FXSpotConfig Class Reference

FXSpot configuration. More...

#include <ored/configuration/fxspotconfig.hpp>

Inheritance diagram for FXSpotConfig:

Collaboration diagram for FXSpotConfig:

Public Member Functions
Constructors/Destructors
	FXSpotConfig (const string &curveID, const string &curveDescription)
	Detailed constructor. More...
	FXSpotConfig ()
	Default constructor. More...
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
Public Member Functions inherited from CurveConfig
	CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
	Detailed constructor. More...
	CurveConfig ()
	Default constructor. More...
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
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...
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...

Additional Inherited Members
Protected Attributes inherited from CurveConfig
string	curveID_
string	curveDescription_
vector< string >	quotes_
map< CurveSpec::CurveType, set< string > >	requiredCurveIds_

Detailed Description

FXSpot configuration.

Definition at line 42 of file fxspotconfig.hpp.

Constructor & Destructor Documentation

FXSpotConfig() [1/2]

FXSpotConfig	(	const string &	curveID,
		const string &	curveDescription
	)

Detailed constructor.

Definition at line 47 of file fxspotconfig.hpp.

                                                                        : CurveConfig(curveID, curveDescription) {
        QL_REQUIRE(curveID.size() == 6, "FXSpot curveID must be of the form Ccy1Ccy2");
        Currency ccy1 = parseCurrency(curveID.substr(0, 3));
        Currency ccy2 = parseCurrency(curveID.substr(3, 3));
        quotes_.push_back("FX/RATE/" + ccy1.code() + "/" + ccy2.code());
    };

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FXSpotConfig() [2/2]

FXSpotConfig

(

)

Default constructor.

Definition at line 54 of file fxspotconfig.hpp.

{}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 57 of file fxspotconfig.hpp.

                                         {
        XMLUtils::checkNode(node, "FXSpot");
        curveID_ = XMLUtils::getChildValue(node, "CurveId", true);
        QL_REQUIRE(curveID_.size() == 6, "FXSpot curveID must be of the form Ccy1Ccy2");
        Currency ccy1 = parseCurrency(curveID_.substr(0, 3));
        Currency ccy2 = parseCurrency(curveID_.substr(3, 3));
        quotes_.push_back("FX/RATE/" + ccy1.code() + "/" + ccy2.code());
 
        curveDescription_ = XMLUtils::getChildValue(node, "CurveDescription", true);
    }

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 68 of file fxspotconfig.hpp.

                                                    {
        XMLNode* node = doc.allocNode("FXSpot");
        XMLUtils::addChild(doc, node, "CurveId", curveID_);
        XMLUtils::addChild(doc, node, "CurveDescription", curveDescription_);
        return node;
    }

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