Today's Market Parameters. More...

#include <ored/marketdata/todaysmarketparameters.hpp>

Inheritance diagram for TodaysMarketParameters:

Public Member Functions
	TodaysMarketParameters ()
	Default constructor.
Inspectors
const vector< pair< string, MarketConfiguration > > &	configurations () const
bool	hasConfiguration (const string &configuration) const
bool	hasMarketObject (const MarketObject &o) const
bool	hasMarketObject (const MarketObject o, const string &configuration) const
const map< string, string > &	mapping (const MarketObject o, const string &configuration) const
	EUR => Yield/EUR/EUR6M, USD => Yield/USD/USD3M etc.
map< string, string > &	mappingReference (const MarketObject o, const string &configuration)
	return a mapping reference for modification
vector< string >	curveSpecs (const string &configuration) const
	Build a vector of all the curve specs (may contain duplicates).
string	marketObjectId (const MarketObject o, const string &configuration) const
	Intermediate id for a given market object and configuration, see the description of configurations_ below.
void	clear ()
	Clear the contents.
bool	empty ()
	Check if any parameters.
Setters
void	addConfiguration (const string &name, MarketConfiguration configuration)
void	addMarketObject (const MarketObject o, const string &id, const map< string, string > &assignments)
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

Today's Market Parameters.

This class is a container of instructions (all text) for how to build a market object.

An instance of this object is needed in order to call a TodaysMarket constructor.

Member Function Documentation

◆ fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

◆ toXML()

XMLNode * toXML ( XMLDocument & doc ) const