#include <ored/portfolio/bond.hpp>

Inheritance diagram for BondData:

Collaboration diagram for BondData:

Public Member Functions
	BondData ()
	Default Contructor. More...

	BondData (string securityId, Real bondNotional, bool hasCreditRisk=true)
	Constructor to set up a bond from reference data. More...

	BondData (string issuerId, string creditCurveId, string securityId, string referenceCurveId, string settlementDays, string calendar, string issueDate, LegData &coupons, bool hasCreditRisk=true)
	Constructor for coupon bonds. More...

	BondData (string issuerId, string creditCurveId, string securityId, string referenceCurveId, string settlementDays, string calendar, string issueDate, const std::vector< LegData > &coupons, bool hasCreditRisk=true)
	Constructor for coupon bonds with multiple phases (represented as legs) More...

	BondData (string issuerId, string creditCurveId, string securityId, string referenceCurveId, string settlementDays, string calendar, Real faceAmount, string maturityDate, string currency, string issueDate, bool hasCreditRisk=true)
	Constructor for zero bonds, FIXME these can only be set up via this ctor, not via fromXML() More...

const string &	issuerId () const
	Inspectors. More...

const string &	creditCurveId () const

const string &	creditGroup () const

const string &	securityId () const

const string &	referenceCurveId () const

const string &	incomeCurveId () const

const string &	volatilityCurveId () const

const string &	settlementDays () const

const string &	calendar () const

const string &	issueDate () const

QuantExt::BondIndex::PriceQuoteMethod	priceQuoteMethod () const

Real	priceQuoteBaseValue () const

const std::vector< LegData > &	coupons () const

const string &	currency () const

Real	bondNotional () const

bool	hasCreditRisk () const

bool	isPayer () const

bool	zeroBond () const

bool	isInflationLinked () const

Real	faceAmount () const

const string &	maturityDate () const

const string &	subType () const

virtual void	fromXML (XMLNode *node) override
	XMLSerializable interface. More...

virtual XMLNode *	toXML (XMLDocument &doc) const override

void	populateFromBondReferenceData (const QuantLib::ext::shared_ptr< BondReferenceDatum > &referenceDatum, const std::string &startDate="", const std::string &endDate="")
	populate data from reference datum and check data for completeness More...

void	populateFromBondReferenceData (const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData, const std::string &startDate="", const std::string &endDate="")
	look up reference datum in ref data manager and populate, check data for completeness More...

void	checkData () const
	check data for completeness More...

std::string	isdaBaseProduct () const
	return isda sub type "Single Name", "Index" or throw if sub type can not be mapped More...

Public Member Functions inherited from XMLSerializable
virtual	~XMLSerializable ()

virtual void	fromXML (XMLNode *node)=0

virtual XMLNode *	toXML (XMLDocument &doc) const =0

void	fromFile (const std::string &filename)

void	toFile (const std::string &filename) const

void	fromXMLString (const std::string &xml)
	Parse from XML string. More...

std::string	toXMLString () const
	Parse from XML string. More...

Private Member Functions
void	initialise ()

Private Attributes
string	issuerId_

string	creditCurveId_

string	creditGroup_

string	securityId_

string	referenceCurveId_

string	incomeCurveId_

string	volatilityCurveId_

string	settlementDays_

string	calendar_

string	issueDate_

string	priceQuoteMethod_

string	priceQuoteBaseValue_

std::vector< LegData >	coupons_

bool	hasCreditRisk_

Real	faceAmount_

string	maturityDate_

string	currency_

bool	zeroBond_

Real	bondNotional_

bool	isPayer_

bool	isInflationLinked_

string	subType_

Detailed Description

Serializable BondData FIXME zero bonds are only supported via the third constructor, but not in fromXML()

Definition at line 38 of file bond.hpp.

Constructor & Destructor Documentation

◆ BondData() [1/5]

BondData ( )

Default Contructor.

Definition at line 41 of file bond.hpp.

41 : hasCreditRisk_(true),

42 faceAmount_(0.0), zeroBond_(false), bondNotional_(1.0), isPayer_(false), isInflationLinked_(false) {}

ore::data::BondData::faceAmount_

Real faceAmount_

Definition: bond.hpp:139

ore::data::BondData::hasCreditRisk_

bool hasCreditRisk_

Definition: bond.hpp:138

ore::data::BondData::zeroBond_

bool zeroBond_

Definition: bond.hpp:142

ore::data::BondData::isPayer_

bool isPayer_

Definition: bond.hpp:144

ore::data::BondData::bondNotional_

Real bondNotional_

Definition: bond.hpp:143

ore::data::BondData::isInflationLinked_

bool isInflationLinked_

Definition: bond.hpp:145

◆ BondData() [2/5]

BondData	(	string	securityId,
		Real	bondNotional,
		bool	hasCreditRisk = `true`
	)

Constructor to set up a bond from reference data.

Definition at line 45 of file bond.hpp.

46 : securityId_(securityId), hasCreditRisk_(hasCreditRisk), faceAmount_(0.0), zeroBond_(false),

47 bondNotional_(bondNotional), isPayer_(false), isInflationLinked_(false) {}

ore::data::BondData::securityId

const string & securityId() const

Definition: bond.hpp:84

ore::data::BondData::hasCreditRisk

bool hasCreditRisk() const

Definition: bond.hpp:96

ore::data::BondData::securityId_

string securityId_

Definition: bond.hpp:128

ore::data::BondData::bondNotional

Real bondNotional() const

Definition: bond.hpp:95

◆ BondData() [3/5]

BondData	(	string	issuerId,
		string	creditCurveId,
		string	securityId,
		string	referenceCurveId,
		string	settlementDays,
		string	calendar,
		string	issueDate,
		LegData &	coupons,
		bool	hasCreditRisk = `true`
	)

Constructor for coupon bonds.

Definition at line 50 of file bond.hpp.

        : issuerId_(issuerId), creditCurveId_(creditCurveId), securityId_(securityId),
          referenceCurveId_(referenceCurveId), settlementDays_(settlementDays), calendar_(calendar),
          issueDate_(issueDate), coupons_(std::vector<LegData>{coupons}), hasCreditRisk_(hasCreditRisk), faceAmount_(0),
          zeroBond_(false), bondNotional_(1.0) {
        initialise();
    }

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◆ BondData() [4/5]

BondData	(	string	issuerId,
		string	creditCurveId,
		string	securityId,
		string	referenceCurveId,
		string	settlementDays,
		string	calendar,
		string	issueDate,
		const std::vector< LegData > &	coupons,
		bool	hasCreditRisk = `true`
	)

Constructor for coupon bonds with multiple phases (represented as legs)

Definition at line 60 of file bond.hpp.

        : issuerId_(issuerId), creditCurveId_(creditCurveId), securityId_(securityId),
          referenceCurveId_(referenceCurveId), settlementDays_(settlementDays), calendar_(calendar),
          issueDate_(issueDate), coupons_(coupons), hasCreditRisk_(hasCreditRisk), faceAmount_(0), zeroBond_(false),
          bondNotional_(1.0) {
        initialise();
    }

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◆ BondData() [5/5]

BondData	(	string	issuerId,
		string	creditCurveId,
		string	securityId,
		string	referenceCurveId,
		string	settlementDays,
		string	calendar,
		Real	faceAmount,
		string	maturityDate,
		string	currency,
		string	issueDate,
		bool	hasCreditRisk = `true`
	)

Constructor for zero bonds, FIXME these can only be set up via this ctor, not via fromXML()

Definition at line 70 of file bond.hpp.

        : issuerId_(issuerId), creditCurveId_(creditCurveId), securityId_(securityId),
          referenceCurveId_(referenceCurveId), settlementDays_(settlementDays), calendar_(calendar),
          issueDate_(issueDate), coupons_(), hasCreditRisk_(hasCreditRisk), faceAmount_(faceAmount),
          maturityDate_(maturityDate), currency_(currency), zeroBond_(true), bondNotional_(1.0) {
        initialise();
    }

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Member Function Documentation

◆ issuerId()

const string & issuerId ( ) const

Inspectors.

Definition at line 81 of file bond.hpp.

81{ return issuerId_; }

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◆ creditCurveId()

const string & creditCurveId ( ) const

Definition at line 82 of file bond.hpp.

82{ return creditCurveId_; }

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◆ creditGroup()

const string & creditGroup ( ) const

Definition at line 83 of file bond.hpp.

83{ return creditGroup_; }

ore::data::BondData::creditGroup_

string creditGroup_

Definition: bond.hpp:127

◆ securityId()

const string & securityId ( ) const

Definition at line 84 of file bond.hpp.

84{ return securityId_; }

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◆ referenceCurveId()

const string & referenceCurveId ( ) const

Definition at line 85 of file bond.hpp.

85{ return referenceCurveId_; }

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◆ incomeCurveId()

const string & incomeCurveId ( ) const

Definition at line 86 of file bond.hpp.

86{ return incomeCurveId_; }

ore::data::BondData::incomeCurveId_

string incomeCurveId_

Definition: bond.hpp:130

◆ volatilityCurveId()

const string & volatilityCurveId ( ) const

Definition at line 87 of file bond.hpp.

87{ return volatilityCurveId_; }

ore::data::BondData::volatilityCurveId_

string volatilityCurveId_

Definition: bond.hpp:131

◆ settlementDays()

const string & settlementDays ( ) const

Definition at line 88 of file bond.hpp.

88{ return settlementDays_; }

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◆ calendar()

const string & calendar ( ) const

Definition at line 89 of file bond.hpp.

89{ return calendar_; }

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◆ issueDate()

const string & issueDate ( ) const

Definition at line 90 of file bond.hpp.

90{ return issueDate_; }

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◆ priceQuoteMethod()

QuantExt::BondIndex::PriceQuoteMethod priceQuoteMethod ( ) const

Definition at line 45 of file bond.cpp.

                                                                   {
    return priceQuoteMethod_.empty() ? QuantExt::BondIndex::PriceQuoteMethod::PercentageOfPar
                                     : parsePriceQuoteMethod(priceQuoteMethod_);
}

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◆ priceQuoteBaseValue()

Real priceQuoteBaseValue ( ) const

Definition at line 50 of file bond.cpp.

                                         {
    if (priceQuoteBaseValue_.empty())
        return 1.0;
    Real result;
    if (tryParseReal(priceQuoteBaseValue_, result))
        return result;
    QL_FAIL("invalid PriceQuoteBaseValue '" << priceQuoteBaseValue_ << "'");
}

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◆ coupons()

const std::vector< LegData > & coupons ( ) const

Definition at line 93 of file bond.hpp.

93{ return coupons_; }

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◆ currency()

const string & currency ( ) const

Definition at line 94 of file bond.hpp.

94{ return currency_; }

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◆ bondNotional()

Real bondNotional ( ) const

Definition at line 95 of file bond.hpp.

95{ return bondNotional_; }

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◆ hasCreditRisk()

bool hasCreditRisk ( ) const

Definition at line 96 of file bond.hpp.

96{ return hasCreditRisk_; }

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◆ isPayer()

bool isPayer ( ) const

Definition at line 97 of file bond.hpp.

97{ return isPayer_; }

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◆ zeroBond()

bool zeroBond ( ) const

Definition at line 98 of file bond.hpp.

98{ return zeroBond_; }

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◆ isInflationLinked()

bool isInflationLinked ( ) const

Definition at line 99 of file bond.hpp.

99{ return isInflationLinked_; }

◆ faceAmount()

Real faceAmount ( ) const

Definition at line 101 of file bond.hpp.

101{ return faceAmount_; }

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◆ maturityDate()

const string & maturityDate ( ) const

Definition at line 102 of file bond.hpp.

102{ return maturityDate_; }

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◆ subType()

const string & subType ( ) const

Definition at line 103 of file bond.hpp.

103{ return subType_; }

ore::data::BondData::subType_

string subType_

Definition: bond.hpp:146

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◆ fromXML()

void fromXML ( XMLNode * node )

overridevirtual

XMLSerializable interface.

Implements XMLSerializable.

Definition at line 59 of file bond.cpp.

                                    {
    XMLUtils::checkNode(node, "BondData");
    QL_REQUIRE(node, "No BondData Node");
    subType_ = XMLUtils::getChildValue(node, "SubType", false);
    issuerId_ = XMLUtils::getChildValue(node, "IssuerId", false);
    creditCurveId_ = XMLUtils::getChildValue(node, "CreditCurveId", false);
    creditGroup_ = XMLUtils::getChildValue(node, "CreditGroup", false);
    securityId_ = XMLUtils::getChildValue(node, "SecurityId", true);
    referenceCurveId_ = XMLUtils::getChildValue(node, "ReferenceCurveId", false);
    incomeCurveId_ = XMLUtils::getChildValue(node, "IncomeCurveId", false);
    volatilityCurveId_ = XMLUtils::getChildValue(node, "VolatilityCurveId", false);
    settlementDays_ = XMLUtils::getChildValue(node, "SettlementDays", false);
    calendar_ = XMLUtils::getChildValue(node, "Calendar", false);
    issueDate_ = XMLUtils::getChildValue(node, "IssueDate", false);
    priceQuoteMethod_ = XMLUtils::getChildValue(node, "PriceQuoteMethod", false);
    priceQuoteBaseValue_ = XMLUtils::getChildValue(node, "PriceQuoteBaseValue", false);
    if (auto n = XMLUtils::getChildNode(node, "BondNotional")) {
        bondNotional_ = parseReal(XMLUtils::getNodeValue(n));
    } else {
        bondNotional_ = 1.0;
    }
    XMLNode* legNode = XMLUtils::getChildNode(node, "LegData");
    isInflationLinked_ = false;
    while (legNode != nullptr) {
        LegData ld;
        ld.fromXML(legNode);
        coupons_.push_back(ld);
        if (ld.concreteLegData()->legType() == "CPI") {
            isInflationLinked_ = true;
        }
        legNode = XMLUtils::getNextSibling(legNode, "LegData");
    }
    hasCreditRisk_ = XMLUtils::getChildValueAsBool(node, "CreditRisk", false, true);
    initialise();
}

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◆ toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 95 of file bond.cpp.

                                               {
    XMLNode* bondNode = doc.allocNode("BondData");
    if (!subType_.empty())
        XMLUtils::addChild(doc, bondNode, "SubType", subType_);
    if (!issuerId_.empty())
        XMLUtils::addChild(doc, bondNode, "IssuerId", issuerId_);
    if (!creditCurveId_.empty())
        XMLUtils::addChild(doc, bondNode, "CreditCurveId", creditCurveId_);
    if (!creditGroup_.empty())
        XMLUtils::addChild(doc, bondNode, "CreditGroup", creditGroup_);
    XMLUtils::addChild(doc, bondNode, "SecurityId", securityId_);
    if (!referenceCurveId_.empty())
        XMLUtils::addChild(doc, bondNode, "ReferenceCurveId", referenceCurveId_);
    if (!incomeCurveId_.empty())
        XMLUtils::addChild(doc, bondNode, "IncomeCurveId", incomeCurveId_);
    if (!volatilityCurveId_.empty())
        XMLUtils::addChild(doc, bondNode, "VolatilityCurveId", volatilityCurveId_);
    if (!settlementDays_.empty())
        XMLUtils::addChild(doc, bondNode, "SettlementDays", settlementDays_);
    if (!calendar_.empty())
        XMLUtils::addChild(doc, bondNode, "Calendar", calendar_);
    if (!issueDate_.empty())
        XMLUtils::addChild(doc, bondNode, "IssueDate", issueDate_);
    if(!priceQuoteMethod_.empty())
    XMLUtils::addChild(doc, bondNode, "PriceQuoteMethod", priceQuoteMethod_);
    if(!priceQuoteBaseValue_.empty())
    XMLUtils::addChild(doc, bondNode, "PriceQuoteBaseValue", priceQuoteBaseValue_);
    XMLUtils::addChild(doc, bondNode, "BondNotional", bondNotional_);
    for (auto& c : coupons_)
        XMLUtils::appendNode(bondNode, c.toXML(doc));
    if (!hasCreditRisk_)
        XMLUtils::addChild(doc, bondNode, "CreditRisk", hasCreditRisk_);
    return bondNode;
}

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◆ populateFromBondReferenceData() [1/2]

void populateFromBondReferenceData	(	const QuantLib::ext::shared_ptr< BondReferenceDatum > &	referenceDatum,
		const std::string &	startDate = `""`,
		const std::string &	endDate = `""`
	)

populate data from reference datum and check data for completeness

Definition at line 175 of file bond.cpp.

                                                                                 {
    DLOG("Got BondReferenceDatum for name " << securityId_ << " overwrite empty elements in trade");
    ore::data::populateFromBondReferenceData(subType_, issuerId_, settlementDays_, calendar_, issueDate_, priceQuoteMethod_,
                                             priceQuoteBaseValue_, creditCurveId_, creditGroup_, referenceCurveId_,
                                             incomeCurveId_, volatilityCurveId_, coupons_, securityId_, referenceDatum,
                                             startDate, endDate);
    initialise();
    checkData();
}

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◆ populateFromBondReferenceData() [2/2]

void populateFromBondReferenceData	(	const QuantLib::ext::shared_ptr< ReferenceDataManager > &	referenceData,
		const std::string &	startDate = `""`,
		const std::string &	endDate = `""`
	)

look up reference datum in ref data manager and populate, check data for completeness

Definition at line 186 of file bond.cpp.

                                                                               {
    QL_REQUIRE(!securityId_.empty(), "BondData::populateFromBondReferenceData(): no security id given");
    if (!referenceData || !referenceData->hasData(BondReferenceDatum::TYPE, securityId_)) {
        DLOG("could not get BondReferenceDatum for name " << securityId_ << " leave data in trade unchanged");
        initialise();
        checkData();
    } else {
        auto bondRefData = QuantLib::ext::dynamic_pointer_cast<BondReferenceDatum>(
            referenceData->getData(BondReferenceDatum::TYPE, securityId_));
        QL_REQUIRE(bondRefData, "could not cast to BondReferenceDatum, this is unexpected");
        populateFromBondReferenceData(bondRefData, startDate, endDate);
    }
}

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◆ checkData()

void checkData ( ) const

check data for completeness

Definition at line 201 of file bond.cpp.

                               {
    QL_REQUIRE(!securityId_.empty(), "BondData invalid: no security id given");
    std::vector<std::string> missingElements;
    if (settlementDays_.empty())
        missingElements.push_back("SettlementDays");
    if (currency_.empty())
        missingElements.push_back("Currency");
    QL_REQUIRE(missingElements.empty(), "BondData invalid: missing " + boost::algorithm::join(missingElements, ", ") +
                                                " - check if reference data is set up for '"
                                            << securityId_ << "'");
}

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◆ isdaBaseProduct()

std::string isdaBaseProduct ( ) const

return isda sub type "Single Name", "Index" or throw if sub type can not be mapped

Definition at line 213 of file bond.cpp.

                                          {
    static const std::set<std::string> singleName = {"ABS", "Corporate", "Loans", "Muni", "Sovereign"};
    static const std::set<std::string> index = {"ABX", "CMBX", "MBX", "PrimeX", "TRX", "iBoxx"};
    if (singleName.find(subType()) != singleName.end()) {
        return "Single Name";
    } else if (index.find(subType()) != index.end()) {
        return "Index";
    } else {
        QL_FAIL("BondData::isdaBaseProduct() not defined for subType '"
                << subType() << "', expected: "
                << boost::algorithm::join(singleName, ", ") + " (map to 'Single Name') " +
                       boost::algorithm::join(index, ", ") + " (map to 'Index')");
    }
}

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◆ initialise()

void initialise ( )

private

Definition at line 130 of file bond.cpp.

                          {
 
    isPayer_ = false;
    isInflationLinked_ = false;
 
    if (!zeroBond()) {
 
        // fill currency, if not directly given (which is only the case for zero bonds)
 
        for (Size i = 0; i < coupons().size(); ++i) {
            if (i == 0)
                currency_ = coupons()[i].currency();
            else {
                QL_REQUIRE(currency_ == coupons()[i].currency(),
                           "bond leg #" << i << " currency (" << coupons()[i].currency()
                                        << ") not equal to leg #0 currency (" << coupons()[0].currency());
            }
        }
 
        // fill isPayer, FIXME zero bonds are always long
 
        for (Size i = 0; i < coupons().size(); ++i) {
            if (i == 0)
                isPayer_ = coupons()[i].isPayer();
            else {
                QL_REQUIRE(isPayer_ == coupons()[i].isPayer(),
                           "bond leg #" << i << " isPayer (" << std::boolalpha << coupons()[i].isPayer()
                                        << ") not equal to leg #0 isPayer (" << coupons()[0].isPayer());
            }
        }
 
        // fill isInflationLinked
        for (Size i = 0; i < coupons().size(); ++i) {
            if (i == 0)
                isInflationLinked_ = coupons()[i].concreteLegData()->legType() == "CPI";
            else {
                bool isIthCouponInflationLinked = coupons()[i].concreteLegData()->legType() == "CPI";
                QL_REQUIRE(isInflationLinked_ == isIthCouponInflationLinked,
                           "bond leg #" << i << " isInflationLinked (" << std::boolalpha << isIthCouponInflationLinked
                                        << ") not equal to leg #0 isInflationLinked (" << isInflationLinked_);
            }
        }
    }
}

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Member Data Documentation

◆ issuerId_

string issuerId_

private

Definition at line 125 of file bond.hpp.

◆ creditCurveId_

string creditCurveId_

private

Definition at line 126 of file bond.hpp.

◆ creditGroup_

string creditGroup_

private

Definition at line 127 of file bond.hpp.

◆ securityId_

string securityId_

private

Definition at line 128 of file bond.hpp.

◆ referenceCurveId_

string referenceCurveId_

private

Definition at line 129 of file bond.hpp.

◆ incomeCurveId_

string incomeCurveId_

private

Definition at line 130 of file bond.hpp.

◆ volatilityCurveId_

string volatilityCurveId_

private

Definition at line 131 of file bond.hpp.

◆ settlementDays_

string settlementDays_

private

Definition at line 132 of file bond.hpp.

◆ calendar_

string calendar_

private

Definition at line 133 of file bond.hpp.

◆ issueDate_

string issueDate_

private

Definition at line 134 of file bond.hpp.

◆ priceQuoteMethod_

string priceQuoteMethod_

private

Definition at line 135 of file bond.hpp.

◆ priceQuoteBaseValue_

string priceQuoteBaseValue_

private

Definition at line 136 of file bond.hpp.

◆ coupons_

std::vector<LegData> coupons_

private

Definition at line 137 of file bond.hpp.

◆ hasCreditRisk_

bool hasCreditRisk_

private

Definition at line 138 of file bond.hpp.

◆ faceAmount_

Real faceAmount_

private

Definition at line 139 of file bond.hpp.

◆ maturityDate_

string maturityDate_

private

Definition at line 140 of file bond.hpp.

◆ currency_

string currency_

private

Definition at line 141 of file bond.hpp.

◆ zeroBond_

bool zeroBond_

private

Definition at line 142 of file bond.hpp.

◆ bondNotional_

Real bondNotional_

private

Definition at line 143 of file bond.hpp.

◆ isPayer_

bool isPayer_

private

Definition at line 144 of file bond.hpp.

◆ isInflationLinked_

bool isInflationLinked_

private

Definition at line 145 of file bond.hpp.

◆ subType_

string subType_

private

Definition at line 146 of file bond.hpp.

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ BondData() [1/5]

◆ BondData() [2/5]

◆ BondData() [3/5]

◆ BondData() [4/5]

◆ BondData() [5/5]

Member Function Documentation

◆ issuerId()

◆ creditCurveId()

◆ creditGroup()

◆ securityId()

◆ referenceCurveId()

◆ incomeCurveId()

◆ volatilityCurveId()

◆ settlementDays()

◆ calendar()

◆ issueDate()

◆ priceQuoteMethod()

◆ priceQuoteBaseValue()

◆ coupons()

◆ currency()

◆ bondNotional()

◆ hasCreditRisk()

◆ isPayer()

◆ zeroBond()

◆ isInflationLinked()

◆ faceAmount()

◆ maturityDate()

◆ subType()

◆ fromXML()

◆ toXML()

◆ populateFromBondReferenceData() [1/2]

◆ populateFromBondReferenceData() [2/2]

◆ checkData()

◆ isdaBaseProduct()

◆ initialise()

Member Data Documentation

◆ issuerId_

◆ creditCurveId_

◆ creditGroup_

◆ securityId_

◆ referenceCurveId_

◆ incomeCurveId_

◆ volatilityCurveId_

◆ settlementDays_

◆ calendar_

◆ issueDate_

◆ priceQuoteMethod_

◆ priceQuoteBaseValue_

◆ coupons_

◆ hasCreditRisk_

◆ faceAmount_

◆ maturityDate_

◆ currency_

◆ zeroBond_

◆ bondNotional_

◆ isPayer_

◆ isInflationLinked_

◆ subType_