IndexReferenceDatum Class Reference

Base class for indices - lets see if we can keep this, they might diverge too much... More...

#include <ored/portfolio/referencedata.hpp>

Inheritance diagram for IndexReferenceDatum:

Public Member Functions
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const map< string, double >	underlyings () const
void	setUnderlyings (const std::map< string, double > &data)
void	addUnderlying (const string &name, double weight)
Public Member Functions inherited from ReferenceDatum
	ReferenceDatum ()
	Default Constructor.
	ReferenceDatum (const std::string &type, const std::string &id)
	Base class constructor.
	ReferenceDatum (const std::string &type, const std::string &id, const QuantLib::Date &validFrom)
	Base class constructor.
void	setType (const string &type)
	setters
void	setId (const string &id)
void	setValidFrom (const QuantLib::Date &validFrom)
const std::string &	type () const
	getters
const std::string &	id () const
const QuantLib::Date &	validFrom () const
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.

Protected Member Functions
	IndexReferenceDatum (const string &type, const string &id)
	IndexReferenceDatum (const string &type, const string &id, const QuantLib::Date &validFrom)

Detailed Description

Base class for indices - lets see if we can keep this, they might diverge too much...