BGSTrancheData Class Reference

Serializable Tranche for use in Balance Guaranteed Swaps. More...

#include <ored/portfolio/balanceguaranteedswap.hpp>

Inheritance diagram for BGSTrancheData:

Public Member Functions
	BGSTrancheData (const std::string &description, const std::string &securityId, const int seniority, const std::vector< QuantLib::Real > &notionals, const std::vector< std::string > &notionalDates)
Inspectors
const std::string &	description () const
const std::string &	securityId () const
int	seniority () const
const std::vector< QuantLib::Real > &	notionals () const
const std::vector< std::string > &	notionalDates () 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.
std::string	toXMLStringUnformatted () const

Serialisation
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Serializable Tranche for use in Balance Guaranteed Swaps.

Member Function Documentation

fromXML()

virtual void fromXML ( ore::data::XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual ore::data::XMLNode * toXML ( ore::data::XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.