ZeroSpreadedYieldCurveSegment Class Reference

Zero Spreaded yield curve segment. More...

#include <ored/configuration/yieldcurveconfig.hpp>

Inheritance diagram for ZeroSpreadedYieldCurveSegment:

Collaboration diagram for ZeroSpreadedYieldCurveSegment:

Public Member Functions
Constructors/Destructors
	ZeroSpreadedYieldCurveSegment ()
	Default constructor. More...
	ZeroSpreadedYieldCurveSegment (const string &typeID, const string &conventionsID, const vector< string > &quotes, const string &referenceCurveID)
	Detailed constructor. More...
virtual	~ZeroSpreadedYieldCurveSegment ()
	Default destructor. More...
Serialisation
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
Inspectors
const string &	referenceCurveID () const
Public Member Functions inherited from YieldCurveSegment
virtual	~YieldCurveSegment ()
	Default destructor. More...
Type	type () const
const string &	typeID () const
const string &	conventionsID () const
const QuantLib::Pillar::Choice	pillarChoice () const
Size	priority () const
Size	minDistance () const
const vector< pair< string, bool > > &	quotes () 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...

Visitability
string	referenceCurveID_
virtual void	accept (AcyclicVisitor &) override

Additional Inherited Members
Public Types inherited from YieldCurveSegment
enum class	Type {   Zero , ZeroSpread , Discount , Deposit ,   FRA , Future , OIS , Swap ,   AverageOIS , TenorBasis , TenorBasisTwo , BMABasis ,   FXForward , CrossCcyBasis , CrossCcyFixFloat , DiscountRatio ,   FittedBond , WeightedAverage , YieldPlusDefault , IborFallback ,   BondYieldShifted }
	supported segment types More...
Protected Member Functions inherited from YieldCurveSegment
	YieldCurveSegment ()
	Default constructor. More...
	YieldCurveSegment (const string &typeID, const string &conventionsID, const vector< string > &quotes)
	Detailed constructor - assumes all quotes are mandatory. More...
pair< string, bool >	quote (const string &name, bool opt=false)
	Utility to build a quote, optional flag defaults to false. More...
Protected Attributes inherited from YieldCurveSegment
vector< pair< string, bool > >	quotes_
	Quote and optional flag pair. More...

Detailed Description

Zero Spreaded yield curve segment.

A zero spreaded segment is used to build a yield curve from zero spread quotes and a reference yield curve.

Definition at line 349 of file yieldcurveconfig.hpp.

Constructor & Destructor Documentation

ZeroSpreadedYieldCurveSegment() [1/2]

ZeroSpreadedYieldCurveSegment

(

)

Default constructor.

Definition at line 354 of file yieldcurveconfig.hpp.

{}

ZeroSpreadedYieldCurveSegment() [2/2]

ZeroSpreadedYieldCurveSegment	(	const string &	typeID,
		const string &	conventionsID,
		const vector< string > &	quotes,
		const string &	referenceCurveID
	)

Detailed constructor.

Definition at line 645 of file yieldcurveconfig.cpp.

    : YieldCurveSegment(typeID, conventionsID, quotes), referenceCurveID_(referenceCurveID) {}

~ZeroSpreadedYieldCurveSegment()

virtual ~ZeroSpreadedYieldCurveSegment ( )

virtual

Default destructor.

Definition at line 359 of file yieldcurveconfig.hpp.

{}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from YieldCurveSegment.

Definition at line 650 of file yieldcurveconfig.cpp.

                                                         {
    XMLUtils::checkNode(node, "ZeroSpread");
    YieldCurveSegment::fromXML(node);
    referenceCurveID_ = XMLUtils::getChildValue(node, "ReferenceCurve", false);
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Reimplemented from YieldCurveSegment.

Definition at line 656 of file yieldcurveconfig.cpp.

                                                                    {
    XMLNode* node = YieldCurveSegment::toXML(doc);
    XMLUtils::setNodeName(doc, node, "ZeroSpread");
    XMLUtils::addChild(doc, node, "ReferenceCurve", referenceCurveID_);
    return node;
}

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referenceCurveID()

const string & referenceCurveID

(

)

const

Definition at line 370 of file yieldcurveconfig.hpp.

{ return referenceCurveID_; }

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from YieldCurveSegment.

Definition at line 663 of file yieldcurveconfig.cpp.

                                                            {
    Visitor<ZeroSpreadedYieldCurveSegment>* v1 = dynamic_cast<Visitor<ZeroSpreadedYieldCurveSegment>*>(&v);
    if (v1 != 0)
        v1->visit(*this);
    else
        YieldCurveSegment::accept(v);
}

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Member Data Documentation

referenceCurveID_

string referenceCurveID_

private

Definition at line 379 of file yieldcurveconfig.hpp.