Reference manual - version ored_version
Serializable object holding option data. More...
#include <ored/portfolio/optiondata.hpp>
Inheritance diagram for OptionData:Public Member Functions | |
| OptionData () | |
| Default constructor. | |
| OptionData (string longShort, string callPut, string style, bool payoffAtExpiry, vector< string > exerciseDates, string settlement="Cash", string settlementMethod="", const PremiumData &premiumData={}, vector< double > exerciseFees=vector< Real >(), vector< double > exercisePrices=vector< Real >(), string noticePeriod="", string noticeCalendar="", string noticeConvention="", const vector< string > &exerciseFeeDates=vector< string >(), const vector< string > &exerciseFeeTypes=vector< string >(), string exerciseFeeSettlementPeriod="", string exerciseFeeSettlementCalendar="", string exerciseFeeSettlementConvention="", string payoffType="", string payoffType2="", const boost::optional< bool > &automaticExercise=boost::none, const boost::optional< OptionExerciseData > &exerciseData=boost::none, const boost::optional< OptionPaymentData > &paymentData=boost::none) | |
| Constructor. | |
Inspectors | |
| const string & | longShort () const |
| const string & | callPut () const |
| const string & | payoffType () const |
| const string & | payoffType2 () const |
| const string & | style () const |
| const bool & | payoffAtExpiry () const |
| const vector< string > & | exerciseDates () const |
| const string & | noticePeriod () const |
| const string & | noticeCalendar () const |
| const string & | noticeConvention () const |
| const string & | settlement () const |
| const string & | settlementMethod () const |
| const PremiumData & | premiumData () const |
| const vector< double > & | exerciseFees () const |
| const vector< string > & | exerciseFeeDates () const |
| const vector< string > & | exerciseFeeTypes () const |
| const string & | exerciseFeeSettlementPeriod () const |
| const string & | exerciseFeeSettlementCalendar () const |
| const string & | exerciseFeeSettlementConvention () const |
| const vector< double > & | exercisePrices () const |
| boost::optional< bool > | automaticExercise () const |
| const boost::optional< OptionExerciseData > & | exerciseData () const |
| const boost::optional< OptionPaymentData > & | paymentData () const |
Setters | |
| void | setExerciseDates (const std::vector< std::string > &exerciseDates) |
| void | setAutomaticExercise (bool automaticExercise) |
| void | setPaymentData (const OptionPaymentData &paymentData) |
| void | setCallPut (const string &callPut) |
| void | setLongShort (const std::string &longShort) |
| void | setStyle (const std::string &style) |
| void | setPayoffAtExpiry (const bool payoffAtExpiry) |
| void | setNoticePeriod (const std::string ¬icePeriod) |
| void | setSettlement (const std::string &settlement) |
| 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. | |
Serialisation | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) override |
| bool | isAutomaticExercise () const |
| Automatic exercise assumed false if not explicitly provided. | |
Serializable object holding option data.
