaysMarket, const bool useRfrCurveInSimulationMarket, const std::map< std::string, FallbackData > &fallbacks)

bool	enableIborFallbacks () const

bool	useRfrCurveInTodaysMarket () const

bool	useRfrCurveInSimulationMarket () const

void	addIndexFallbackRule (const string &iborIndex, const FallbackData &fallbackData)

bool	isIndexReplaced (const string &iborIndex, const QuantLib::Date &asof=QuantLib::Date::maxDate()) const

const FallbackData &	fallbackData (const string &iborIndex) const

void	fromXML (XMLNode *node) override

XMLNode *	toXML (XMLDocument &doc) const override

void	clear ()

void	updateSwitchDate (QuantLib::Date targetSwitchDate, const std::string &indexName="")

void	logSwitchDates ()

Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)

void	toFile (const std::string &filename) const

void	fromXMLString (const std::string &xml)
	Parse from XML string.

std::string	toXMLString () const
	Parse from XML string.

Static Public Member Functions
static IborFallbackConfig	defaultConfig ()

Member Function Documentation

◆ updateSwitchDate()

Update switch dates in the configuration to the targetSwitchDate

either for the selected IBOR index only, or for all of them if indexName is left blank
and skipping those where the current switch date is earlier than the target switch date This is to facilitate testing without loading a custom fallback configuration.