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Fully annotated reference manual - version 1.8.12
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Public Member Functions | List of all members
EquityDividendYieldQuote Class Reference

Equity/Index Dividend yield data class. More...

#include <ored/marketdata/marketdatum.hpp>

+ Inheritance diagram for EquityDividendYieldQuote:
+ Collaboration diagram for EquityDividendYieldQuote:

Public Member Functions

 EquityDividendYieldQuote ()
 
 EquityDividendYieldQuote (Real value, Date asofDate, const string &name, QuoteType quoteType, string equityName, string ccy, const Date &tenorDate)
 Constructor. More...
 
QuantLib::ext::shared_ptr< MarketDatumclone () override
 Make a copy of the market datum. More...
 
- Public Member Functions inherited from MarketDatum
 MarketDatum ()
 
 MarketDatum (Real value, Date asofDate, const string &name, QuoteType quoteType, InstrumentType instrumentType)
 Constructor. More...
 
virtual ~MarketDatum ()
 Default destructor. More...
 
virtual QuantLib::ext::shared_ptr< MarketDatumclone ()
 Make a copy of the market datum. More...
 
const string & name () const
 
const Handle< Quote > & quote () const
 
Date asofDate () const
 
InstrumentType instrumentType () const
 
QuoteType quoteType () const
 

Inspectors

string eqName_
 
string ccy_
 
Date tenor_
 
class boost::serialization::access
 Serialization. More...
 
const string & eqName () const
 
const string & ccy () const
 
const Date & tenorDate () const
 
template<class Archive >
void serialize (Archive &ar, const unsigned int version)
 

Additional Inherited Members

- Public Types inherited from MarketDatum
enum class  InstrumentType {
  ZERO , DISCOUNT , MM , MM_FUTURE ,
  OI_FUTURE , FRA , IMM_FRA , IR_SWAP ,
  BASIS_SWAP , BMA_SWAP , CC_BASIS_SWAP , CC_FIX_FLOAT_SWAP ,
  CDS , CDS_INDEX , FX_SPOT , FX_FWD ,
  HAZARD_RATE , RECOVERY_RATE , SWAPTION , CAPFLOOR ,
  FX_OPTION , ZC_INFLATIONSWAP , ZC_INFLATIONCAPFLOOR , YY_INFLATIONSWAP ,
  YY_INFLATIONCAPFLOOR , SEASONALITY , EQUITY_SPOT , EQUITY_FWD ,
  EQUITY_DIVIDEND , EQUITY_OPTION , BOND , BOND_OPTION ,
  INDEX_CDS_OPTION , COMMODITY_SPOT , COMMODITY_FWD , CORRELATION ,
  COMMODITY_OPTION , CPR , RATING , NONE
}
 Supported market instrument types. More...
 
enum class  QuoteType {
  BASIS_SPREAD , CREDIT_SPREAD , CONV_CREDIT_SPREAD , YIELD_SPREAD ,
  HAZARD_RATE , RATE , RATIO , PRICE ,
  RATE_LNVOL , RATE_NVOL , RATE_SLNVOL , BASE_CORRELATION ,
  SHIFT , TRANSITION_PROBABILITY , NONE
}
 Supported market quote types. More...
 
- Protected Attributes inherited from MarketDatum
Handle< Quote > quote_
 
Date asofDate_
 
string name_
 
InstrumentType instrumentType_
 
QuoteType quoteType_
 

Detailed Description

Equity/Index Dividend yield data class.

This class holds single market points of type

The quote is expected as a forward price

Definition at line 1504 of file marketdatum.hpp.

Constructor & Destructor Documentation

◆ EquityDividendYieldQuote() [1/2]

Definition at line 1506 of file marketdatum.hpp.

1506{}

◆ EquityDividendYieldQuote() [2/2]

EquityDividendYieldQuote ( Real  value,
Date  asofDate,
const string &  name,
QuoteType  quoteType,
string  equityName,
string  ccy,
const Date &  tenorDate 
)

Constructor.

Definition at line 187 of file marketdatum.cpp.

191 if (tenor_ != Date())
192 QL_REQUIRE(asofDate <= tenor_, "EquityDividendYieldQuote: Invalid EquityForwardQuote, expiry date "
193 << tenor_ << " must be after asof date " << asofDate);
194}
const string & name() const
QuoteType quoteType() const
SafeStack< ValueType > value
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Member Function Documentation

◆ clone()

QuantLib::ext::shared_ptr< MarketDatum > clone ( )
overridevirtual

Make a copy of the market datum.

Reimplemented from MarketDatum.

Definition at line 1512 of file marketdatum.hpp.

1512 {
1513 return QuantLib::ext::make_shared<EquityDividendYieldQuote>(quote_->value(), asofDate_, name_, quoteType_, eqName_, ccy_, tenor_);
1514 }
Handle< Quote > quote_

◆ eqName()

const string & eqName ( ) const

Definition at line 1518 of file marketdatum.hpp.

1518{ return eqName_; }

◆ ccy()

const string & ccy ( ) const

Definition at line 1519 of file marketdatum.hpp.

1519{ return ccy_; }

◆ tenorDate()

const Date & tenorDate ( ) const

Definition at line 1520 of file marketdatum.hpp.

1520{ return tenor_; }

◆ serialize()

template void serialize ( Archive &  ar,
const unsigned int  version 
)
private

Definition at line 572 of file marketdatum.cpp.

572 {
573 ar& boost::serialization::base_object<MarketDatum>(*this);
574 ar& eqName_;
575 ar& ccy_;
576 ar& tenor_;
577}

Friends And Related Function Documentation

◆ boost::serialization::access

friend class boost::serialization::access
friend

Serialization.

Definition at line 1527 of file marketdatum.hpp.

Member Data Documentation

◆ eqName_

string eqName_
private

Definition at line 1523 of file marketdatum.hpp.

◆ ccy_

string ccy_
private

Definition at line 1524 of file marketdatum.hpp.

◆ tenor_

Date tenor_
private

Definition at line 1525 of file marketdatum.hpp.