InflationModelData Class Reference

#include <ored/model/inflation/inflationmodeldata.hpp>

Inheritance diagram for InflationModelData:

Collaboration diagram for InflationModelData:

Public Member Functions
	InflationModelData ()
	Default constructor. The currency and inflation index are empty. More...
	InflationModelData (CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets, const std::string &currency, const std::string &index, const bool ignoreDuplicateCalibrationExpiryTimes)
Inspectors
const std::string &	currency () const
const std::string &	index () const
bool	ignoreDuplicateCalibrationExpiryTimes () const
Public Member Functions inherited from ModelData
	ModelData ()
	Default constructor. More...
	ModelData (CalibrationType calibrationType, const std::vector< CalibrationBasket > &calibrationBaskets)
	Detailed constructor. More...
CalibrationType	calibrationType () const
const std::vector< CalibrationBasket > &	calibrationBaskets () const
void	fromXML (XMLNode *node) override
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
std::string	currency_
std::string	index_
bool	ignoreDuplicateCalibrationExpiryTimes_ = false
void	fromXML (XMLNode *node) override
void	append (XMLDocument &doc, XMLNode *node) const override
	Method used by toXML in derived classes to add the members here to a node. More...

Additional Inherited Members
Protected Member Functions inherited from ModelData
Protected Attributes inherited from ModelData
std::vector< CalibrationBasket >	calibrationBaskets_

Detailed Description

Abstract base class for holding inflation model data.

Definition at line 35 of file inflationmodeldata.hpp.

Constructor & Destructor Documentation

InflationModelData() [1/2]

InflationModelData

(

)

Default constructor. The currency and inflation index are empty.

Definition at line 27 of file inflationmodeldata.cpp.

{}

InflationModelData() [2/2]

InflationModelData	(	CalibrationType	calibrationType,
		const std::vector< CalibrationBasket > &	calibrationBaskets,
		const std::string &	currency,
		const std::string &	index,
		const bool	ignoreDuplicateCalibrationExpiryTimes
	)

Detailed constructor populating the currency and inflation index.

Parameters

calibrationType	the type of model calibration.
calibrationBaskets	the calibration baskets for the model.
currency	the currency of the inflation model.
index	the name of the inflation index being modeled.
ignoreDuplicateCalibrationExpiryTimes	if true, a calibration instrument with an expiry time equal to that of a previously added instrument is skipped. If false, an error is thrown if such an instrument is found. Notice that two instruments with different option expiry dates can still have the same expiry time due to the way dates are converted to times for inflation instruments.

Definition at line 29 of file inflationmodeldata.cpp.

    : ModelData(calibrationType, calibrationBaskets),
      currency_(currency),
      index_(index),
      ignoreDuplicateCalibrationExpiryTimes_(ignoreDuplicateCalibrationExpiryTimes) {}

Member Function Documentation

currency()

const std::string & currency

(

)

const

Definition at line 40 of file inflationmodeldata.cpp.

                                                    {
    return currency_;
}

index()

const std::string & index

(

)

const

Definition at line 44 of file inflationmodeldata.cpp.

                                                 {
    return index_;
}

Here is the caller graph for this function:

ignoreDuplicateCalibrationExpiryTimes()

bool ignoreDuplicateCalibrationExpiryTimes

(

)

const

Definition at line 48 of file inflationmodeldata.cpp.

                                                                     {
    return ignoreDuplicateCalibrationExpiryTimes_;
}

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 52 of file inflationmodeldata.cpp.

                                              {
    index_ = XMLUtils::getAttribute(node, "index");
    currency_ = XMLUtils::getChildValue(node, "Currency", true);
    ModelData::fromXML(node);
}

Here is the call graph for this function:

Here is the caller graph for this function:

append()

void append ( XMLDocument &  doc, XMLNode *  node  ) const

overrideprotectedvirtual

Method used by toXML in derived classes to add the members here to a node.

Reimplemented from ModelData.

Definition at line 58 of file inflationmodeldata.cpp.

                                                                     {
    XMLUtils::addAttribute(doc, node, "index", index_);
    XMLUtils::addChild(doc, node, "Currency", currency_);
    ModelData::append(doc, node);
}

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

currency_

std::string currency_

private

Definition at line 76 of file inflationmodeldata.hpp.

index_

std::string index_

private

Definition at line 77 of file inflationmodeldata.hpp.

ignoreDuplicateCalibrationExpiryTimes_

bool ignoreDuplicateCalibrationExpiryTimes_ = false

private

Definition at line 78 of file inflationmodeldata.hpp.