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Reference manual - version ored_version
OptionExerciseData Class Reference

#include <ored/portfolio/optionexercisedata.hpp>

Inheritance diagram for OptionExerciseData:

Public Member Functions

 OptionExerciseData ()
 Default constructor.
 OptionExerciseData (const std::string &date, const std::string &price)
 Constructor taking an exercise date and exercise price.
Inspectors
const QuantLib::Date & date () const
QuantLib::Real price () const
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 option exercise data for options that have been exercised.

Member Function Documentation

◆ fromXML()

virtual void fromXML ( XMLNode * node)
overridevirtual

Implements XMLSerializable.

◆ toXML()

virtual XMLNode * toXML ( XMLDocument & doc) const
overridevirtual

Implements XMLSerializable.