OptionPaymentData Class Reference

#include <ored/portfolio/optionpaymentdata.hpp>

Inheritance diagram for OptionPaymentData:

Public Types
enum class	RelativeTo { Expiry , Exercise }
	When we have payment rules, specifies what date the payment is relative to.

Public Member Functions
	OptionPaymentData ()
	Default constructor.
	OptionPaymentData (const std::vector< std::string > &dates)
	Constructor taking an explicit set of payment dates.
	OptionPaymentData (const std::string &lag, const std::string &calendar, const std::string &convention, const std::string &relativeTo="Expiry")
	Constructor taking a set of payment rules.
bool	rulesBased () const
Inspectors
const std::vector< QuantLib::Date > &	dates () const
QuantLib::Natural	lag () const
const QuantLib::Calendar &	calendar () const
QuantLib::BusinessDayConvention	convention () const
RelativeTo	relativeTo () 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 payment data for cash settled options.

Member Function Documentation

rulesBased()

bool rulesBased

(

)

const

Returns true if the OptionPaymentData was constructed using rules and false if it was constructed using explicit payment dates.

fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.