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Reference manual - version ored_version
Public Member Functions | List of all members
YoYLegData Class Reference

Serializable YoY Leg Data. More...

#include <ored/portfolio/legdata.hpp>

+ Inheritance diagram for YoYLegData:

Public Member Functions

 YoYLegData ()
 Default constructor.
 
 YoYLegData (string index, string observationLag, Size fixingDays, const vector< double > &gearings=std::vector< double >(), const vector< string > &gearingDates=std::vector< string >(), const vector< double > &spreads=std::vector< double >(), const vector< string > &spreadDates=std::vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), bool nakedOption=false, bool addInflationNotional=false, bool irregularYoY=false)
 Constructor.
 
Inspectors
const string index () const
 
const string observationLag () const
 
Size fixingDays () const
 
const std::vector< double > & gearings () const
 
const std::vector< string > & gearingDates () const
 
const std::vector< double > & spreads () const
 
const std::vector< string > & spreadDates () const
 
const vector< double > & caps () const
 
const vector< string > & capDates () const
 
const vector< double > & floors () const
 
const vector< string > & floorDates () const
 
bool nakedOption () const
 
bool addInflationNotional () const
 
bool irregularYoY () const
 
- Public Member Functions inherited from LegAdditionalData
 LegAdditionalData (const string &legType, const string &legNodeName)
 
 LegAdditionalData (const string &legType)
 
const string & legType () const
 
const string & legNodeName () const
 
const std::set< std::string > & indices () const
 
- 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.
 

Serialisation

virtual void fromXML (XMLNode *node) override
 
virtual XMLNodetoXML (XMLDocument &doc) override
 

Additional Inherited Members

- Protected Attributes inherited from LegAdditionalData
std::set< std::string > indices_
 

Detailed Description

Serializable YoY Leg Data.