Reference manual - version ored_version
#include <ored/portfolio/optionpaymentdata.hpp>
Inheritance diagram for OptionPaymentData:Public Types | |
| enum class | RelativeTo { Expiry , Exercise } |
| When we have payment rules, specifies what date the payment is relative to. | |
Public Member Functions | |
| OptionPaymentData () | |
| Default constructor. | |
| OptionPaymentData (const std::vector< std::string > &dates) | |
| Constructor taking an explicit set of payment dates. | |
| OptionPaymentData (const std::string &lag, const std::string &calendar, const std::string &convention, const std::string &relativeTo="Expiry") | |
| Constructor taking a set of payment rules. | |
| bool | rulesBased () const |
Inspectors | |
| const std::vector< QuantLib::Date > & | dates () const |
| QuantLib::Natural | lag () const |
| const QuantLib::Calendar & | calendar () const |
| QuantLib::BusinessDayConvention | convention () const |
| RelativeTo | relativeTo () 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 XMLNode * | toXML (XMLDocument &doc) override |
Serializable object holding option payment data for cash settled options.
| bool rulesBased | ( | ) | const |
Returns true if the OptionPaymentData was constructed using rules and false if it was constructed using explicit payment dates.
