#include <ored/model/calibrationinstruments/yoyswap.hpp>
Public Member Functions | |
YoYSwap () | |
Default constructor. | |
YoYSwap (const QuantLib::Period &tenor) | |
Detailed constructor. | |
Inspectors | |
const QuantLib::Period & | tenor () 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) |
void | fromXMLString (const std::string &xml) |
Parse from XML string. | |
std::string | toXMLString () |
Parse from XML string. | |
Serialisation | |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) 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.