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Reference manual - version orea_version
Public Member Functions | List of all members
SimmCalibration::RiskClassData::IRCorrelations Class Reference
+ Inheritance diagram for SimmCalibration::RiskClassData::IRCorrelations:

Public Member Functions

 IRCorrelations (ore::data::XMLNode *node)
 
- Public Member Functions inherited from SimmCalibration::RiskClassData::Correlations
 Correlations (ore::data::XMLNode *node)
 
ore::data::XMLNode * toXML (ore::data::XMLDocument &doc) const override
 
void fromXML (ore::data::XMLNode *node) override
 
const Amounts & intraBucketCorrelations () const
 
const Amounts & interBucketCorrelations () const
 
- Public Member Functions inherited from XMLSerializable
void fromXMLString (const std::string &xml)
 
std::string toXMLString () const
 

Serialisation

ore::data::XMLNode * toXML (ore::data::XMLDocument &doc) const override
 
void fromXML (ore::data::XMLNode *node) override
 
const QuantLib::ext::shared_ptr< Amount > & subCurves () const
 
const QuantLib::ext::shared_ptr< Amount > & inflation () const
 
const QuantLib::ext::shared_ptr< Amount > & xCcyBasis () const
 
const QuantLib::ext::shared_ptr< Amount > & outer () const