Serializable Fixed Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for ZeroCouponFixedLegData:

Public Member Functions
	ZeroCouponFixedLegData ()
	Default constructor.

	ZeroCouponFixedLegData (const vector< double > &rates, const vector< string > &rateDates=vector< string >(), const string &compounding="Compounded", const bool subtractNotional=true)
	Constructor.

Inspectors
const vector< double > &	rates () const

const vector< string > &	rateDates () const

const string &	compounding () const

const bool &	subtractNotional () 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 XMLNode *	toXML (XMLDocument &doc) override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable Fixed Leg Data.

Public Member Functions