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); }