FittedBondCurveCalibrationInfo Struct Reference

#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>

Inheritance diagram for FittedBondCurveCalibrationInfo:

Collaboration diagram for FittedBondCurveCalibrationInfo:

Public Attributes
std::string	fittingMethod
std::vector< double >	solution
int	iterations = 0
double	costValue = QuantLib::Null<QuantLib::Real>()
double	tolerance = QuantLib::Null<QuantLib::Real>()
std::vector< std::string >	securities
std::vector< QuantLib::Date >	securityMaturityDates
std::vector< double >	marketPrices
std::vector< double >	modelPrices
std::vector< double >	marketYields
std::vector< double >	modelYields
Public Attributes inherited from YieldCurveCalibrationInfo
std::string	dayCounter
std::string	currency
std::vector< QuantLib::Date >	pillarDates
std::vector< double >	zeroRates
std::vector< double >	discountFactors
std::vector< double >	times

Additional Inherited Members
Public Member Functions inherited from YieldCurveCalibrationInfo
virtual	~YieldCurveCalibrationInfo ()
Static Public Attributes inherited from YieldCurveCalibrationInfo
static const std::vector< QuantLib::Period >	defaultPeriods

Detailed Description

Definition at line 59 of file todaysmarketcalibrationinfo.hpp.

Member Data Documentation

fittingMethod

std::string fittingMethod

Definition at line 60 of file todaysmarketcalibrationinfo.hpp.

solution

std::vector<double> solution

Definition at line 61 of file todaysmarketcalibrationinfo.hpp.

iterations

int iterations = 0

Definition at line 62 of file todaysmarketcalibrationinfo.hpp.

costValue

double costValue = QuantLib::Null<QuantLib::Real>()

Definition at line 63 of file todaysmarketcalibrationinfo.hpp.

tolerance

double tolerance = QuantLib::Null<QuantLib::Real>()

Definition at line 64 of file todaysmarketcalibrationinfo.hpp.

securities

std::vector<std::string> securities

Definition at line 65 of file todaysmarketcalibrationinfo.hpp.

securityMaturityDates

std::vector<QuantLib::Date> securityMaturityDates

Definition at line 66 of file todaysmarketcalibrationinfo.hpp.

marketPrices

std::vector<double> marketPrices

Definition at line 67 of file todaysmarketcalibrationinfo.hpp.

modelPrices

std::vector<double> modelPrices

Definition at line 68 of file todaysmarketcalibrationinfo.hpp.

marketYields

std::vector<double> marketYields

Definition at line 69 of file todaysmarketcalibrationinfo.hpp.

modelYields

std::vector<double> modelYields

Definition at line 70 of file todaysmarketcalibrationinfo.hpp.