XMLSerializable Class Reference

Base class for all serializable classes. More...

#include <ored/utilities/xmlutils.hpp>

Inherited by AdjustmentFactors, AmortizationData, BarrierData, BasicReferenceDataManager, BasketConstituent, BasketData, BondBasket, BondData, BondPositionData, BondReferenceDatum::BondData, BootstrapConfig, CalendarAdjustmentConfig, CalibrationBasket, CalibrationConfiguration, CalibrationInstrument, CboReferenceDatum::CboStructure, CdsReferenceInformation, CommodityFutureConvention::AveragingData, CommodityFutureConvention::OffPeakPowerIndexData, CommodityFutureConvention::ProhibitedExpiry, CommodityPositionData, CommoditySpreadOptionData, CommoditySpreadOptionData::OptionStripData, Convention, Conventions, ConvertibleBondData, ConvertibleBondData::CallabilityData, ConvertibleBondData::CallabilityData::MakeWholeData, ConvertibleBondData::CallabilityData::MakeWholeData::ConversionRatioIncreaseData, ConvertibleBondData::ConversionData, ConvertibleBondData::ConversionData::ContingentConversionData, ConvertibleBondData::ConversionData::ConversionResetData, ConvertibleBondData::ConversionData::ExchangeableData, ConvertibleBondData::ConversionData::FixedAmountConversionData, ConvertibleBondData::ConversionData::MandatoryConversionData, ConvertibleBondData::ConversionData::MandatoryConversionData::PepsData, ConvertibleBondData::DividendProtectionData, CrCirData, CreditDefaultSwapData, CreditDefaultSwapOption::AuctionSettlementInformation, CreditIndexConstituent, CrossAssetModelData, CurrencyConfig, CurveConfig, CurveConfigurations, DefaultCurveConfig::Config, EngineData, Envelope, EquityOptionPositionData, EquityOptionUnderlyingData, EquityPositionData, IborFallbackConfig, Indexing, InstantaneousCorrelations, IrModelData, LegAdditionalData, LegData, LgmReversionTransformation, ModelData, ModelParameter, NettingSetDefinition, NettingSetDetails, NettingSetManager, OneDimSolverConfig, OptionData, OptionExerciseData, OptionPaymentData, Portfolio, PremiumData, PriceSegment, PriceSegment::OffPeakDaily, RangeBound, ReferenceDatum, ReportConfig, ScheduleData, ScheduleDates, ScheduleDerived, ScheduleRules, ScriptLibraryData, ScriptedTradeEventData, ScriptedTradeScriptData, ScriptedTradeScriptData::CalibrationData, ScriptedTradeScriptData::NewScheduleData, ScriptedTradeValueTypeData, TRS::AdditionalCashflowData, TRS::FundingData, TRS::ReturnData, TodaysMarketParameters, Trade, TradeAction, TradeActions, TrancheData, TreasuryLockData, Underlying, UnderlyingBuilder, VolatilityConfig, VolatilityConfigBuilder, and YieldCurveSegment.

Public Member Functions
virtual void	fromXML (XMLNode *node)=0
virtual XMLNode *	toXML (XMLDocument &doc)=0
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.

Detailed Description

Base class for all serializable classes.