CpiCapFloor Class Reference

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

Inheritance diagram for CpiCapFloor:

Collaboration diagram for CpiCapFloor:

Public Member Functions
	CpiCapFloor ()
	Default constructor. More...
	CpiCapFloor (QuantLib::CapFloor::Type type, const boost::variant< QuantLib::Date, QuantLib::Period > &maturity, const QuantLib::ext::shared_ptr< BaseStrike > &strike)
	Detailed constructor. More...
Inspectors
QuantLib::CapFloor::Type	type () const
const boost::variant< QuantLib::Date, QuantLib::Period > &	maturity () const
const QuantLib::ext::shared_ptr< BaseStrike > &	strike () const
Public Member Functions inherited from CalibrationInstrument
	CalibrationInstrument (const std::string &instrumentType)
	Constructor. More...
virtual	~CalibrationInstrument ()
	Destructor. More...
const std::string &	instrumentType () 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
QuantLib::CapFloor::Type	type_
boost::variant< QuantLib::Date, QuantLib::Period >	maturity_
QuantLib::ext::shared_ptr< BaseStrike >	strike_
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from CalibrationInstrument
std::string	instrumentType_

Detailed Description

Class for holding details of a CPI cap floor calibration instrument.

Definition at line 40 of file cpicapfloor.hpp.

Constructor & Destructor Documentation

CpiCapFloor() [1/2]

CpiCapFloor

(

)

Default constructor.

Definition at line 30 of file cpicapfloor.cpp.

: CalibrationInstrument("CpiCapFloor"), type_(CapFloor::Floor) {}

CpiCapFloor() [2/2]

CpiCapFloor	(	QuantLib::CapFloor::Type	type,
		const boost::variant< QuantLib::Date, QuantLib::Period > &	maturity,
		const QuantLib::ext::shared_ptr< BaseStrike > &	strike
	)

Detailed constructor.

Member Function Documentation

type()

CapFloor::Type type

(

)

const

Definition at line 40 of file cpicapfloor.cpp.

                                     {
    return type_;
}

maturity()

const boost::variant< Date, Period > & maturity

(

)

const

Definition at line 44 of file cpicapfloor.cpp.

                                                              {
    return maturity_;
}

strike()

const QuantLib::ext::shared_ptr< BaseStrike > & strike

(

)

const

Definition at line 48 of file cpicapfloor.cpp.

{ return strike_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 50 of file cpicapfloor.cpp.

                                       {
    XMLUtils::checkNode(node, instrumentType_);
    type_ = parseCapFloorType(XMLUtils::getChildValue(node, "Type", true));
    maturity_ = parseDateOrPeriod(XMLUtils::getChildValue(node, "Maturity", true));
    strike_ = parseBaseStrike(XMLUtils::getChildValue(node, "Strike", true));
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 57 of file cpicapfloor.cpp.

                                                  {
    XMLNode* node = doc.allocNode(instrumentType_);
    XMLUtils::addChild(doc, node, "Type", to_string(type_));
    XMLUtils::addChild(doc, node, "Maturity", to_string(maturity_));
    XMLUtils::addChild(doc, node, "Strike", strike_->toString());
    return node;
}

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Member Data Documentation

type_

QuantLib::CapFloor::Type type_

private

Definition at line 64 of file cpicapfloor.hpp.

maturity_

boost::variant<QuantLib::Date, QuantLib::Period> maturity_

private

Definition at line 65 of file cpicapfloor.hpp.

strike_

QuantLib::ext::shared_ptr<BaseStrike> strike_

private

Definition at line 66 of file cpicapfloor.hpp.