CommodityUnderlying Class Reference

Inheritance diagram for CommodityUnderlying:

Public Member Functions
	CommodityUnderlying ()
	Default Constructor.
	CommodityUnderlying (const std::string &name, const QuantLib::Real weight, const std::string &priceType, const QuantLib::Size futureMonthOffset, const QuantLib::Size deliveryRollDays, const std::string &deliveryRollCalendar)
	Constructor with identifier information.
const std::string &	priceType () const
QuantLib::Size	futureMonthOffset () const
QuantLib::Size	deliveryRollDays () const
const std::string &	deliveryRollCalendar () const
const std::string &	futureContractMonth () const
const std::string &	futureExpiryDate () const
Public Member Functions inherited from Underlying
	Underlying ()
	Default Constructor.
	Underlying (const std::string &type, const std::string &name, const QuantLib::Real weight=QuantLib::Null< QuantLib::Real >())
	Constructor with type, name, weight.
void	setType (const string &type)
void	setName (const string &name)
void	setWeight (const QuantLib::Real weight)
void	setNodeName (const string &nodeName)
void	setBasicUnderlyingNodeName (const string &basicUnderlyingNodeName)
const std::string &	type () const
virtual const std::string &	name () const
Real	weight () 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
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
std::string	type_
std::string	name_
Real	weight_ = QuantLib::Null<QuantLib::Real>()
std::string	nodeName_
std::string	basicUnderlyingNodeName_
bool	isBasic_ = false

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Reimplemented from Underlying.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Reimplemented from Underlying.