LegBuilder Class Reference

#include <ored/portfolio/enginefactory.hpp>

Inheritance diagram for LegBuilder:

Collaboration diagram for LegBuilder:

Public Member Functions
	LegBuilder (const string &legType)
virtual	~LegBuilder ()
virtual Leg	buildLeg (const LegData &data, const QuantLib::ext::shared_ptr< EngineFactory > &, RequiredFixings &requiredFixings, const string &configuration, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool useXbsCurves=false) const =0
const string &	legType () const

Private Attributes
const string	legType_

Detailed Description

Definition at line 305 of file enginefactory.hpp.

Constructor & Destructor Documentation

LegBuilder()

LegBuilder

(

const string &

legType

)

Definition at line 307 of file enginefactory.hpp.

: legType_(legType) {}

~LegBuilder()

virtual ~LegBuilder ( )

virtual

Definition at line 308 of file enginefactory.hpp.

{}

Member Function Documentation

buildLeg()

virtual Leg buildLeg ( const LegData &  data, const QuantLib::ext::shared_ptr< EngineFactory > &  , RequiredFixings &  requiredFixings, const string &  configuration, const QuantLib::Date &  openEndDateReplacement = Null< Date >(), const bool  useXbsCurves = false  ) const

pure virtual

Implemented in FixedLegBuilder, ZeroCouponFixedLegBuilder, FloatingLegBuilder, CashflowLegBuilder, CPILegBuilder, YYLegBuilder, CMSLegBuilder, CMBLegBuilder, DigitalCMSLegBuilder, CMSSpreadLegBuilder, DigitalCMSSpreadLegBuilder, and EquityLegBuilder.

legType()

const string & legType

(

)

const

Definition at line 312 of file enginefactory.hpp.

{ return legType_; }

Member Data Documentation

legType_

const string legType_

private

Definition at line 315 of file enginefactory.hpp.