Serializable object holding indexing data. More...

#include <ored/portfolio/indexing.hpp>

Inheritance diagram for Indexing:

Public Member Functions
	Indexing (const std::string &index, const string &indexFixingCalendar="", const bool indexIsDirty=false, const bool indexIsRelative=true, const bool indexIsConditionalOnSurvival=true, const Real quantity=1.0, const Real initialFixing=Null< Real >(), const Real initialNotionalFixing=Null< Real >(), const ScheduleData &valuationSchedule=ScheduleData(), const Size fixingDays=0, const string &fixingCalendar="", const string &fixingConvention="", const bool inArrearsFixing=false)
Inspectors
bool	hasData () const
Real	quantity () const
const string &	index () const
const string &	indexFixingCalendar () const
bool	indexIsDirty () const
bool	indexIsRelative () const
bool	indexIsConditionalOnSurvival () const
Real	initialFixing () const
Real	initialNotionalFixing () const
const ScheduleData &	valuationSchedule () const
Size	fixingDays () const
const string &	fixingCalendar () const
const string &	fixingConvention () const
bool	inArrearsFixing () const
Modifiers
Real &	quantity ()
string &	index ()
string &	indexFixingCalendar ()
bool &	indexIsDirty ()
bool &	indexIsRelative ()
bool &	indexIsConditionalOnSurvival ()
Real &	initialFixing ()
Real &	initialNotionalFixing ()
ScheduleData &	valuationSchedule ()
Size &	fixingDays ()
string &	fixingCalendar ()
string &	fixingConvention ()
bool &	inArrearsFixing ()
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

Detailed Description

Serializable object holding indexing data.

Member Function Documentation

◆ fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

◆ toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const