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Reference manual - version ored_version
List of all members
SecurityConfig Class Reference

Security configuration. More...

#include <ored/configuration/securityconfig.hpp>

+ Inheritance diagram for SecurityConfig:

Public Member Functions

Constructors/Destructors
 SecurityConfig (const string &curveID, const string &curveDescription, const string &spreadQuote="", const string &recoveryQuote="", const string &cprQuote="", const string &priceQuote="")
 Detailed constructor.
 
 SecurityConfig ()
 Default constructor.
 
- Public Member Functions inherited from CurveConfig
 CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
 Detailed constructor.
 
 CurveConfig ()
 Default constructor.
 
const string & curveID () const
 
const string & curveDescription () const
 
const set< string > & requiredCurveIds (const CurveSpec::CurveType &curveType) const
 
const map< CurveSpec::CurveType, set< string > > & requiredCurveIds () const
 
string & curveID ()
 
string & curveDescription ()
 
set< string > & requiredCurveIds (const CurveSpec::CurveType &curveType)
 
map< CurveSpec::CurveType, set< string > > & requiredCurveIds ()
 
virtual const vector< string > & quotes ()
 Return all the market quotes required for this config.
 
- 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.
 

Inspectors

const string & spreadQuote ()
 
const string & recoveryRatesQuote ()
 
const string & cprQuote ()
 
const string & priceQuote ()
 
void fromXML (XMLNode *node) override
 
XMLNodetoXML (XMLDocument &doc) override
 

Additional Inherited Members

- Protected Attributes inherited from CurveConfig
string curveID_
 
string curveDescription_
 
vector< string > quotes_
 
map< CurveSpec::CurveType, set< string > > requiredCurveIds_
 

Detailed Description

Security configuration.