EquityCurveConfig Class Reference

Equity curve configuration. More...

#include <ored/configuration/equitycurveconfig.hpp>

Inheritance diagram for EquityCurveConfig:

Public Types
enum class	Type {   DividendYield , ForwardPrice , OptionPremium , NoDividends ,   ForwardDividendPrice }
	Supported equity curve types.

Public Member Functions
Constructors/Destructors
	EquityCurveConfig (const string &curveID, const string &curveDescription, const string &forecastingCurve, const string &currency, const string &calendar, const Type &type, const string &equitySpotQuote, const vector< string > &quotes, const string &dayCountID="", const string &dividendInterpVariable="Zero", const string &dividendInterpMethod="Linear", const bool dividendExtrapolation=false, const bool extrapolation=false, const QuantLib::Exercise::Type &exerciseStyle=QuantLib::Exercise::Type::European)
	Detailed constructor.
	EquityCurveConfig ()
	Default constructor.
Serialisation
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
Inspectors
const string &	forecastingCurve () const
const string &	currency () const
const string &	calendar () const
const Type &	type () const
const string &	equitySpotQuoteID () const
const string &	dayCountID () const
const string &	dividendInterpolationVariable () const
const string &	dividendInterpolationMethod () const
bool	dividendExtrapolation () const
bool	extrapolation () const
const QuantLib::Exercise::Type	exerciseStyle () const
const vector< string > &	fwdQuotes ()
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 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
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.
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

Setters
string &	forecastingCurve ()
Type &	type ()
string &	equitySpotQuoteID ()
string &	dayCountID ()
string &	dividendInterpolationVariable ()
string &	dividendInterpolationMethod ()
bool &	dividendExtrapolation ()
bool &	extrapolation ()
QuantLib::Exercise::Type &	exerciseStyle ()
void	setCurrency (const string &currency)
void	setCalendar (const string &calendar)
void	setOutputType (const Type &type)

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< string >	quotes_

Detailed Description

Equity curve configuration.

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.