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Reference manual - version ored_version
Public Member Functions | List of all members
ModelParameter Class Reference

#include <ored/model/modelparameter.hpp>

+ Inheritance diagram for ModelParameter:

Public Member Functions

 ModelParameter ()
 Default constructor.
 
 ModelParameter (bool calibrate, ParamType type, std::vector< QuantLib::Time > times, std::vector< QuantLib::Real > values)
 Detailed constructor.
 
Inspectors
bool calibrate () const
 
ParamType type () const
 
const std::vector< QuantLib::Time > & times () const
 
const std::vector< QuantLib::Real > & values () const
 
Setters / Modifiers
void setTimes (std::vector< Real > times)
 
void setValues (std::vector< Real > values)
 
void mult (const Real f)
 
void setCalibrate (const bool b)
 
- Public Member Functions inherited from XMLSerializable
virtual XMLNodetoXML (XMLDocument &doc) const =0
 
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

void fromXML (XMLNode *node) override
 
void append (XMLDocument &doc, XMLNode *node) const
 Method used by toXML in derived classes to add the members here to a node.
 
virtual void check () const
 Perform some checks on the parameters.
 

Detailed Description

Abstract base class for holding model parameter data.