EquityVolatilityCurveConfig Class Reference

Equity volatility structure configuration. More...

#include <ored/configuration/equityvolcurveconfig.hpp>

Inheritance diagram for EquityVolatilityCurveConfig:

Public Member Functions
Constructors/Destructors
	EquityVolatilityCurveConfig ()
	Default constructor.
	EquityVolatilityCurveConfig (const string &curveID, const string &curveDescription, const string &currency, const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &volatilityConfig, const string &equityId=string(), const string &dayCounter="A365", const string &calendar="NullCalendar", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const QuantLib::ext::optional< bool > &preferOutOfTheMoney=QuantLib::ext::nullopt)
	Detailed constructor.
	EquityVolatilityCurveConfig (const string &curveID, const string &curveDescription, const string &currency, const QuantLib::ext::shared_ptr< VolatilityConfig > &volatilityConfig, const string &equityId=string(), const string &dayCounter="A365", const string &calendar="NullCalendar", const OneDimSolverConfig &solverConfig=OneDimSolverConfig(), const QuantLib::ext::optional< bool > &preferOutOfTheMoney=QuantLib::ext::nullopt)
Serialisation
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
Inspectors
const string &	equityId () const
const string &	ccy () const
const string &	dayCounter () const
const string &	calendar () const
const std::vector< QuantLib::ext::shared_ptr< VolatilityConfig > > &	volatilityConfig () const
const string	quoteStem (const std::string &volType) const
void	populateQuotes ()
bool	isProxySurface ()
OneDimSolverConfig	solverConfig () const
const QuantLib::ext::optional< bool > &	preferOutOfTheMoney () const
const ReportConfig &	reportConfig () const
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 &	ccy ()
string &	dayCounter ()

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 volatility structure configuration.

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.