Credit index reference data, contains a set of index constituents. More...

#include <ored/portfolio/referencedata.hpp>

Inheritance diagram for CreditIndexReferenceDatum:

Public Member Functions
	CreditIndexReferenceDatum (const std::string &name)
	CreditIndexReferenceDatum (const string &id, const QuantLib::Date &validFrom)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
void	add (const CreditIndexConstituent &c)
	Add a constituent. The constituent is not added if already present.
const std::set< CreditIndexConstituent > &	constituents () const
	Get all of the underlying constituents.
const std::string &	indexFamily () const
const std::string &	indexSubFamily () const
void	setIndexFamily (const std::string &indexFamily)
void	setIndexSubFamily (const std::string &indexSubFamily)
Public Member Functions inherited from ReferenceDatum
	ReferenceDatum ()
	Default Constructor.
	ReferenceDatum (const std::string &type, const std::string &id)
	Base class constructor.
	ReferenceDatum (const std::string &type, const std::string &id, const QuantLib::Date &validFrom)
	Base class constructor.
void	setType (const string &type)
	setters
void	setId (const string &id)
void	setValidFrom (const QuantLib::Date &validFrom)
const std::string &	type () const
	getters
const std::string &	id () const
const QuantLib::Date &	validFrom () const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
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

Static Public Attributes
static constexpr const char *	TYPE = "CreditIndex"

Detailed Description

Credit index reference data, contains a set of index constituents.

Member Function Documentation

◆ fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

◆ toXML()

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