IrModelData Class Reference

Linear Gauss Markov Model Parameters. More...

#include <ored/model/irmodeldata.hpp>

Inheritance diagram for IrModelData:

Public Member Functions
	IrModelData (const std::string &name)
	minimal constructor
	IrModelData (const std::string &name, const std::string &qualifier, CalibrationType calibrationType)
	Detailed constructor.
virtual void	clear ()
	Clear list of calibration instruments.
virtual void	reset ()
	Reset member variables to defaults.
Serialisation
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
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/Getters
std::string	name_
std::string	qualifier_
CalibrationType	calibrationType_
const std::string &	name ()
const std::string &	qualifier () const
std::string &	qualifier ()
CalibrationType &	calibrationType ()
virtual std::string	ccy () const

Detailed Description

Linear Gauss Markov Model Parameters.

This class contains the description of a Linear Gauss Markov interest rate model and instructions for how to calibrate it.

Member Function Documentation

clear()

virtual void clear ( )

virtual

Clear list of calibration instruments.

Reimplemented in CrLgmData, HwModelData, IrLgmData, and LgmData.

reset()

virtual void reset ( )

virtual

Reset member variables to defaults.

Reimplemented in CrLgmData, HwModelData, IrLgmData, and LgmData.

fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.