InflationUnderlying Class Reference

#include <ored/portfolio/underlying.hpp>

Inheritance diagram for InflationUnderlying:

Collaboration diagram for InflationUnderlying:

Public Member Functions
	InflationUnderlying ()
	Default Constructor. More...
	InflationUnderlying (const std::string &type, const std::string &name, const QuantLib::Real weight, const QuantLib::CPI::InterpolationType &interpolation=QuantLib::CPI::InterpolationType::Flat)
	Constructor with identifier information. More...
const QuantLib::CPI::InterpolationType &	interpolation () const
Public Member Functions inherited from Underlying
	Underlying ()
	Default Constructor. More...
	Underlying (const std::string &type, const std::string &name, const QuantLib::Real weight=QuantLib::Null< QuantLib::Real >())
	Constructor with type, name, weight. More...
void	setType (const string &type)
void	setName (const string &name)
void	setWeight (const QuantLib::Real weight)
void	setNodeName (const string &nodeName)
void	setBasicUnderlyingNodeName (const string &basicUnderlyingNodeName)
const std::string &	type () const
virtual const std::string &	name () const
Real	weight () 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
QuantLib::CPI::InterpolationType	interpolation_
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from Underlying
std::string	type_
std::string	name_
Real	weight_ = QuantLib::Null<QuantLib::Real>()
std::string	nodeName_
std::string	basicUnderlyingNodeName_
bool	isBasic_ = false

Detailed Description

Definition at line 192 of file underlying.hpp.

Constructor & Destructor Documentation

InflationUnderlying() [1/2]

InflationUnderlying ( )

explicit

Default Constructor.

Definition at line 195 of file underlying.hpp.

: Underlying() { setType("Inflation"); };

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InflationUnderlying() [2/2]

InflationUnderlying	(	const std::string &	type,
		const std::string &	name,
		const QuantLib::Real	weight,
		const QuantLib::CPI::InterpolationType &	interpolation = QuantLib::CPI::InterpolationType::Flat
	)

Constructor with identifier information.

Definition at line 198 of file underlying.hpp.

        : Underlying(type, name, weight), interpolation_(interpolation){};

Member Function Documentation

interpolation()

const QuantLib::CPI::InterpolationType & interpolation

(

)

const

Definition at line 201 of file underlying.hpp.

{ return interpolation_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from Underlying.

Definition at line 237 of file underlying.cpp.

                                               {
    if (XMLUtils::getNodeName(node) == basicUnderlyingNodeName_) {
        name_ = XMLUtils::getNodeValue(node);
        isBasic_ = true;
    } else if (XMLUtils::getNodeName(node) == nodeName_) {
        Underlying::fromXML(node);
        // optional
        std::string interpolationString = XMLUtils::getChildValue(node, "Interpolation", false);
        if (interpolationString != "")
            interpolation_ = parseObservationInterpolation(interpolationString);
        else
            interpolation_ = QuantLib::CPI::InterpolationType::Flat;
        isBasic_ = false;
    } else {
        QL_FAIL("Need either a Name or Underlying node for InflationUnderlying.");
    }
    setType("Inflation");
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Reimplemented from Underlying.

Definition at line 256 of file underlying.cpp.

                                                          {
    XMLNode* node;
    if (isBasic_) {
        node = doc.allocNode(basicUnderlyingNodeName_, name_);
    } else {
        node = Underlying::toXML(doc);
        XMLUtils::addChild(doc, node, "Interpolation", std::to_string(interpolation_));
    }
    return node;
}

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Member Data Documentation

interpolation_

QuantLib::CPI::InterpolationType interpolation_

private

Definition at line 209 of file underlying.hpp.