InstantaneousCorrelations Class Reference

InstantaneousCorrelations. More...

#include <ored/model/crossassetmodeldata.hpp>

Inheritance diagram for InstantaneousCorrelations:

Public Member Functions
Constructors
	InstantaneousCorrelations ()
	Default constructor.
	InstantaneousCorrelations (const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote >> &correlations)
	Detailed constructor.
Serialisation
virtual void	fromXML (XMLNode *node) override
	Populate members from XML.
virtual XMLNode *	toXML (XMLDocument &doc) override
	Write class members to XML.
Getters
const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote > > &	correlations () const
void	clear ()
	Clear all vectors and maps.
Setters
void	correlations (const std::map< CorrelationKey, QuantLib::Handle< QuantLib::Quote >> &corrs)
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.

Operators
bool	operator== (const InstantaneousCorrelations &rhs)
bool	operator!= (const InstantaneousCorrelations &rhs)

Detailed Description

InstantaneousCorrelations.

InstantaneousCorrelations is a class to store the correlations required by the CrossAssetModelData class