CPILegData Class Reference

Serializable CPI Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for CPILegData:

Public Member Functions
	CPILegData ()
	Default constructor.
	CPILegData (string index, string startDate, double baseCPI, string observationLag, string interpolation, const vector< double > &rates, const vector< string > &rateDates=std::vector< string >(), bool subtractInflationNominal=true, const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), double finalFlowCap=Null< Real >(), double finalFlowFloor=Null< Real >(), bool nakedOption=false, bool subtractInflationNominalCoupons=false)
	Constructor.
Inspectors
const string &	index () const
const string &	startDate () const
double	baseCPI () const
const string &	observationLag () const
const string &	interpolation () const
const std::vector< double > &	rates () const
const std::vector< string > &	rateDates () const
bool	subtractInflationNominal () const
const vector< double > &	caps () const
const vector< string > &	capDates () const
const vector< double > &	floors () const
const vector< string > &	floorDates () const
double	finalFlowCap () const
double	finalFlowFloor () const
bool	nakedOption () const
bool	subtractInflationNominalCoupons () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const LegType &legType, const string &legNodeName, bool isSimmPlainVanillaIrLeg)
	LegAdditionalData (const LegType &legType, bool isSimmPlainVanillaIrLeg)
	LegAdditionalData (const string &, const char *)=delete
const LegType &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () const
const bool	isSimmPlainVanillaIrLeg () const
	check if a x-ccy swap with the leg qualifies for the isda simm exemption treatment
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 (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override

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

Detailed Description

Serializable CPI Leg Data.

Member Function Documentation

fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.