YoYLegData Class Reference

Serializable YoY Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for YoYLegData:

Public Member Functions
	YoYLegData ()
	Default constructor.
	YoYLegData (string index, string observationLag, Size fixingDays, const vector< double > &gearings=std::vector< double >(), const vector< string > &gearingDates=std::vector< string >(), const vector< double > &spreads=std::vector< double >(), const vector< string > &spreadDates=std::vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), bool nakedOption=false, bool addInflationNotional=false, bool irregularYoY=false)
	Constructor.
Inspectors
const string	index () const
const string	observationLag () const
Size	fixingDays () const
const std::vector< double > &	gearings () const
const std::vector< string > &	gearingDates () const
const std::vector< double > &	spreads () const
const std::vector< string > &	spreadDates () const
const vector< double > &	caps () const
const vector< string > &	capDates () const
const vector< double > &	floors () const
const vector< string > &	floorDates () const
bool	nakedOption () const
bool	addInflationNotional () const
bool	irregularYoY () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const LegType &legType, const string &legNodeName, bool isSimmPlainVanillaIrLeg)
	LegAdditionalData (const LegType &legType, bool isSimmPlainVanillaIrLeg)
	LegAdditionalData (const string &, const char *)=delete
const LegType &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () const
const bool	isSimmPlainVanillaIrLeg () const
	check if a x-ccy swap with the leg qualifies for the isda simm exemption treatment
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

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable YoY Leg Data.

Member Function Documentation

fromXML()

virtual void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

toXML()

virtual XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.