ConstantVolatilityConfig Class Reference

#include <ored/configuration/volatilityconfig.hpp>

Inheritance diagram for ConstantVolatilityConfig:

Collaboration diagram for ConstantVolatilityConfig:

Public Member Functions
	ConstantVolatilityConfig (MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0)
	Default constructor. More...
	ConstantVolatilityConfig (const std::string &quote, MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0)
	Explicit constructor. More...
Inspectors
const std::string &	quote () const
Public Member Functions inherited from QuoteBasedVolatilityConfig
	QuoteBasedVolatilityConfig (MarketDatum::QuoteType quoteType=MarketDatum::QuoteType::RATE_LNVOL, QuantLib::Exercise::Type exerciseType=QuantLib::Exercise::Type::European, std::string calendarStr=std::string(), QuantLib::Natural priority=0)
	Default constructor. More...
const MarketDatum::QuoteType &	quoteType () const
const QuantLib::Exercise::Type &	exerciseType () const
void	fromBaseNode (ore::data::XMLNode *node)
void	toBaseNode (ore::data::XMLDocument &doc, ore::data::XMLNode *node) const
Public Member Functions inherited from VolatilityConfig
	VolatilityConfig (std::string calendarStr=std::string(), QuantLib::Natural priority=0)
void	fromXMLNode (ore::data::XMLNode *node)
void	toXMLNode (XMLDocument &doc, XMLNode *node) const
QuantLib::Natural	priority () const
Calendar	calendar () const
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...

Serialisation
std::string	quote_
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Volatility configuration for a single constant volatility

Definition at line 132 of file volatilityconfig.hpp.

Constructor & Destructor Documentation

ConstantVolatilityConfig() [1/2]

ConstantVolatilityConfig	(	MarketDatum::QuoteType	quoteType = MarketDatum::QuoteType::RATE_LNVOL,
		QuantLib::Exercise::Type	exerciseType = QuantLib::Exercise::Type::European,
		std::string	calendarStr = std::string(),
		QuantLib::Natural	priority = 0
	)

Default constructor.

ConstantVolatilityConfig() [2/2]

ConstantVolatilityConfig	(	const std::string &	quote,
		MarketDatum::QuoteType	quoteType = MarketDatum::QuoteType::RATE_LNVOL,
		QuantLib::Exercise::Type	exerciseType = QuantLib::Exercise::Type::European,
		std::string	calendarStr = std::string(),
		QuantLib::Natural	priority = 0
	)

Explicit constructor.

Member Function Documentation

quote()

const string & quote

(

)

const

Definition at line 154 of file volatilityconfig.cpp.

{ return quote_; }

fromXML()

void fromXML ( ore::data::XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 156 of file volatilityconfig.cpp.

                                                    {
    XMLUtils::checkNode(node, "Constant");
    QuoteBasedVolatilityConfig::fromBaseNode(node);
    quote_ = XMLUtils::getChildValue(node, "Quote", true);
}

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toXML()

XMLNode * toXML ( ore::data::XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 162 of file volatilityconfig.cpp.

                                                               {
    XMLNode* node = doc.allocNode("Constant");
    QuoteBasedVolatilityConfig::toBaseNode(doc, node);
    XMLUtils::addChild(doc, node, "Quote", quote_);
    return node;
}

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Member Data Documentation

quote_

std::string quote_

private

Definition at line 157 of file volatilityconfig.hpp.