#include <ored/portfolio/bond.hpp>

Collaboration diagram for BondBuilder::Result:

Public Member Functions
double	inflationFactor () const

Public Attributes
std::string	builderLabel

QuantLib::ext::shared_ptr< QuantLib::Bond >	bond

QuantLib::ext::shared_ptr< QuantExt::ModelBuilder >	modelBuilder

bool	isInflationLinked = false

bool	hasCreditRisk = true

std::string	currency

std::string	creditCurveId

std::string	securityId

std::string	creditGroup

QuantExt::BondIndex::PriceQuoteMethod	priceQuoteMethod = QuantExt::BondIndex::PriceQuoteMethod::PercentageOfPar

double	priceQuoteBaseValue = 1.0

Detailed Description

Definition at line 183 of file bond.hpp.

Member Function Documentation

◆ inflationFactor()

double inflationFactor ( ) const

Definition at line 315 of file bond.cpp.

                                                {
    if (!isInflationLinked) {
        return 1.0;
    } else {
        QL_REQUIRE(bond, "need to set the bond before calling inflationFactor()");
        double factor = 1.0;
        try {
            factor = QuantExt::inflationLinkedBondQuoteFactor(bond);
        } catch (const std::exception& e) {
            ALOG("Failed to compute the inflation price factor for the bond "
                 << securityId << ", fallback to use factor 1, got " << e.what());
        }
        return factor;
    }
}

Here is the call graph for this function:

Member Data Documentation

◆ builderLabel

std::string builderLabel

Definition at line 184 of file bond.hpp.

◆ bond

QuantLib::ext::shared_ptr<QuantLib::Bond> bond

Definition at line 185 of file bond.hpp.

◆ modelBuilder

QuantLib::ext::shared_ptr<QuantExt::ModelBuilder> modelBuilder

Definition at line 186 of file bond.hpp.

◆ isInflationLinked

bool isInflationLinked = false

Definition at line 187 of file bond.hpp.

◆ hasCreditRisk

bool hasCreditRisk = true

Definition at line 188 of file bond.hpp.

◆ currency

std::string currency

Definition at line 189 of file bond.hpp.

◆ creditCurveId

std::string creditCurveId

Definition at line 190 of file bond.hpp.

◆ securityId

std::string securityId

Definition at line 191 of file bond.hpp.

◆ creditGroup

std::string creditGroup

Definition at line 192 of file bond.hpp.

◆ priceQuoteMethod

QuantExt::BondIndex::PriceQuoteMethod priceQuoteMethod = QuantExt::BondIndex::PriceQuoteMethod::PercentageOfPar

Definition at line 193 of file bond.hpp.

◆ priceQuoteBaseValue

double priceQuoteBaseValue = 1.0

Definition at line 194 of file bond.hpp.

Public Member Functions

Public Attributes