#include <ored/model/inflation/inflationmodeldata.hpp>

Inheritance diagram for InflationModelData:

Public Member Functions
	InflationModelData ()
	Default constructor. The currency and inflation index are empty.

	InflationModelData (CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets, const std::string &currency, const std::string &index, const bool ignoreDuplicateCalibrationExpiryTimes)

Inspectors
const std::string &	currency () const

const std::string &	index () const

bool	ignoreDuplicateCalibrationExpiryTimes () const

Public Member Functions inherited from ModelData
	ModelData ()
	Default constructor.

	ModelData (CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets)
	Detailed constructor.

CalibrationType	calibrationType () const

const std::vector< CalibrationBasket > &	calibrationBaskets () const

void	fromXML (XMLNode *node) override

Public Member Functions inherited from XMLSerializable
virtual XMLNode *	toXML (XMLDocument &doc)=0

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
void	fromXML (XMLNode *node) override

void	append (XMLDocument &doc, XMLNode *node) override
	Method used by toXML in derived classes to add the members here to a node.

Additional Inherited Members
Protected Member Functions inherited from ModelData
Protected Attributes inherited from ModelData
std::vector< CalibrationBasket >	calibrationBaskets_

Detailed Description

Abstract base class for holding inflation model data.

Constructor & Destructor Documentation

InflationModelData	(	CalibrationType	calibrationType,
		const std::vector< CalibrationBasket > &	calibrationBaskets,
		const std::string &	currency,
		const std::string &	index,
		const bool	ignoreDuplicateCalibrationExpiryTimes
	)

Detailed constructor populating the currency and inflation index.

Parameters

calibrationType	the type of model calibration.
calibrationBaskets	the calibration baskets for the model.
currency	the currency of the inflation model.
index	the name of the inflation index being modeled.
ignoreDuplicateCalibrationExpiryTimes	if true, a calibration instrument with an expiry time equal to that of a previously added instrument is skipped. If false, an error is thrown if such an instrument is found. Notice that two instruments with different option expiry dates can still have the same expiry time due to the way dates are converted to times for inflation instruments.