ExpiryPeriod Class Reference

#include <ored/marketdata/expiry.hpp>

Inheritance diagram for ExpiryPeriod:

Collaboration diagram for ExpiryPeriod:

Public Member Functions
	ExpiryPeriod ()
	Default constructor. More...
	ExpiryPeriod (const QuantLib::Period &expiryPeriod)
	Constructor with expiry period. More...
const QuantLib::Period &	expiryPeriod () const
	Return the expiry period. More...
void	fromString (const std::string &strExpiryPeriod) override
std::string	toString () const override
Public Member Functions inherited from Expiry
virtual	~Expiry ()
virtual void	fromString (const std::string &strExpiry)=0
	Populate the Expiry object from strExpiry. More...
virtual std::string	toString () const =0
	Write the Expiry object to string. More...

Protected Member Functions
bool	equal_to (const Expiry &other) const override
	Override in derived classes to compare specific expiries. More...
virtual bool	equal_to (const Expiry &other) const =0
	Override in derived classes to compare specific expiries. More...

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Private Attributes
QuantLib::Period	expiryPeriod_

Friends
class	boost::serialization::access
	Serialization. More...

Detailed Description

Expiry consisting of a period

Definition at line 99 of file expiry.hpp.

Constructor & Destructor Documentation

ExpiryPeriod() [1/2]

ExpiryPeriod

(

)

Default constructor.

Definition at line 60 of file expiry.cpp.

{}

ExpiryPeriod() [2/2]

ExpiryPeriod

(

const QuantLib::Period &

expiryPeriod

)

Constructor with expiry period.

Member Function Documentation

expiryPeriod()

const Period & expiryPeriod

(

)

const

Return the expiry period.

Definition at line 64 of file expiry.cpp.

{ return expiryPeriod_; }

Here is the caller graph for this function:

fromString()

void fromString ( const std::string &  strExpiryPeriod )

overridevirtual

Populate ExpiryPeriod object from strExpiryPeriod which should be a period. An exception is thrown if strExpiryPeriod cannot be parsed as a QuantLib::Period.

Implements Expiry.

Definition at line 66 of file expiry.cpp.

{ expiryPeriod_ = parsePeriod(strExpiryPeriod); }

Here is the call graph for this function:

toString()

string toString ( ) const

overridevirtual

Writes the ExpiryPeriod object to string. This returns the string representation of the expiry period.

Implements Expiry.

Definition at line 68 of file expiry.cpp.

{ return to_string(expiryPeriod_); }

Here is the call graph for this function:

Here is the caller graph for this function:

equal_to()

bool equal_to ( const Expiry &  other ) const

overrideprotectedvirtual

Override in derived classes to compare specific expiries.

Implements Expiry.

Definition at line 70 of file expiry.cpp.

                                                     {
    if (const ExpiryPeriod* p = dynamic_cast<const ExpiryPeriod*>(&other)) {
        return expiryPeriod_ == p->expiryPeriod();
    } else {
        return false;
    }
}

serialize()

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

private

Definition at line 78 of file expiry.cpp.

                                                                                             {
    ar& boost::serialization::base_object<Expiry>(*this);
    ar& expiryPeriod_;
}

Friends And Related Function Documentation

boost::serialization::access

friend class boost::serialization::access

friend

Serialization.

Definition at line 126 of file expiry.hpp.

Member Data Documentation

expiryPeriod_

QuantLib::Period expiryPeriod_

private

Definition at line 124 of file expiry.hpp.