ReversionParameter Class Reference

#include <ored/model/modelparameter.hpp>

Inheritance diagram for ReversionParameter:

Public Member Functions
	ReversionParameter ()
	Default constructor.
	ReversionParameter (LgmData::ReversionType reversionType, bool calibrate, ParamType type, const std::vector< QuantLib::Time > &times, const std::vector< QuantLib::Real > &values)
	Constructor for piecewise reversion.
	ReversionParameter (LgmData::ReversionType reversionType, bool calibrate, QuantLib::Real value)
	Constructor for constant reversion.
Inspectors
LgmData::ReversionType	reversionType () const
Public Member Functions inherited from ModelParameter
	ModelParameter ()
	Default constructor.
	ModelParameter (bool calibrate, ParamType type, const std::vector< QuantLib::Time > &times, const std::vector< QuantLib::Real > &values)
	Detailed constructor.
bool	calibrate () const
ParamType	type () const
const std::vector< QuantLib::Time > &	times () const
const std::vector< QuantLib::Real > &	values () 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
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) override

Additional Inherited Members
Protected Member Functions inherited from ModelParameter
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

Reversion model parameter with specified reversion type.

Note

The reversion type is currently an LGM reversion type. We may want to broaden this in future.