YoYCapFloor Class Reference

#include <ored/model/calibrationinstruments/yoycapfloor.hpp>

Inheritance diagram for YoYCapFloor:

Public Member Functions
	YoYCapFloor ()
	Default constructor.
	YoYCapFloor (QuantLib::YoYInflationCapFloor::Type type, const QuantLib::Period &tenor, const QuantLib::ext::shared_ptr< BaseStrike > &strike)
	Detailed constructor.
Inspectors
QuantLib::YoYInflationCapFloor::Type	type () const
const QuantLib::Period &	tenor () const
const QuantLib::ext::shared_ptr< BaseStrike > &	strike () const
Public Member Functions inherited from CalibrationInstrument
	CalibrationInstrument (const std::string &instrumentType)
	Constructor.
virtual	~CalibrationInstrument ()
	Destructor.
const std::string &	instrumentType () 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

Additional Inherited Members
std::string	instrumentType_

Detailed Description

Class for holding details of a year on year inflation cap floor calibration instrument.

Member Function Documentation

fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.