Linear Gauss Markov Model Parameters. More...
#include <ored/model/irmodeldata.hpp>
Public Member Functions | |
IrModelData (const std::string &name) | |
minimal constructor | |
IrModelData (const std::string &name, const std::string &qualifier, CalibrationType calibrationType) | |
Detailed constructor. | |
virtual void | clear () |
Clear list of calibration instruments. | |
virtual void | reset () |
Reset member variables to defaults. | |
Serialisation | |
virtual void | fromXML (XMLNode *node) override |
virtual XMLNode * | toXML (XMLDocument &doc) override |
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. | |
Setters/Getters | |
std::string | name_ |
std::string | qualifier_ |
CalibrationType | calibrationType_ |
const std::string & | name () |
std::string & | qualifier () |
CalibrationType & | calibrationType () |
virtual std::string | ccy () const |
Linear Gauss Markov Model Parameters.
This class contains the description of a Linear Gauss Markov interest rate model and instructions for how to calibrate it.