CommodityVolatilityConfig Class Reference

Commodity volatility configuration. More...

#include <ored/configuration/commodityvolcurveconfig.hpp>

Inheritance diagram for CommodityVolatilityConfig:

Public Member Functions
	CommodityVolatilityConfig ()
	Default constructor.
	CommodityVolatilityConfig (const std::string &curveId, const std::string &curveDescription, const std::string &currency, const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &volatilityConfig, const std::string &dayCounter="A365", const std::string &calendar="NullCalendar", const std::string &futureConventionsId="", QuantLib::Natural optionExpiryRollDays=0, const std::string &priceCurveId="", const std::string &yieldCurveId="", const std::string &quoteSuffix="", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const QuantLib::ext::optional< bool > &preferOutOfTheMoney=QuantLib::ext::nullopt)
	Explicit constructor.
Inspectors
const std::string &	currency () const
const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &	volatilityConfig () const
const std::string &	dayCounter () const
const std::string &	calendar () const
const std::string &	futureConventionsId () const
QuantLib::Natural	optionExpiryRollDays () const
const std::string &	priceCurveId () const
const std::string &	yieldCurveId () const
const std::string &	quoteSuffix () const
OneDimSolverConfig	solverConfig () const
const QuantLib::ext::optional< bool > &	preferOutOfTheMoney () const
const ReportConfig &	reportConfig () const
Public Member Functions inherited from CurveConfig
	CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
	Detailed constructor.
	CurveConfig ()
	Default constructor.
const string &	curveID () const
const string &	curveDescription () const
set< string >	requiredCurveIds (const CurveSpec::CurveType &curveType) const
set< string >	requiredNames (const MarketObject o, const std::string &configuration) const
map< CurveSpec::CurveType, set< string > >	requiredCurveIds () const
map< MarketObject, set< string > >	requiredNames (const std::string &configuration) const
map< pair< MarketObject, string >, set< string > >	requiredNames () const
string &	curveID ()
string &	curveDescription ()
void	setRequiredCurveIds (const CurveSpec::CurveType &curveType, const set< string > &ids)
void	setRequiredCurveIds (const map< CurveSpec::CurveType, set< string > > &ids)
void	setRequiredNames (const MarketObject o, const std::string &configuration, const set< string > &ids)
void	setRequiredNames (const map< std::pair< MarketObject, std::string >, set< string > > &ids)
virtual const vector< string > &	quotes ()
	Return all the market quotes required for this config.
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
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Additional Inherited Members
bool	requiredIdsInitialized_ = false
map< CurveSpec::CurveType, set< string > >	requiredCurveIds_
map< std::pair< MarketObject, std::string >, set< string > >	requiredNames_
string	curveID_
string	curveDescription_
vector< string >	quotes_

Detailed Description

Commodity volatility configuration.

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

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

overridevirtual

Implements XMLSerializable.