Serializable object holding indexing data. More...
#include <ored/portfolio/indexing.hpp>
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 ScheduleData & | valuationSchedule () 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 () |
ScheduleData & | valuationSchedule () |
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 XMLNode * | toXML (XMLDocument &doc) override |
Serializable object holding indexing data.