ZeroCouponFixedLegData Class Reference

Serializable Fixed Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for ZeroCouponFixedLegData:

Collaboration diagram for ZeroCouponFixedLegData:

Public Member Functions
	ZeroCouponFixedLegData ()
	Default constructor. More...
	ZeroCouponFixedLegData (const vector< double > &rates, const vector< string > &rateDates=vector< string >(), const string &compounding="Compounded", const bool subtractNotional=true)
	Constructor. More...
Inspectors
const vector< double > &	rates () const
const vector< string > &	rateDates () const
const string &	compounding () const
const bool &	subtractNotional () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)
	LegAdditionalData (const string &legType)
const string &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () 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
vector< double >	rates_
vector< string >	rateDates_
string	compounding_
bool	subtractNotional_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable Fixed Leg Data.

Definition at line 145 of file legdata.hpp.

Constructor & Destructor Documentation

ZeroCouponFixedLegData() [1/2]

ZeroCouponFixedLegData

(

)

Default constructor.

Definition at line 148 of file legdata.hpp.

: LegAdditionalData("ZeroCouponFixed"), subtractNotional_(true) {}

ZeroCouponFixedLegData() [2/2]

ZeroCouponFixedLegData	(	const vector< double > &	rates,
		const vector< string > &	rateDates = vector<string>(),
		const string &	compounding = "Compounded",
		const bool	subtractNotional = true
	)

Constructor.

Definition at line 150 of file legdata.hpp.

        : LegAdditionalData("ZeroCouponFixed"), rates_(rates), rateDates_(rateDates), compounding_(compounding),
          subtractNotional_(subtractNotional) {}

Member Function Documentation

rates()

const vector< double > & rates

(

)

const

Definition at line 157 of file legdata.hpp.

{ return rates_; }

rateDates()

const vector< string > & rateDates

(

)

const

Definition at line 158 of file legdata.hpp.

{ return rateDates_; }

compounding()

const string & compounding

(

)

const

Definition at line 159 of file legdata.hpp.

{ return compounding_; }

subtractNotional()

const bool & subtractNotional

(

)

const

Definition at line 160 of file legdata.hpp.

{ return subtractNotional_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 125 of file legdata.cpp.

                                                  {
    XMLUtils::checkNode(node, legNodeName());
    rates_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Rates", "Rate", "startDate", rateDates_, &parseReal,
                                                             true);
    XMLNode* compNode = XMLUtils::getChildNode(node, "Compounding");
    if (compNode)
        compounding_ = XMLUtils::getChildValue(node, "Compounding", true);
    else
        compounding_ = "Compounded";
    QL_REQUIRE(compounding_ == "Compounded" || compounding_ == "Simple",
               "Compounding method " << compounding_ << " not supported");
    XMLNode* subtractNotionalNode = XMLUtils::getChildNode(node, "SubtractNotional");
    if (subtractNotionalNode)
        subtractNotional_ = XMLUtils::getChildValueAsBool(node, "SubtractNotional", true);
    else
        subtractNotional_ = true;
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 143 of file legdata.cpp.

                                                             {
    XMLNode* node = doc.allocNode(legNodeName());
    XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Rates", "Rate", rates_, "startDate", rateDates_);
    XMLUtils::addChild(doc, node, "Compounding", compounding_);
    XMLUtils::addChild(doc, node, "SubtractNotional", subtractNotional_);
    return node;
}

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Member Data Documentation

rates_

vector<double> rates_

private

Definition at line 169 of file legdata.hpp.

rateDates_

vector<string> rateDates_

private

Definition at line 170 of file legdata.hpp.

compounding_

string compounding_

private

Definition at line 171 of file legdata.hpp.

subtractNotional_

bool subtractNotional_

private

Definition at line 172 of file legdata.hpp.