InflationCurveConfig Class Reference

Inheritance diagram for InflationCurveConfig:

Public Types
enum class	Type { ZC , YY }
enum class	InterpolationVariable { ZeroRate , PriceIndex }

Public Member Functions
	InflationCurveConfig (const string &curveID, const string &curveDescription, const string &nominalTermStructure, const Type type, const vector< string > &quotes, const string &conventions, const bool extrapolate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, const Frequency &frequency, const Real baseRate, const Real tolerance, const bool useLastAvailableFixingAsBaseDate, const Date &seasonalityBaseDate, const Frequency &seasonalityFrequency, const vector< string > &seasonalityFactors, const vector< double > &overrideSeasonalityFactors=std::vector< double >(), const InterpolationVariable &interpolationVariable=InterpolationVariable::ZeroRate)
	InflationCurveConfig (const string &curveID, const string &curveDescription, const string &nominalTermStructure, const Type type, const std::vector< InflationCurveSegment > &segments, bool extrapolate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, const Frequency &frequency, const Real baseRate, const Real tolerance, const bool useLastAvailableFixingAsBaseDate, const Date &seasonalityBaseDate, const Frequency &seasonalityFrequency, const vector< string > &seasonalityFactors, const vector< double > &overrideSeasonalityFactors=std::vector< double >(), const InterpolationVariable &interpolationVariable=InterpolationVariable::ZeroRate)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
const string &	nominalTermStructure () const
const std::vector< InflationCurveSegment > &	segments () const
InflationCurveConfig::Type	type () const
const bool &	extrapolate () const
const Calendar &	calendar () const
const DayCounter &	dayCounter () const
const Period &	lag () const
const Frequency &	frequency () const
const Real &	baseRate () const
const Real &	tolerance () const
const bool &	useLastAvailableFixingAsBaseDate () const
const InterpolationVariable &	interpolationVariable () const
const std::string	InterpolationMethod () const
const Date &	seasonalityBaseDate () const
const Frequency &	seasonalityFrequency () const
const vector< string > &	seasonalityFactors () const
const vector< double > &	overrideSeasonalityFactors () const
string &	nominalTermStructure ()
bool &	extrapolate ()
Calendar &	calendar ()
DayCounter &	dayCounter ()
Period &	lag ()
Frequency &	frequency ()
Real &	baseRate ()
Real &	tolerance ()
bool &	useLastAvailableFixingAsBaseDate ()
std::string &	interpolationMethod ()
InterpolationVariable &	interpolationVariable ()
Date &	seasonalityBaseDate ()
Frequency &	seasonalityFrequency ()
vector< string > &	seasonalityFactors ()
vector< double > &	overrideSeasonalityFactors ()
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

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_

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.