qlAssetSwap::qlAssetSwap(
const std::string& ObjectId,
bool PayBondCoupon,
const std::string& Bond,
double CleanPrice,
const std::string& IborIndex,
double Spread,
const std::string& FloatingLegSchedule,
const std::string& FloatingLegDayCounter,
bool ParAssetSwap,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlAssetSwap", Permanent),
PayBondCoupon_(PayBondCoupon),
Bond_(Bond),
CleanPrice_(CleanPrice),
IborIndex_(IborIndex),
Spread_(Spread),
FloatingLegSchedule_(FloatingLegSchedule),
FloatingLegDayCounter_(FloatingLegDayCounter),
ParAssetSwap_(ParAssetSwap),
Permanent_(Permanent) {
processPrecedentID(Bond);
processPrecedentID(IborIndex);
processPrecedentID(FloatingLegSchedule);
}
qlAssetSwap2::qlAssetSwap2(
const std::string& ObjectId,
bool ParAssetSwap,
const std::string& Bond,
double CleanPrice,
double NonParRepayment,
double Gearing,
const std::string& IborIndex,
double Spread,
const std::string& FloatingLegDayCounter,
const ObjectHandler::property_t& DealMaturity,
bool PayBondCoupon,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlAssetSwap2", Permanent),
ParAssetSwap_(ParAssetSwap),
Bond_(Bond),
CleanPrice_(CleanPrice),
NonParRepayment_(NonParRepayment),
Gearing_(Gearing),
IborIndex_(IborIndex),
Spread_(Spread),
FloatingLegDayCounter_(FloatingLegDayCounter),
DealMaturity_(DealMaturity),
PayBondCoupon_(PayBondCoupon),
Permanent_(Permanent) {
processPrecedentID(Bond);
processPrecedentID(IborIndex);
}
qlSwaption::qlSwaption(
const std::string& ObjectId,
const std::string& VanillaSwap,
const std::string& Exercise,
const std::string& SettlementType,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlSwaption", Permanent),
VanillaSwap_(VanillaSwap),
Exercise_(Exercise),
SettlementType_(SettlementType),
Permanent_(Permanent) {
processPrecedentID(VanillaSwap);
processPrecedentID(Exercise);
}
qlCmsMarketCalibration::qlCmsMarketCalibration(
const std::string& ObjectId,
const std::string& VolCube,
const std::string& CmsMarket,
const std::vector<std::vector<double> >& Weights,
const std::string& CalibrationType,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlCmsMarketCalibration", Permanent),
VolCube_(VolCube),
CmsMarket_(CmsMarket),
Weights_(Weights),
CalibrationType_(CalibrationType),
Permanent_(Permanent) {
processPrecedentID(VolCube);
processPrecedentID(CmsMarket);
}
qlMakeSwaption::qlMakeSwaption(
const std::string& ObjectId,
const std::string& SwapIndex,
const std::string& OptionTenor,
double Strike,
const std::string& PricingEngineID,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlMakeSwaption", Permanent),
SwapIndex_(SwapIndex),
OptionTenor_(OptionTenor),
Strike_(Strike),
PricingEngineID_(PricingEngineID),
Permanent_(Permanent) {
processPrecedentID(SwapIndex);
processPrecedentID(PricingEngineID);
}
qlRelinkableHandleDefaultProbabilityTermStructure::qlRelinkableHandleDefaultProbabilityTermStructure(
const std::string& ObjectId,
const std::string& CurrentLink,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlRelinkableHandleDefaultProbabilityTermStructure", Permanent),
CurrentLink_(CurrentLink),
Permanent_(Permanent) {
processPrecedentID(CurrentLink);
}
qlOvernightIndexedSwapFromOISRateHelper::qlOvernightIndexedSwapFromOISRateHelper(
const std::string& ObjectId,
const std::string& OISRateHelper,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlOvernightIndexedSwapFromOISRateHelper", Permanent),
OISRateHelper_(OISRateHelper),
Permanent_(Permanent) {
processPrecedentID(OISRateHelper);
}
qlSabrVolSurface::qlSabrVolSurface(
const std::string& ObjectId,
const std::string& InterestRateIndex,
const std::string& BlackAtmVolCurve,
const std::vector<ObjectHandler::property_t>& OptionTenors,
const std::vector<double>& AtmRateSpreads,
const std::vector<std::vector<ObjectHandler::property_t> >& VolatilitiesQuotes,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlSabrVolSurface", Permanent),
InterestRateIndex_(InterestRateIndex),
BlackAtmVolCurve_(BlackAtmVolCurve),
OptionTenors_(OptionTenors),
AtmRateSpreads_(AtmRateSpreads),
VolatilitiesQuotes_(VolatilitiesQuotes),
Permanent_(Permanent) {
processPrecedentID(InterestRateIndex);
processPrecedentID(BlackAtmVolCurve);
processVariant(VolatilitiesQuotes);
}
qlScheduleTruncated::qlScheduleTruncated(
const std::string& ObjectId,
const std::string& OriginalSchedule,
const ObjectHandler::property_t& TruncationDate,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlScheduleTruncated", Permanent),
OriginalSchedule_(OriginalSchedule),
TruncationDate_(TruncationDate),
Permanent_(Permanent) {
processPrecedentID(OriginalSchedule);
}
qlImpliedTermStructure::qlImpliedTermStructure(
const std::string& ObjectId,
const std::string& BaseYieldCurve,
const ObjectHandler::property_t& ReferenceDate,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlImpliedTermStructure", Permanent),
BaseYieldCurve_(BaseYieldCurve),
ReferenceDate_(ReferenceDate),
Permanent_(Permanent) {
processPrecedentID(BaseYieldCurve);
}
qlForwardSpreadedTermStructure::qlForwardSpreadedTermStructure(
const std::string& ObjectId,
const std::string& BaseYieldCurve,
const ObjectHandler::property_t& Spread,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlForwardSpreadedTermStructure", Permanent),
BaseYieldCurve_(BaseYieldCurve),
Spread_(Spread),
Permanent_(Permanent) {
processPrecedentID(BaseYieldCurve);
processVariant(Spread);
}
qlOvernightIndexedSwap::qlOvernightIndexedSwap(
const std::string& ObjectId,
const std::string& PayerReceiver,
const std::vector<double>& Nominal,
const std::string& Schedule,
double FixedRate,
const std::string& FixDayCounter,
const std::string& OvernightIndex,
double Spread,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlOvernightIndexedSwap", Permanent),
PayerReceiver_(PayerReceiver),
Nominal_(Nominal),
Schedule_(Schedule),
FixedRate_(FixedRate),
FixDayCounter_(FixDayCounter),
OvernightIndex_(OvernightIndex),
Spread_(Spread),
Permanent_(Permanent) {
processPrecedentID(Schedule);
processPrecedentID(OvernightIndex);
}
zeroCouponInflationSwapUnitedStatesValueObject::zeroCouponInflationSwapUnitedStatesValueObject(
const std::string & ObjectId,
const std::vector<std::string> & LegIDs,
const std::vector<std::string> & LegTypes,
const std::vector<bool> & Payer,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "zeroCouponInflationSwapUnitedStatesValueObject", Permanent),
LegIDs_(LegIDs),
LegTypes_(LegTypes),
Payer_(Payer),
Permanent_(Permanent) {
for (std::vector<std::string>::const_iterator i = LegIDs.begin() ;
i != LegIDs.end() ; ++i) processPrecedentID(*i) ;
}
qlMakeOIS::qlMakeOIS(
const std::string& ObjectId,
const std::string& SwapTenor,
const std::string& OvernightIndex,
double FixedRate,
const std::string& ForwardStart,
const std::string& FixDayCounter,
double Spread,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlMakeOIS", Permanent),
SwapTenor_(SwapTenor),
OvernightIndex_(OvernightIndex),
FixedRate_(FixedRate),
ForwardStart_(ForwardStart),
FixDayCounter_(FixDayCounter),
Spread_(Spread),
Permanent_(Permanent) {
processPrecedentID(OvernightIndex);
}
qlMakeDatedOIS::qlMakeDatedOIS(
const std::string& ObjectId,
const ObjectHandler::property_t& StartDate,
const ObjectHandler::property_t& EndDate,
const std::string& OvernightIndex,
double FixedRate,
const std::string& FixDayCounter,
double Spread,
bool Permanent) :
ObjectHandler::ValueObject(ObjectId, "qlMakeDatedOIS", Permanent),
StartDate_(StartDate),
EndDate_(EndDate),
OvernightIndex_(OvernightIndex),
FixedRate_(FixedRate),
FixDayCounter_(FixDayCounter),
Spread_(Spread),
Permanent_(Permanent) {
processPrecedentID(OvernightIndex);
}
