PriceSegment Class Reference

#include <ored/configuration/commoditycurveconfig.hpp>

Inheritance diagram for PriceSegment:

Classes
class	OffPeakDaily
	Class to store quotes used in building daily off-peak power quotes. More...

Public Types
enum class	Type {   Future , AveragingFuture , AveragingSpot , AveragingOffPeakPower ,   OffPeakPowerDaily }
	Type of price segment being represented, i.e. type of instrument in the price segment.

Public Member Functions
Constructors
	PriceSegment ()
	Default constructor.
	PriceSegment (const std::string &type, const std::string &conventionsId, const std::vector< std::string > &quotes, const QuantLib::ext::optional< unsigned short > &priority=QuantLib::ext::nullopt, const QuantLib::ext::optional< OffPeakDaily > &offPeakDaily=QuantLib::ext::nullopt, const std::string &peakPriceCurveId="", const std::string &peakPriceCalendar="")
	Detailed constructor.
Inspectors
Type	type () const
const std::string &	conventionsId () const
const std::vector< std::string > &	quotes () const
const QuantLib::ext::optional< unsigned short > &	priority () const
const QuantLib::ext::optional< OffPeakDaily > &	offPeakDaily () const
const std::string &	peakPriceCurveId () const
const std::string &	peakPriceCalendar () const
bool	empty () 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
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Detailed Description

Class for holding information on a set of instruments used in bootstrapping a piecewise price curve.

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.