VolatilityConfig Class Reference

#include <ored/configuration/volatilityconfig.hpp>

Inheritance diagram for VolatilityConfig:

Collaboration diagram for VolatilityConfig:

Public Member Functions
	VolatilityConfig (std::string calendarStr=std::string(), QuantLib::Natural priority=0)
void	fromXMLNode (ore::data::XMLNode *node)
void	toXMLNode (XMLDocument &doc, XMLNode *node) const
QuantLib::Natural	priority () const
Calendar	calendar () 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...

Private Attributes
Calendar	calendar_
string	calendarStr_
QuantLib::Natural	priority_

Detailed Description

Shared volatility configurations

Definition at line 36 of file volatilityconfig.hpp.

Constructor & Destructor Documentation

VolatilityConfig()

VolatilityConfig	(	std::string	calendarStr = std::string(),
		QuantLib::Natural	priority = 0
	)

Definition at line 35 of file volatilityconfig.cpp.

    : calendarStr_(calendarStr), priority_(priority) {
    calendar_ = calendarStr_.empty() ? Calendar() : parseCalendar(calendarStr_);
}

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Member Function Documentation

fromXMLNode()

void fromXMLNode

(

ore::data::XMLNode *

node

)

Definition at line 40 of file volatilityconfig.cpp.

                                                {
    string attr = XMLUtils::getAttribute(node, "priority"); 
    priority_ = attr.empty() ? 0 : parseInteger(attr);
 
    calendarStr_ = XMLUtils::getChildValue(node, "Calendar", false);
    calendar_ = calendarStr_.empty() ? Calendar() : parseCalendar(calendarStr_);
}

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toXMLNode()

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

Definition at line 48 of file volatilityconfig.cpp.

                                                                      {
    XMLUtils::addAttribute(doc, node, "priority", std::to_string(priority_));
    if (!calendarStr_.empty())
        XMLUtils::addChild(doc, node, "Calendar", calendarStr_);
}

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priority()

QuantLib::Natural priority

(

)

const

Definition at line 43 of file volatilityconfig.hpp.

{ return priority_; };

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calendar()

Calendar calendar

(

)

const

Definition at line 44 of file volatilityconfig.hpp.

{ return calendar_; };

Member Data Documentation

calendar_

Calendar calendar_

private

Definition at line 47 of file volatilityconfig.hpp.

calendarStr_

string calendarStr_

private

Definition at line 48 of file volatilityconfig.hpp.

priority_

QuantLib::Natural priority_

private

Definition at line 49 of file volatilityconfig.hpp.