Reference manual - version ored_version
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 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) const |
| void | fromXMLString (const std::string &xml) |
| Parse from XML string. | |
| std::string | toXMLString () const |
| Parse from XML string. | |
Serialisation | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) const override |
Serializable object holding indexing data.
