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Termstructures.jl
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"""
serialise(o::FlatForward)
Serialise FlatForward.
"""
serialise(o::FlatForward) = serialise_struct(o)
"""
serialise(o::ZeroCurve)
Serialise ZeroCurve.
"""
function serialise(o::ZeroCurve)
d = OrderedDict{String, Any}()
d["typename"] = string(typeof(o))
d["constructor"] = "zero_curve"
d["alias"] = serialise(o.alias)
d["times"] = serialise(o.times)
d["values"] = serialise(o.values)
return d
end
"""
serialise(o::LinearZeroCurve)
Serialise LinearZeroCurve.
"""
serialise(o::LinearZeroCurve) = serialise_struct(o)
"""
serialise(o::BackwardFlatVolatility)
Serialise BackwardFlatVolatility.
"""
serialise(o::BackwardFlatVolatility) = serialise_struct(o)
"""
serialise(o::PiecewiseFlatParameter)
Serialise PiecewiseFlatParameter.
"""
serialise(o::PiecewiseFlatParameter) = serialise_struct(o)
"""
serialise(o::CorrelationHolder)
Serialise CorrelationHolder.
"""
function serialise(o::CorrelationHolder)
d = OrderedDict{String, Any}()
d["typename"] = string(typeof(o))
d["constructor"] = "correlation_holder"
d["alias"] = serialise(o.alias)
d["correlations"] = serialise(o.correlations)
d["sep"] = serialise(o.sep)
return d
end