Fully annotated reference manual - version 1.8.12
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ore
data
ProxyVolatilityConfig
ProxyVolatilityConfig Member List
This is the complete list of members for
ProxyVolatilityConfig
, including all inherited members.
calendar
() const
VolatilityConfig
calendar_
VolatilityConfig
private
calendarStr_
VolatilityConfig
private
correlationCurve
() const
ProxyVolatilityConfig
correlationCurve_
ProxyVolatilityConfig
private
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(ore::data::XMLNode *node) override
ProxyVolatilityConfig
virtual
fromXMLNode
(ore::data::XMLNode *node)
VolatilityConfig
fromXMLString
(const std::string &xml)
XMLSerializable
fxVolatilityCurve
() const
ProxyVolatilityConfig
fxVolatilityCurve_
ProxyVolatilityConfig
private
priority
() const
VolatilityConfig
priority_
VolatilityConfig
private
ProxyVolatilityConfig
()
ProxyVolatilityConfig
ProxyVolatilityConfig
(const std::string &proxyVolatilityCurve, const std::string &fxVolatilityCurve="", const std::string &correlationCurve="", std::string calendarStr=std::string(), QuantLib::Natural priority=0)
ProxyVolatilityConfig
proxyVolatilityCurve
() const
ProxyVolatilityConfig
proxyVolatilityCurve_
ProxyVolatilityConfig
private
toFile
(const std::string &filename) const
XMLSerializable
toXML
(ore::data::XMLDocument &doc) const override
ProxyVolatilityConfig
virtual
toXMLNode
(XMLDocument &doc, XMLNode *node) const
VolatilityConfig
toXMLString
() const
XMLSerializable
VolatilityConfig
(std::string calendarStr=std::string(), QuantLib::Natural priority=0)
VolatilityConfig
~XMLSerializable
()
XMLSerializable
virtual
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