Reference manual - version ored_version
Yield Curve configuration. More...
#include <ored/configuration/yieldcurveconfig.hpp>
Inheritance diagram for YieldCurveConfig:Public Member Functions | |
Constructors/Destructors | |
| YieldCurveConfig () | |
| Default constructor. | |
| YieldCurveConfig (const string &curveID, const string &curveDescription, const string ¤cy, const string &discountCurveID, const vector< boost::shared_ptr< YieldCurveSegment >> &curveSegments, const string &interpolationVariable="Discount", const string &interpolationMethod="LogLinear", const string &zeroDayCounter="A365", bool extrapolation=true, const BootstrapConfig &bootstrapConfig=BootstrapConfig()) | |
| Detailed constructor. | |
| virtual | ~YieldCurveConfig () |
| Default destructor. | |
Serialization | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) override |
Inspectors | |
| const string & | currency () const |
| const string & | discountCurveID () const |
| const vector< boost::shared_ptr< YieldCurveSegment > > & | curveSegments () const |
| const string & | interpolationVariable () const |
| const string & | interpolationMethod () const |
| const string & | zeroDayCounter () const |
| bool | extrapolation () const |
| const BootstrapConfig & | bootstrapConfig () const |
| Public Member Functions inherited from CurveConfig | |
| CurveConfig (const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | |
| Detailed constructor. | |
| CurveConfig () | |
| Default constructor. | |
| const string & | curveID () const |
| const string & | curveDescription () const |
| const set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) const |
| const map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () const |
| string & | curveID () |
| string & | curveDescription () |
| set< string > & | requiredCurveIds (const CurveSpec::CurveType &curveType) |
| map< CurveSpec::CurveType, set< string > > & | requiredCurveIds () |
| 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. | |
Setters | |
| string & | interpolationVariable () |
| string & | interpolationMethod () |
| string & | zeroDayCounter () |
| bool & | extrapolation () |
| void | setBootstrapConfig (const BootstrapConfig &bootstrapConfig) |
| const vector< string > & | quotes () override |
| Return all the market quotes required for this config. | |
Additional Inherited Members | |
| Protected Attributes inherited from CurveConfig | |
| string | curveID_ |
| string | curveDescription_ |
| vector< string > | quotes_ |
| map< CurveSpec::CurveType, set< string > > | requiredCurveIds_ |
Yield Curve configuration.
Wrapper class containing all yield curve segments needed to build a yield curve.
