YoYSwap Class Reference

#include <ored/model/calibrationinstruments/yoyswap.hpp>

Inheritance diagram for YoYSwap:

Collaboration diagram for YoYSwap:

Public Member Functions
	YoYSwap ()
	Default constructor. More...
	YoYSwap (const QuantLib::Period &tenor)
	Detailed constructor. More...
Inspectors
const QuantLib::Period &	tenor () const
Public Member Functions inherited from CalibrationInstrument
	CalibrationInstrument (const std::string &instrumentType)
	Constructor. More...
virtual	~CalibrationInstrument ()
	Destructor. More...
const std::string &	instrumentType () 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::Period	tenor_
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from CalibrationInstrument
std::string	instrumentType_

Detailed Description

Class for holding details of a year on year inflation cap floor calibration instrument.

Definition at line 35 of file yoyswap.hpp.

Constructor & Destructor Documentation

YoYSwap() [1/2]

YoYSwap

(

)

Default constructor.

Definition at line 28 of file yoyswap.cpp.

: CalibrationInstrument("YoYSwap") {}

YoYSwap() [2/2]

YoYSwap

(

const QuantLib::Period &

tenor

)

Detailed constructor.

Member Function Documentation

tenor()

const QuantLib::Period & tenor

(

)

const

Definition at line 34 of file yoyswap.cpp.

                                           {
    return tenor_;
}

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 38 of file yoyswap.cpp.

                                   {
    XMLUtils::checkNode(node, instrumentType_);
    tenor_ = parsePeriod(XMLUtils::getChildValue(node, "Tenor", true));
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 43 of file yoyswap.cpp.

                                              {
    XMLNode* node = doc.allocNode(instrumentType_);
    XMLUtils::addChild(doc, node, "Tenor", to_string(tenor_));
    return node;
}

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Member Data Documentation

tenor_

QuantLib::Period tenor_

private

Definition at line 55 of file yoyswap.hpp.