#include <ored/model/modelparameter.hpp>

Inheritance diagram for ReversionParameter:

Public Member Functions
	ReversionParameter ()
	Default constructor.
	ReversionParameter (LgmData::ReversionType reversionType, bool calibrate, ParamType type, std::vector< QuantLib::Time > times, std::vector< QuantLib::Real > values)
	Constructor for piecewise reversion.
	ReversionParameter (LgmData::ReversionType reversionType, bool calibrate, QuantLib::Real value)
	Constructor for constant reversion.
Inspectors
LgmData::ReversionType	reversionType () const
Public Member Functions inherited from ModelParameter
	ModelParameter ()
	Default constructor.
	ModelParameter (bool calibrate, ParamType type, std::vector< QuantLib::Time > times, std::vector< QuantLib::Real > values)
	Detailed constructor.
bool	calibrate () const
ParamType	type () const
const std::vector< QuantLib::Time > &	times () const
const std::vector< QuantLib::Real > &	values () const
void	setTimes (std::vector< Real > times)
void	setValues (std::vector< Real > values)
void	mult (const Real f)
void	setCalibrate (const bool b)
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

Additional Inherited Members
void	append (XMLDocument &doc, XMLNode *node) const
	Method used by toXML in derived classes to add the members here to a node.
virtual void	check () const
	Perform some checks on the parameters.

Detailed Description

Reversion model parameter with specified reversion type.

Note: The reversion type is currently an LGM reversion type. We may want to broaden this in future.

Member Function Documentation

void fromXML ( XMLNode * node )

overridevirtual

Reimplemented from ModelParameter.

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual