CounterpartyInformation Class Reference

Counterparty Information. More...

#include <ored/portfolio/counterpartyinformation.hpp>

Inheritance diagram for CounterpartyInformation:

Public Member Functions
	CounterpartyInformation (ore::data::XMLNode *node)
	CounterpartyInformation (std::string counterpartyId, bool isClearingCP=false, CounterpartyCreditQuality creditQuality=CounterpartyCreditQuality::NR, QuantLib::Real baCvaRiskWeight=QuantLib::Null< QuantLib::Real >(), QuantLib::Real saCcrRiskWeight=QuantLib::Null< QuantLib::Real >(), std::string saCvaRiskBucket="")
void	fromXML (ore::data::XMLNode *node) override
	loads NettingSetDefinition object from XML
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
	writes object to XML
const std::string &	counterpartyId () const
	Inspectors.
bool	isClearingCP () const
const CounterpartyCreditQuality &	creditQuality () const
QuantLib::Real	baCvaRiskWeight () const
QuantLib::Real	saCcrRiskWeight () const
const std::string &	saCvaRiskBucket () 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

Detailed Description

Counterparty Information.

This class is a container for information on a counterparty

Member Function Documentation

fromXML()

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

overridevirtual

loads NettingSetDefinition object from XML

Implements XMLSerializable.

toXML()

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

overridevirtual

writes object to XML

Implements XMLSerializable.

counterpartyId()

const std::string & counterpartyId

(

)

const

Inspectors.

returns counterparty Id

isClearingCP()

bool isClearingCP

(

)

const

returns if clearing counterparty

creditQuality()

const CounterpartyCreditQuality & creditQuality

(

)

const

returns counterparty credit quality

baCvaRiskWeight()

QuantLib::Real baCvaRiskWeight

(

)

const

returns BA CVA risk weight

saCcrRiskWeight()

QuantLib::Real saCcrRiskWeight

(

)

const

returns SA CCR risk weight

saCvaRiskBucket()

const std::string & saCvaRiskBucket

(

)

const

returns returns counterparty risk bucket