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 |