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

#include <ored/portfolio/optionexercisedata.hpp>

+ Inheritance diagram for OptionExerciseData:

Public Member Functions

 OptionExerciseData ()
 Default constructor.
 
 OptionExerciseData (const std::string &date, const std::string &price)
 Constructor taking an exercise date and exercise price.
 
Inspectors
const QuantLib::Date & date () const
 
QuantLib::Real price () const
 
- 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 XMLNodetoXML (XMLDocument &doc) override
 

Detailed Description

Serializable object holding option exercise data for options that have been exercised.