Serializable Fixed Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for FixedLegData:

Collaboration diagram for FixedLegData:

Public Member Functions
	FixedLegData ()
	Default constructor. More...

	FixedLegData (const vector< double > &rates, const vector< string > &rateDates=vector< string >())
	Constructor. More...

Inspectors
const vector< double > &	rates () const

const vector< string > &	rateDates () const

Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)

	LegAdditionalData (const string &legType)

const string &	legType () const

const string &	legNodeName () const

const std::set< std::string > &	indices () 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...

Serialisation
vector< double >	rates_

vector< string >	rateDates_

virtual void	fromXML (XMLNode *node) override

virtual XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable Fixed Leg Data.

Definition at line 117 of file legdata.hpp.

Constructor & Destructor Documentation

◆ FixedLegData() [1/2]

FixedLegData ( )

Default constructor.

Definition at line 120 of file legdata.hpp.

120: LegAdditionalData("Fixed") {}

ore::data::LegAdditionalData::LegAdditionalData

LegAdditionalData(const string &legType, const string &legNodeName)

Definition: legdata.hpp:65

◆ FixedLegData() [2/2]

FixedLegData	(	const vector< double > &	rates,
		const vector< string > &	rateDates = `vector<string>()`
	)

Constructor.

Definition at line 122 of file legdata.hpp.

123 : LegAdditionalData("Fixed"), rates_(rates), rateDates_(rateDates) {}

ore::data::FixedLegData::rates

const vector< double > & rates() const

Definition: legdata.hpp:127

ore::data::FixedLegData::rateDates_

vector< string > rateDates_

Definition: legdata.hpp:138

ore::data::FixedLegData::rateDates

const vector< string > & rateDates() const

Definition: legdata.hpp:128

ore::data::FixedLegData::rates_

vector< double > rates_

Definition: legdata.hpp:137

Member Function Documentation

◆ rates()

const vector< double > & rates ( ) const

Definition at line 127 of file legdata.hpp.

127{ return rates_; }

◆ rateDates()

const vector< string > & rateDates ( ) const

Definition at line 128 of file legdata.hpp.

128{ return rateDates_; }

◆ fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

Definition at line 113 of file legdata.cpp.

                                        {
    XMLUtils::checkNode(node, legNodeName());
    rates_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Rates", "Rate", "startDate", rateDates_, parseReal,
                                                             true);
}

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◆ toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 119 of file legdata.cpp.

                                                   {
    XMLNode* node = doc.allocNode(legNodeName());
    XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Rates", "Rate", rates_, "startDate", rateDates_);
    return node;
}

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Member Data Documentation

◆ rates_

vector<double> rates_

private

Definition at line 137 of file legdata.hpp.

◆ rateDates_

vector<string> rateDates_