CurveConfig Class Reference

Base curve configuration. More...

#include <ored/configuration/curveconfig.hpp>

Inheritance diagram for CurveConfig:

Collaboration diagram for CurveConfig:

Public Member Functions
Constructors/Destructors
	CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
	Detailed constructor. More...
	CurveConfig ()
	Default constructor. More...
Inspectors
const string &	curveID () const
const string &	curveDescription () const
const set< string > &	requiredCurveIds (const CurveSpec::CurveType &curveType) const
const map< CurveSpec::CurveType, set< string > > &	requiredCurveIds () 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...

Setters
string	curveID_
string	curveDescription_
vector< string >	quotes_
map< CurveSpec::CurveType, set< string > >	requiredCurveIds_
string &	curveID ()
string &	curveDescription ()
set< string > &	requiredCurveIds (const CurveSpec::CurveType &curveType)
map< CurveSpec::CurveType, set< string > > &	requiredCurveIds ()
virtual const vector< string > &	quotes ()
	Return all the market quotes required for this config. More...

Detailed Description

Base curve configuration.

Definition at line 41 of file curveconfig.hpp.

Constructor & Destructor Documentation

CurveConfig() [1/2]

CurveConfig	(	const string &	curveID,
		const string &	curveDescription,
		const vector< string > &	quotes = vector<string>()
	)

Detailed constructor.

Definition at line 46 of file curveconfig.hpp.

        : curveID_(curveID), curveDescription_(curveDescription), quotes_(quotes) {}

CurveConfig() [2/2]

CurveConfig

(

)

Default constructor.

Definition at line 49 of file curveconfig.hpp.

{}

Member Function Documentation

curveID() [1/2]

const string & curveID

(

)

const

Definition at line 54 of file curveconfig.hpp.

{ return curveID_; }

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curveDescription() [1/2]

const string & curveDescription

(

)

const

Definition at line 55 of file curveconfig.hpp.

{ return curveDescription_; }

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requiredCurveIds() [1/4]

const set< string > & requiredCurveIds

(

const CurveSpec::CurveType &

curveType

)

const

Definition at line 24 of file curveconfig.cpp.

                                                                                          {
    static const set<string> empty;
    auto r = requiredCurveIds_.find(curveType);
    if (r == requiredCurveIds_.end())
        return empty;
    else
        return r->second;
}

requiredCurveIds() [2/4]

const map< CurveSpec::CurveType, set< string > > & requiredCurveIds

(

)

const

Definition at line 37 of file curveconfig.cpp.

{ return requiredCurveIds_; }

curveID() [2/2]

string & curveID

(

)

Definition at line 62 of file curveconfig.hpp.

{ return curveID_; }

curveDescription() [2/2]

string & curveDescription

(

)

Definition at line 63 of file curveconfig.hpp.

{ return curveDescription_; }

requiredCurveIds() [3/4]

set< string > & requiredCurveIds

(

const CurveSpec::CurveType &

curveType

)

Definition at line 33 of file curveconfig.cpp.

                                                                              {
    return requiredCurveIds_[curveType];
}

requiredCurveIds() [4/4]

map< CurveSpec::CurveType, set< string > > & requiredCurveIds

(

)

Definition at line 39 of file curveconfig.cpp.

{ return requiredCurveIds_; }

quotes()

virtual const vector< string > & quotes ( )

virtual

Return all the market quotes required for this config.

Reimplemented in BaseCorrelationCurveConfig, CorrelationCurveConfig, FXVolatilityCurveConfig, GenericYieldVolatilityCurveConfig, InflationCapFloorVolatilityCurveConfig, and YieldCurveConfig.

Definition at line 69 of file curveconfig.hpp.

{ return quotes_; }

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Member Data Documentation

curveID_

string curveID_

protected

Definition at line 72 of file curveconfig.hpp.

curveDescription_

string curveDescription_

protected

Definition at line 73 of file curveconfig.hpp.

quotes_

vector<string> quotes_

protected

Definition at line 74 of file curveconfig.hpp.

requiredCurveIds_

map<CurveSpec::CurveType, set<string> > requiredCurveIds_

protected

Definition at line 75 of file curveconfig.hpp.