EquityMarginLegData Class Reference

Serializable Equity Margin Leg Data. More...

#include <ored/portfolio/equityfxlegdata.hpp>

Inheritance diagram for EquityMarginLegData:

Public Member Functions
	EquityMarginLegData ()
	Default constructor.
	EquityMarginLegData (QuantLib::ext::shared_ptr< ore::data::EquityLegData > &equityLegData, const vector< double > &rates, const vector< string > &rateDates=vector< string >(), const double &initialMarginFactor=QuantExt::Null< double >(), const double &multiplier=QuantExt::Null< double >())
	Constructor.
Inspectors
const QuantLib::ext::shared_ptr< ore::data::EquityLegData >	equityLegData ()
const vector< double > &	rates () const
const vector< string > &	rateDates () const
const double &	initialMarginFactor () const
const double &	multiplier () 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 (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

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

Detailed Description

Serializable Equity Margin Leg Data.

Member Function Documentation

fromXML()

virtual void fromXML ( ore::data::XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual ore::data::XMLNode * toXML ( ore::data::XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.