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Reference manual - version ored_version
DefaultCurveConfig Class Reference

Default curve configuration. More...

#include <ored/configuration/defaultcurveconfig.hpp>

Inheritance diagram for DefaultCurveConfig:

Classes

class  Config

Public Member Functions

 DefaultCurveConfig (const string &curveId, const string &curveDescription, const string &currency, const std::map< int, Config > &configs)
 the curve builder will try to build the configs by ascending key in the map, first success wins
 DefaultCurveConfig (const string &curveID, const string &curveDescription, const string &currency, const Config &config)
 single config ctor
 DefaultCurveConfig ()
 default ctor
Public Member Functions inherited from CurveConfig
 CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
 Detailed constructor.
 CurveConfig ()
 Default constructor.
const stringcurveID () const
const stringcurveDescription () const
set< stringrequiredCurveIds (const CurveSpec::CurveType &curveType) const
set< stringrequiredNames (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
stringcurveID ()
stringcurveDescription ()
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.
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
const stringcurrency () const
const std::map< int, Config > & configs () const

Additional Inherited Members

bool requiredIdsInitialized_ = false
map< CurveSpec::CurveType, set< string > > requiredCurveIds_
map< std::pair< MarketObject, std::string >, set< string > > requiredNames_
string curveID_
string curveDescription_
vector< stringquotes_

Detailed Description

Default curve configuration.

Member Function Documentation

◆ fromXML()

void fromXML ( XMLNode * node)
overridevirtual

Implements XMLSerializable.

◆ toXML()

XMLNode * toXML ( XMLDocument & doc) const
overridevirtual

Implements XMLSerializable.