Reference manual - version ored_version
Base curve configuration. More...
#include <ored/configuration/curveconfig.hpp>
Public Member Functions | |
Constructors/Destructors | |
| CurveConfig (const string &curveID, const string &curveDescription, const vector< string > "es=vector< string >()) | |
| Detailed constructor. | |
| CurveConfig () | |
| Default constructor. | |
Inspectors | |
| 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 |
| Public Member Functions inherited from XMLSerializable | |
| virtual void | fromXML (XMLNode *node)=0 |
| virtual XMLNode * | toXML (XMLDocument &doc) const =0 |
| 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 |
Setters | |
| 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_ |
| 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. | |
| virtual void | populateRequiredIds () const =0 |
Base curve configuration.
|
virtual |
Return all the market quotes required for this config.
Reimplemented in BaseCorrelationCurveConfig, CorrelationCurveConfig, FXVolatilityCurveConfig, GenericYieldVolatilityCurveConfig, InflationCapFloorVolatilityCurveConfig, and YieldCurveConfig.
