ParametricSmileConfiguration Class Reference

#include <ored/configuration/parametricsmileconfiguration.hpp>

Inheritance diagram for ParametricSmileConfiguration:

Collaboration diagram for ParametricSmileConfiguration:

Classes
class	Calibration
class	Parameter

Public Member Functions
	ParametricSmileConfiguration ()
	ParametricSmileConfiguration (std::vector< Parameter > parameters, Calibration calibration)
XMLSerializable interface
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const 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...

Inspectors
std::vector< Parameter >	parameters_
Calibration	calibration_
const Parameter &	parameter (const std::string &name) const
const Calibration &	calibration () const

Detailed Description

Serializable parametric smile configuration

Definition at line 35 of file parametricsmileconfiguration.hpp.

Constructor & Destructor Documentation

ParametricSmileConfiguration() [1/2]

ParametricSmileConfiguration

(

)

Definition at line 57 of file parametricsmileconfiguration.hpp.

{}

ParametricSmileConfiguration() [2/2]

ParametricSmileConfiguration	(	std::vector< Parameter >	parameters,
		Calibration	calibration
	)

Definition at line 57 of file parametricsmileconfiguration.cpp.

    : parameters_(std::move(parameters)), calibration_(std::move(calibration)) {}

Member Function Documentation

fromXML()

void fromXML ( ore::data::XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 60 of file parametricsmileconfiguration.cpp.

                                                        {
 
    XMLUtils::checkNode(node, "ParametricSmileConfiguration");
 
    parameters_.clear();
 
    if (XMLNode* n = XMLUtils::getChildNode(node, "Parameters")) {
        for (auto m : XMLUtils::getChildrenNodes(n, "Parameter")) {
            ParametricSmileConfiguration::Parameter p;
            p.fromXML(m);
            parameters_.push_back(p);
        }
    }
 
    if (XMLNode* n = XMLUtils::getChildNode(node, "Calibration")) {
        calibration_.fromXML(n);
    }
}

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toXML()

XMLNode * toXML ( ore::data::XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 79 of file parametricsmileconfiguration.cpp.

                                                                   {
 
    XMLNode* node = doc.allocNode("ParametricSmileConfiguration");
 
    XMLNode* m = XMLUtils::addChild(doc, node, "Parameters");
    for (auto const& p : parameters_) {
        XMLUtils::appendNode(m, p.toXML(doc));
    }
 
    XMLUtils::appendNode(node, calibration_.toXML(doc));
 
    return node;
}

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parameter()

const ParametricSmileConfiguration::Parameter & parameter

(

const std::string &

name

)

const

Definition at line 93 of file parametricsmileconfiguration.cpp.

                                                                                                                {
    auto p =
        std::find_if(parameters_.begin(), parameters_.end(), [&name](const Parameter& p) { return p.name == name; });
    QL_REQUIRE(p != parameters_.end(), "ParametricSmileConfiguration: parameter '" << name << "' is not present.");
    return *p;
}

calibration()

const ParametricSmileConfiguration::Calibration & calibration

(

)

const

Definition at line 100 of file parametricsmileconfiguration.cpp.

                                                                                               {
    return calibration_;
}

Member Data Documentation

parameters_

std::vector<Parameter> parameters_

private

Definition at line 73 of file parametricsmileconfiguration.hpp.

calibration_

Calibration calibration_

private

Definition at line 74 of file parametricsmileconfiguration.hpp.