EquityLegData Class Reference

Serializable Fixed Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for EquityLegData:

Public Member Functions
	EquityLegData ()
	Default constructor.
	EquityLegData (EquityReturnType returnType, Real dividendFactor, EquityUnderlying equityUnderlying, Real initialPrice, bool notionalReset, Natural fixingDays=0, const ScheduleData &valuationSchedule=ScheduleData(), string eqCurrency="", string fxIndex="", Real quantity=Null< Real >(), string initialPriceCurrency="")
	Constructor.
Inspectors
EquityReturnType	returnType () const
string	eqName ()
Real	dividendFactor () const
EquityUnderlying	equityIdentifier () const
Real	initialPrice () const
Natural	fixingDays () const
ScheduleData	valuationSchedule () const
const string &	eqCurrency () const
const string &	fxIndex () const
bool	notionalReset () const
Real	quantity () const
const string &	initialPriceCurrency () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const LegType &legType, const string &legNodeName, bool isSimmPlainVanillaIrLeg)
	LegAdditionalData (const LegType &legType, bool isSimmPlainVanillaIrLeg)
	LegAdditionalData (const string &, const char *)=delete
const LegType &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () const
const bool	isSimmPlainVanillaIrLeg () const
	check if a x-ccy swap with the leg qualifies for the isda simm exemption treatment
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
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable Fixed Leg Data.

Member Function Documentation

fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.