#include <ored/marketdata/fixings.hpp>

Collaboration diagram for Fixing:

Public Member Functions
	Fixing ()
	Constructor. More...

	Fixing (const QuantLib::Date &d, const std::string &s, const QuantLib::Real f)

bool	empty ()

Public Attributes
QuantLib::Date	date = QuantLib::Date()
	Fixing date. More...

std::string	name = string()
	Index name. More...

QuantLib::Real	fixing = QuantLib::Null<QuantLib::Real>()
	Fixing amount. More...

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Friends
class	boost::serialization::access
	Serialization. More...

Detailed Description

Fixing data structure.

Definition at line 44 of file fixings.hpp.

Constructor & Destructor Documentation

◆ Fixing() [1/2]

Fixing ( )

Constructor.

Definition at line 53 of file fixings.hpp.

53{}

◆ Fixing() [2/2]

Fixing	(	const QuantLib::Date &	d,
		const std::string &	s,
		const QuantLib::Real	f
	)

Definition at line 54 of file fixings.hpp.

54: date(d), name(s), fixing(f) {}

ore::data::Fixing::fixing

QuantLib::Real fixing

Fixing amount.

Definition: fixings.hpp:50

ore::data::Fixing::name

std::string name

Index name.

Definition: fixings.hpp:48

ore::data::Fixing::date

QuantLib::Date date

Fixing date.

Definition: fixings.hpp:46

Member Function Documentation

◆ empty()

bool empty ( )

Definition at line 55 of file fixings.hpp.

55{ return name.empty() && date == QuantLib::Date() && fixing == QuantLib::Null<QuantLib::Real>(); }

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◆ serialize()

void serialize	(	Archive &	ar,
		const unsigned int	version
	)

private

Definition at line 60 of file fixings.hpp.

                                                                                     {
        ar& date;
        ar& name;
        ar& fixing;
    }

Friends And Related Function Documentation

◆ boost::serialization::access

friend class boost::serialization::access

friend

Serialization.

Definition at line 59 of file fixings.hpp.

Member Data Documentation

◆ date

QuantLib::Date date = QuantLib::Date()

Fixing date.

Definition at line 46 of file fixings.hpp.

◆ name

std::string name = string()

Index name.

Definition at line 48 of file fixings.hpp.

◆ fixing

QuantLib::Real fixing = QuantLib::Null<QuantLib::Real>()