Serializable Bond-Basket Data. More...

#include <ored/portfolio/tranche.hpp>

Inheritance diagram for TrancheData:

Public Member Functions
	TrancheData ()
	Default constructor.

	TrancheData (const std::string &name, double icRatio, double ocRatio, const QuantLib::ext::shared_ptr< LegAdditionalData > &concreteLegData)

Inspectors
const std::string	name () const

double	faceAmount ()

double	icRatio ()

double	ocRatio ()

const QuantLib::ext::shared_ptr< LegAdditionalData >	concreteLegData ()

Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)

void	toFile (const std::string &filename) const

void	fromXMLString (const std::string &xml)
	Parse from XML string.

std::string	toXMLString () const
	Parse from XML string.

Serialisation
virtual void	fromXML (XMLNode *node) override

virtual XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Serializable Bond-Basket Data.

Public Member Functions