Reference manual - version ored_version
Serializable object holding leg data. More...
#include <ored/portfolio/legdata.hpp>
Inheritance diagram for LegData:Public Member Functions | |
| LegData () | |
| Default constructor. | |
| LegData (const QuantLib::ext::shared_ptr< LegAdditionalData > &innerLegData, bool isPayer, const string ¤cy, const ScheduleData &scheduleData=ScheduleData(), const string &dayCounter="", const std::vector< double > ¬ionals=std::vector< double >(), const std::vector< string > ¬ionalDates=std::vector< string >(), const string &paymentConvention="F", const bool notionalInitialExchange=false, const bool notionalFinalExchange=false, const bool notionalAmortizingExchange=false, const bool isNotResetXCCY=true, const string &foreignCurrency="", const double foreignAmount=0, const string &fxIndex="", const std::vector< AmortizationData > &amortizationData=std::vector< AmortizationData >(), const string &paymentLag="", const string ¬ionalPaymentLag="", const std::string &paymentCalendar="", const std::vector< std::string > &paymentDates=std::vector< std::string >(), const std::vector< Indexing > &indexing={}, const bool indexingFromAssetLeg=false, const string &lastPeriodDayCounter="") | |
| Constructor with concrete leg data. | |
Serialisation | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) const override |
Inspectors | |
| bool | isPayer () const |
| const string & | currency () const |
| const ScheduleData & | schedule () const |
| const vector< double > & | notionals () const |
| const vector< string > & | notionalDates () const |
| const string & | dayCounter () const |
| const string & | paymentConvention () const |
| bool | notionalInitialExchange () const |
| bool | notionalFinalExchange () const |
| bool | notionalAmortizingExchange () const |
| bool | isNotResetXCCY () const |
| const string & | foreignCurrency () const |
| double | foreignAmount () const |
| const string & | fxIndex () const |
| const string & | paymentLag () const |
| const string & | notionalPaymentLag () const |
| const std::vector< AmortizationData > & | amortizationData () const |
| const std::string & | paymentCalendar () const |
| const string & | legType () const |
| QuantLib::ext::shared_ptr< LegAdditionalData > | concreteLegData () const |
| const std::set< std::string > & | indices () const |
| const std::vector< std::string > & | paymentDates () const |
| const std::vector< Indexing > & | indexing () const |
| const bool | indexingFromAssetLeg () const |
| const string & | lastPeriodDayCounter () const |
| const ScheduleData & | paymentSchedule () const |
| bool | strictNotionalDates () const |
| 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. | |
modifiers | |
| std::set< std::string > | indices_ |
| vector< double > & | notionals () |
| ScheduleData & | schedule () |
| vector< string > & | notionalDates () |
| string & | dayCounter () |
| bool & | isPayer () |
| QuantLib::ext::shared_ptr< LegAdditionalData > & | concreteLegData () |
| std::vector< Indexing > & | indexing () |
| bool & | indexingFromAssetLeg () |
| string & | paymentConvention () |
| std::vector< std::string > & | paymentDates () |
| string & | lastPeriodDayCounter () |
| bool & | strictNotionalDates () |
| virtual QuantLib::ext::shared_ptr< LegAdditionalData > | initialiseConcreteLegData (const string &) |
Serializable object holding leg data.
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protected |
Store the set of ORE index names that appear on this leg.
Take the set appearing in LegAdditionalData::indices() and add on any appearing here. Currently, the only possible extra index appearing at LegData level is fxIndex.
