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Reference manual - version ored_version
Public Member Functions | List of all members
Indexing Class Reference

Serializable object holding indexing data. More...

#include <ored/portfolio/indexing.hpp>

+ Inheritance diagram for Indexing:

Public Member Functions

 Indexing (const std::string &index, const string &indexFixingCalendar="", const bool indexIsDirty=false, const bool indexIsRelative=true, const bool indexIsConditionalOnSurvival=true, const Real quantity=1.0, const Real initialFixing=Null< Real >(), const Real initialNotionalFixing=Null< Real >(), const ScheduleData &valuationSchedule=ScheduleData(), const Size fixingDays=0, const string &fixingCalendar="", const string &fixingConvention="", const bool inArrearsFixing=false)
 
Inspectors
bool hasData () const
 
Real quantity () const
 
const string & index () const
 
const string & indexFixingCalendar () const
 
bool indexIsDirty () const
 
bool indexIsRelative () const
 
bool indexIsConditionalOnSurvival () const
 
Real initialFixing () const
 
Real initialNotionalFixing () const
 
const ScheduleDatavaluationSchedule () const
 
Size fixingDays () const
 
const string & fixingCalendar () const
 
const string & fixingConvention () const
 
bool inArrearsFixing () const
 
Modifiers
Real & quantity ()
 
string & index ()
 
string & indexFixingCalendar ()
 
bool & indexIsDirty ()
 
bool & indexIsRelative ()
 
bool & indexIsConditionalOnSurvival ()
 
Real & initialFixing ()
 
Real & initialNotionalFixing ()
 
ScheduleDatavaluationSchedule ()
 
Size & fixingDays ()
 
string & fixingCalendar ()
 
string & fixingConvention ()
 
bool & inArrearsFixing ()
 
- 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 XMLNodetoXML (XMLDocument &doc) override
 

Detailed Description

Serializable object holding indexing data.