Today's Market Parameters. More...

#include <ored/marketdata/todaysmarketparameters.hpp>

Inheritance diagram for TodaysMarketParameters:

Public Member Functions
	TodaysMarketParameters ()
	Default constructor.

Inspectors
const vector< pair< string, MarketConfiguration > > &	configurations () const

bool	hasConfiguration (const string &configuration) const

bool	hasMarketObject (const MarketObject &o) const

const map< string, string > &	mapping (const MarketObject o, const string &configuration) const
	EUR => Yield/EUR/EUR6M, USD => Yield/USD/USD3M etc.

map< string, string > &	mappingReference (const MarketObject o, const string &configuration)
	return a mapping reference for modification

vector< string >	curveSpecs (const string &configuration) const
	Build a vector of all the curve specs (may contain duplicates)

string	marketObjectId (const MarketObject o, const string &configuration) const
	Intermediate id for a given market object and configuration, see the description of configurations_ below.

void	clear ()
	Clear the contents.

bool	empty ()
	Check if any parameters.

Setters
void	addConfiguration (const string &name, const MarketConfiguration &configuration)

void	addMarketObject (const MarketObject o, const string &id, const map< string, string > &assignments)

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

Detailed Description

Today's Market Parameters.

This class is a container of instructions (all text) for how to build a market object.

An instance of this object is needed in order to call a TodaysMarket constructor.

Public Member Functions