Reference manual - version ored_version
#include <ored/model/calibrationinstruments/yoycapfloor.hpp>
Inheritance diagram for YoYCapFloor:Public Member Functions | |
| YoYCapFloor () | |
| Default constructor. | |
| YoYCapFloor (QuantLib::YoYInflationCapFloor::Type type, const QuantLib::Period &tenor, const QuantLib::ext::shared_ptr< BaseStrike > &strike) | |
| Detailed constructor. | |
Inspectors | |
| QuantLib::YoYInflationCapFloor::Type | type () const |
| const QuantLib::Period & | tenor () const |
| const QuantLib::ext::shared_ptr< BaseStrike > & | strike () const |
| Public Member Functions inherited from CalibrationInstrument | |
| CalibrationInstrument (const std::string &instrumentType) | |
| Constructor. | |
| virtual | ~CalibrationInstrument () |
| Destructor. | |
| const std::string & | instrumentType () const |
| 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 | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) const override |
Additional Inherited Members | |
| Protected Attributes inherited from CalibrationInstrument | |
| std::string | instrumentType_ |
Class for holding details of a year on year inflation cap floor calibration instrument.
