Reference manual - version ored_version
Container class for all Curve Configurations. More...
#include <ored/configuration/curveconfigurations.hpp>
Public Member Functions | |
| CurveConfigurations (const QuantLib::ext::shared_ptr< ReferenceDataManager > &refDataManager=nullptr, const QuantLib::ext::shared_ptr< IborFallbackConfig > &iborFallbackConfig=nullptr) | |
| Default constructor. | |
Setters and Getters | |
| const ReportConfig & | reportConfigEqVols () const |
| const ReportConfig & | reportConfigFxVols () const |
| const ReportConfig & | reportConfigCommVols () const |
| const ReportConfig & | reportConfigIrCapFloorVols () const |
| const ReportConfig & | reportConfigIrSwaptionVols () const |
| const ReportConfig & | reportConfigYieldCurves () const |
| const ReportConfig & | reportConfigInflationCapFloorVols () const |
| bool | hasYieldCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< YieldCurveConfig > | yieldCurveConfig (const string &curveID) const |
| bool | hasFxVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< FXVolatilityCurveConfig > | fxVolCurveConfig (const string &curveID) const |
| bool | hasSwaptionVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< SwaptionVolatilityCurveConfig > | swaptionVolCurveConfig (const string &curveID) const |
| bool | hasYieldVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< YieldVolatilityCurveConfig > | yieldVolCurveConfig (const string &curveID) const |
| bool | hasCapFloorVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< CapFloorVolatilityCurveConfig > | capFloorVolCurveConfig (const string &curveID) const |
| bool | hasDefaultCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< DefaultCurveConfig > | defaultCurveConfig (const string &curveID) const |
| bool | hasCdsVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< CDSVolatilityCurveConfig > | cdsVolCurveConfig (const string &curveID) const |
| bool | hasBaseCorrelationCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< BaseCorrelationCurveConfig > | baseCorrelationCurveConfig (const string &curveID) const |
| bool | hasInflationCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< InflationCurveConfig > | inflationCurveConfig (const string &curveID) const |
| bool | hasInflationCapFloorVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< InflationCapFloorVolatilityCurveConfig > | inflationCapFloorVolCurveConfig (const string &curveID) const |
| bool | hasEquityCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< EquityCurveConfig > | equityCurveConfig (const string &curveID) const |
| bool | hasEquityVolCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< EquityVolatilityCurveConfig > | equityVolCurveConfig (const string &curveID) const |
| bool | hasSecurityConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< SecurityConfig > | securityConfig (const string &curveID) const |
| bool | hasFxSpotConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< FXSpotConfig > | fxSpotConfig (const string &curveID) const |
| bool | hasCommodityCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< CommodityCurveConfig > | commodityCurveConfig (const std::string &curveID) const |
| bool | hasCommodityVolatilityConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< CommodityVolatilityConfig > | commodityVolatilityConfig (const std::string &curveID) const |
| bool | hasCorrelationCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< CorrelationCurveConfig > | correlationCurveConfig (const std::string &curveID) const |
| QuantLib::ext::shared_ptr< CurveConfigurations > | minimalCurveConfig (const QuantLib::ext::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const |
| std::set< string > | quotes (const QuantLib::ext::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const |
| std::set< string > | quotes () const |
| std::set< string > | conventions (const QuantLib::ext::shared_ptr< TodaysMarketParameters > todaysMarketParams, const std::set< std::string > &configurations={""}) const |
| std::set< string > | conventions () const |
| std::set< string > | yieldCurveConfigIds () |
| QuantLib::ext::shared_ptr< CurveConfig > | findInflationCurveConfig (const string &id, InflationCurveConfig::Type type) |
| QuantLib::ext::shared_ptr< CurveConfig > | findInflationVolCurveConfig (const string &id, InflationCapFloorVolatilityCurveConfig::Type type) |
| std::map< CurveSpec::CurveType, std::set< string > > | requiredCurveIds (const CurveSpec::CurveType &type, const std::string &curveId) const |
| std::map< MarketObject, std::set< string > > | requiredNames (const CurveSpec::CurveType &type, const std::string &curveId, const std::string &configuration) const |
| std::map< std::pair< MarketObject, std::string >, std::set< string > > | requiredNames (const CurveSpec::CurveType &type, const std::string &curveId) const |
| void | add (const CurveSpec::CurveType &type, const string &curveId, const QuantLib::ext::shared_ptr< CurveConfig > &config) |
| bool | has (const CurveSpec::CurveType &type, const string &curveId) const |
| const QuantLib::ext::shared_ptr< CurveConfig > & | get (const CurveSpec::CurveType &type, const string &curveId) const |
| void | parseAll () |
| void | addAdditionalCurveConfigs (const CurveConfigurations &c) |
| 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 |
| XMLNode * | toXML (XMLDocument &doc) const override |
Container class for all Curve Configurations.
| std::set< string > quotes | ( | const QuantLib::ext::shared_ptr< TodaysMarketParameters > | todaysMarketParams, |
| const std::set< std::string > & | configurations = {""} ) const |
Return the set of quotes that are required by the CurveConfig elements in CurveConfigurations.
The set of quotes required by only those CurveConfig elements appearing in todaysMarketParams for the given configuration(s) is returned.
| std::set< string > yieldCurveConfigIds | ( | ) |
Return the Yields curves available
| QuantLib::ext::shared_ptr< CurveConfig > findInflationCurveConfig | ( | const string & | id, |
| InflationCurveConfig::Type | type ) |
Return an inflation curveconfig based on a name lookup
| std::map< CurveSpec::CurveType, std::set< string > > requiredCurveIds | ( | const CurveSpec::CurveType & | type, |
| const std::string & | curveId ) const |
Return all curve ids required by a given curve id of a given type
| std::map< MarketObject, std::set< string > > requiredNames | ( | const CurveSpec::CurveType & | type, |
| const std::string & | curveId, | ||
| const std::string & | configuration ) const |
Return all names (this is the LHS of tmp assignments) required by a given curve id of a given type in a given market configuration
| void addAdditionalCurveConfigs | ( | const CurveConfigurations & | c | ) |
add curve configs from given container that are not present in this container
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overridevirtual |
Implements XMLSerializable.
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overridevirtual |
Implements XMLSerializable.
