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| CommodityFloatingLegData () |
| | Default constructor.
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| CommodityFloatingLegData (const std::string &name, CommodityPriceType priceType, const std::vector< QuantLib::Real > &quantities, const std::vector< std::string > &quantityDates, QuantExt::CommodityQuantityFrequency commodityQuantityFrequency=QuantExt::CommodityQuantityFrequency::PerCalculationPeriod, CommodityPayRelativeTo commodityPayRelativeTo=CommodityPayRelativeTo::CalculationPeriodEndDate, const std::vector< QuantLib::Real > &spreads={}, const std::vector< std::string > &spreadDates={}, const std::vector< QuantLib::Real > &gearings={}, const std::vector< std::string > &gearingDates={}, CommodityPricingDateRule pricingDateRule=CommodityPricingDateRule::FutureExpiryDate, const std::string &pricingCalendar=std::string(), QuantLib::Natural pricingLag=0, const std::vector< std::string > &pricingDates={}, bool isAveraged=false, bool isInArrears=true, QuantLib::Integer futureMonthOffset=0, QuantLib::Natural deliveryRollDays=0, bool includePeriodEnd=true, bool excludePeriodStart=true, QuantLib::Natural hoursPerDay=QuantLib::Null< QuantLib::Natural >(), bool useBusinessDays=true, const std::string &tag=std::string(), QuantLib::Natural dailyExpiryOffset=QuantLib::Null< QuantLib::Natural >(), bool unrealisedQuantity=false, QuantLib::Natural lastNDays=QuantLib::Null< QuantLib::Natural >(), std::string fxIndex=std::string(), QuantLib::Natural avgPricePrecision=QuantLib::Null< QuantLib::Natural >()) |
| | Constructor.
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const std::string & | name () const |
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CommodityPriceType | priceType () const |
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const std::vector< QuantLib::Real > & | quantities () const |
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const std::vector< std::string > & | quantityDates () const |
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QuantExt::CommodityQuantityFrequency | commodityQuantityFrequency () const |
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CommodityPayRelativeTo | commodityPayRelativeTo () const |
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const std::vector< QuantLib::Real > & | spreads () const |
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const std::vector< std::string > & | spreadDates () const |
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const std::vector< QuantLib::Real > & | gearings () const |
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const std::vector< std::string > & | gearingDates () const |
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CommodityPricingDateRule | pricingDateRule () const |
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const std::string & | pricingCalendar () const |
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QuantLib::Natural | pricingLag () const |
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const std::vector< std::string > & | pricingDates () const |
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bool | isAveraged () const |
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bool | isInArrears () const |
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QuantLib::Integer | futureMonthOffset () const |
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QuantLib::Natural | deliveryRollDays () const |
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bool | includePeriodEnd () const |
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bool | excludePeriodStart () const |
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QuantLib::Natural | hoursPerDay () const |
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bool | useBusinessDays () const |
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const std::string & | tag () const |
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QuantLib::Natural | dailyExpiryOffset () const |
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bool | unrealisedQuantity () const |
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QuantLib::Natural | lastNDays () const |
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std::string const & | fxIndex () const |
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QuantLib::Natural | avgPricePrecision () const |
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std::string | foreignCurrency () const |
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void | setForeignCurrency (std::string foreignCurrency) |
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| LegAdditionalData (const LegType &legType, const string &legNodeName, bool isSimmPlainVanillaIrLeg) |
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| LegAdditionalData (const LegType &legType, bool isSimmPlainVanillaIrLeg) |
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| LegAdditionalData (const string &, const char *)=delete |
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const LegType & | legType () const |
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const string & | legNodeName () const |
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const std::set< std::string > & | indices () const |
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const bool | isSimmPlainVanillaIrLeg () const |
| | check if a x-ccy swap with the leg qualifies for the isda simm exemption treatment
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void | fromFile (const std::string &filename) |
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void | toFile (const std::string &filename) const |
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void | fromXMLString (const std::string &xml) |
| | Parse from XML string.
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std::string | toXMLString () const |
| | Parse from XML string.
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std::string | toXMLStringUnformatted () const |
