CrCirData Class Reference

Inheritance diagram for CrCirData:

Public Types
enum class	CalibrationStrategy { CurveAndFlatVol , None }

Public Member Functions
	CrCirData ()
	Default constructor.
	CrCirData (std::string name, std::string currency, CalibrationType calibrationType, CalibrationStrategy calibrationStrategy, Real startValue, Real reversionValue, Real longTermValue, Real volatility, bool relaxedFeller, Real fellerFactor, Real tolerance, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionTerms=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >())
	Detailed constructor.
Serialisation
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
Setters/Getters
setter/getter for qualifier in derived classes
std::string &	name ()
std::string &	currency ()
CalibrationType &	calibrationType ()
CalibrationStrategy &	calibrationStrategy ()
Real &	startValue ()
Real &	reversionValue ()
Real &	longTermValue ()
Real &	volatility ()
std::vector< std::string > &	optionExpiries ()
std::vector< std::string > &	optionTerms ()
std::vector< std::string > &	optionStrikes ()
bool &	relaxedFeller ()
Real &	fellerFactor ()
Real &	tolerance ()
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

Operators
bool	operator== (const CrCirData &rhs)
bool	operator!= (const CrCirData &rhs)

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.