#include <ored/portfolio/tlockdata.hpp>
Public Member Functions | |
TreasuryLockData () | |
Default constructor. | |
TreasuryLockData (bool payer, const BondData &bondData, Real referenceRate, string dayCounter, string terminationDate, int paymentGap, string paymentCalendar) | |
Constructor that takes an explicit creditCurveId . | |
bool | empty () const |
bool | payer () const |
BondData & | bondData () |
const BondData & | bondData () const |
const BondData & | originalBondData () const |
Real | referenceRate () const |
const string & | dayCounter () const |
const string & | terminationDate () const |
int | paymentGap () const |
const string & | paymentCalendar () const |
virtual void | fromXML (XMLNode *node) override |
XMLSerializable interface. | |
virtual XMLNode * | toXML (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. | |
Serializable credit default swap data