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Reference manual - version ored_version
Public Types | Public Member Functions | List of all members
TRS::FundingData Class Reference
+ Inheritance diagram for TRS::FundingData:

Public Types

enum class  NotionalType { PeriodReset , DailyReset , Fixed }
 

Public Member Functions

 FundingData (const std::vector< LegData > &legData, const std::vector< NotionalType > &notionalType={}, const Size fundingResetGracePeriod=0)
 
const std::vector< LegData > & legData () const
 
std::vector< LegData > & legData ()
 
const std::vector< NotionalType > & notionalType () const
 
std::vector< NotionalType > & notionalType ()
 
QuantLib::Size fundingResetGracePeriod () const
 
QuantLib::Size & fundingResetGracePeriod ()
 
void fromXML (XMLNode *node) override
 
XMLNodetoXML (XMLDocument &doc) override
 
- 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.