FXSpotSpec Class Reference

FX Spot description. More...

#include <ored/marketdata/curvespec.hpp>

Inheritance diagram for FXSpotSpec:

Collaboration diagram for FXSpotSpec:

Public Member Functions
Constructors
	FXSpotSpec ()
	Default constructor. More...
	FXSpotSpec (string unitCcy, string ccy)
	Detailed constructor. More...
Public Member Functions inherited from CurveSpec
	CurveSpec ()
	Default constructor. More...
	CurveSpec (const std::string &curveConfigID)
	Constructor that takes an underlying CurveConfig id. More...
virtual	~CurveSpec ()
	Default destructor. More...
string	name () const
	returns the unique curve name More...
const std::string &	curveConfigID () const
string	baseName () const

Inspectors
string	unitCcy_
string	ccy_
CurveType	baseType () const override
const string &	unitCcy () const
const string &	ccy () const
string	subName () const override

Additional Inherited Members
Public Types inherited from CurveSpec
enum class	CurveType {   FX , Yield , CapFloorVolatility , SwaptionVolatility ,   YieldVolatility , FXVolatility , Default , CDSVolatility ,   Inflation , InflationCapFloorVolatility , Equity , EquityVolatility ,   Security , BaseCorrelation , Commodity , CommodityVolatility ,   Correlation }
	Supported curve types. More...

Detailed Description

FX Spot description.

Definition at line 263 of file curvespec.hpp.

Constructor & Destructor Documentation

FXSpotSpec() [1/2]

FXSpotSpec

(

)

Default constructor.

Definition at line 268 of file curvespec.hpp.

{}

FXSpotSpec() [2/2]

FXSpotSpec	(	string	unitCcy,
		string	ccy
	)

Detailed constructor.

Definition at line 270 of file curvespec.hpp.

: unitCcy_(unitCcy), ccy_(ccy) {}

Member Function Documentation

baseType()

CurveType baseType ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 275 of file curvespec.hpp.

{ return CurveType::FX; }

unitCcy()

const string & unitCcy

(

)

const

Definition at line 276 of file curvespec.hpp.

{ return unitCcy_; }

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ccy()

const string & ccy

(

)

const

Definition at line 277 of file curvespec.hpp.

{ return ccy_; }

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subName()

string subName ( ) const

overridevirtual

Implements CurveSpec.

Definition at line 278 of file curvespec.hpp.

{ return unitCcy() + "/" + ccy(); }

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Member Data Documentation

unitCcy_

string unitCcy_

private

Definition at line 281 of file curvespec.hpp.

ccy_

string ccy_

private

Definition at line 282 of file curvespec.hpp.