Serializable object holding option data. More...

#include <ored/portfolio/optiondata.hpp>

Inheritance diagram for OptionData:

Public Member Functions
	OptionData ()
	Default constructor.
	OptionData (string longShort, string callPut, string style, bool payoffAtExpiry, vector< string > exerciseDates, string settlement="Cash", string settlementMethod=std::string(), const PremiumData &premiumData={}, vector< double > exerciseFees=vector< Real >(), vector< double > exercisePrices=vector< Real >(), string noticePeriod=std::string(), string noticeCalendar=std::string(), string noticeConvention=std::string(), const vector< string > &exerciseFeeDates=vector< string >(), const vector< string > &exerciseFeeTypes=vector< string >(), string exerciseFeeSettlementPeriod=std::string(), string exerciseFeeSettlementCalendar=std::string(), string exerciseFeeSettlementConvention=std::string(), string payoffType=std::string(), string payoffType2=std::string(), const QuantLib::ext::optional< bool > &automaticExercise=QuantLib::ext::nullopt, const QuantLib::ext::optional< OptionExerciseData > &exerciseData=QuantLib::ext::nullopt, const QuantLib::ext::optional< OptionPaymentData > &paymentData=QuantLib::ext::nullopt, const bool midCouponExercise=false, const std::string &cashSettlementCurrency=std::string(), const std::string &cashSettlementFxIndex=std::string(), const std::string &cashSettlementFixingDate=std::string())
	Constructor.
Inspectors
const string &	longShort () const
const string &	callPut () const
const string &	payoffType () const
const string &	payoffType2 () const
const string &	style () const
const bool &	payoffAtExpiry () const
const vector< string > &	exerciseDates () const
const ScheduleData &	exerciseDatesSchedule () const
const string &	noticePeriod () const
const string &	noticeCalendar () const
const string &	noticeConvention () const
const string &	settlement () const
const string &	settlementMethod () const
const PremiumData &	premiumData () const
const vector< double > &	exerciseFees () const
const vector< string > &	exerciseFeeDates () const
const vector< string > &	exerciseFeeTypes () const
const string &	exerciseFeeSettlementPeriod () const
const string &	exerciseFeeSettlementCalendar () const
const string &	exerciseFeeSettlementConvention () const
const vector< double > &	exercisePrices () const
QuantLib::ext::optional< bool >	automaticExercise () const
const QuantLib::ext::optional< OptionExerciseData > &	exerciseData () const
const QuantLib::ext::optional< OptionPaymentData > &	paymentData () const
const bool	midCouponExercise () const
const string &	cashSettlementCurrency () const
const string &	cashSettlementFxIndex () const
const string &	cashSettlementFixingDate () const
Setters
void	setExerciseDates (const std::vector< std::string > &exerciseDates)
void	setExerciseDates (const ScheduleData &exerciseDatesSchedule)
void	setAutomaticExercise (bool automaticExercise)
void	setPaymentData (const OptionPaymentData &paymentData)
void	setCallPut (const string &callPut)
void	setLongShort (const std::string &longShort)
void	setStyle (const std::string &style)
void	setPayoffAtExpiry (const bool payoffAtExpiry)
void	setNoticePeriod (const std::string &noticePeriod)
void	setSettlement (const std::string &settlement)
void	setCashSettlementCurrency (const std::string &cashSettlementCurrency)
void	setCashSettlementFxIndex (const std::string &cashSettlementFxIndex)
void	setCashSettlementFixingDate (const std::string &cashSettlementFixingDate)
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
bool	isAutomaticExercise () const
	Automatic exercise assumed false if not explicitly provided.

Detailed Description

Serializable object holding option data.

Member Function Documentation

◆ fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

◆ toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const