IborFallbackConfig Class Reference

Inheritance diagram for IborFallbackConfig:

Classes
struct	FallbackData

Public Member Functions
	IborFallbackConfig (const bool enableIborFallbacks, const bool useRfrCurveInTodaysMarket, const bool useRfrCurveInSimulationMarket, const std::map< std::string, FallbackData > &fallbacks)
bool	enableIborFallbacks () const
bool	useRfrCurveInTodaysMarket () const
bool	useRfrCurveInSimulationMarket () const
void	addIndexFallbackRule (const string &iborIndex, const FallbackData &fallbackData)
bool	isIndexReplaced (const string &iborIndex, const QuantLib::Date &asof=QuantLib::Date::maxDate()) const
const FallbackData &	fallbackData (const string &iborIndex) const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
void	clear ()
void	updateSwitchDate (QuantLib::Date targetSwitchDate, const std::string &indexName="")
void	logSwitchDates ()
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

Static Public Member Functions
static IborFallbackConfig	defaultConfig ()

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.

updateSwitchDate()

void updateSwitchDate	(	QuantLib::Date	targetSwitchDate,
		const std::string &	indexName = "" )

Update switch dates in the configuration to the targetSwitchDate

• either for the selected IBOR index only, or for all of them if indexName is left blank
• and skipping those where the current switch date is earlier than the target switch date This is to facilitate testing without loading a custom fallback configuration.