EqBsData Class Reference

EQ Model Parameters. More...

#include <ored/model/eqbsdata.hpp>

Public Member Functions
	EqBsData ()
	Default constructor.
	EqBsData (std::string name, std::string currency, CalibrationType calibrationType, bool calibrateSigma, ParamType sigmaType, const std::vector< Time > &sigmaTimes, const std::vector< Real > &sigmaValues, std::vector< std::string > optionExpiries=std::vector< std::string >(), std::vector< std::string > optionStrikes=std::vector< std::string >())
	Detailed constructor.
Setters/Getters
const std::string &	eqName () const
std::string &	eqName ()
std::string &	currency ()
CalibrationType &	calibrationType ()
bool &	calibrateSigma ()
ParamType &	sigmaParamType ()
std::vector< Time > &	sigmaTimes ()
std::vector< Real > &	sigmaValues ()
std::vector< std::string > &	optionExpiries ()
std::vector< std::string > &	optionStrikes ()
Serialisation
void	fromXML (XMLNode *node)
XMLNode *	toXML (XMLDocument &doc)

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

Detailed Description

EQ Model Parameters.

Specification for a EQ model component in the Cross Asset LGM (i.e. lognormal Equity with stochastic IR/FX differential). The specification applies to the volatility component (sigma) of the EQ model only.