AmortizationData Class Reference

Serializable object holding amortization rules. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for AmortizationData:

Collaboration diagram for AmortizationData:

Public Member Functions
	AmortizationData ()
	AmortizationData (string type, double value, string startDate, string endDate, string frequency, bool underflow)
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
const string &	type () const
	FixedAmount, RelativeToInitialNotional, RelativeToPreviousNotional, Annuity. More...
double	value () const
	Interpretation depending on type() More...
const string &	startDate () const
	Amortization start date. More...
const string &	endDate () const
	Amortization end date. More...
const string &	frequency () const
	Amortization frequency. More...
bool	underflow () const
	Allow amortization below zero notional if true. More...
bool	initialized () const
Public Member Functions inherited from XMLSerializable
virtual	~XMLSerializable ()
virtual void	fromXML (XMLNode *node)=0
virtual XMLNode *	toXML (XMLDocument &doc) const =0
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename) const
void	fromXMLString (const std::string &xml)
	Parse from XML string. More...
std::string	toXMLString () const
	Parse from XML string. More...

Private Member Functions
void	validate () const

Private Attributes
string	type_
double	value_
string	startDate_
string	endDate_
string	frequency_
bool	underflow_
bool	initialized_

Detailed Description

Serializable object holding amortization rules.

Definition at line 805 of file legdata.hpp.

Constructor & Destructor Documentation

AmortizationData() [1/2]

AmortizationData

(

)

Definition at line 807 of file legdata.hpp.

: value_(0.0), underflow_(false), initialized_(false) {}

AmortizationData() [2/2]

AmortizationData	(	string	type,
		double	value,
		string	startDate,
		string	endDate,
		string	frequency,
		bool	underflow
	)

Definition at line 809 of file legdata.hpp.

        : type_(type), value_(value), startDate_(startDate), endDate_(endDate), frequency_(frequency),
          underflow_(underflow), initialized_(true) {
        validate();
    }

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Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 698 of file legdata.cpp.

                                            {
    XMLUtils::checkNode(node, "AmortizationData");
    type_ = XMLUtils::getChildValue(node, "Type");
    value_ = XMLUtils::getChildValueAsDouble(node, "Value", false, Null<Real>());
    startDate_ = XMLUtils::getChildValue(node, "StartDate", false);
    endDate_ = XMLUtils::getChildValue(node, "EndDate", false);
    frequency_ = XMLUtils::getChildValue(node, "Frequency", false);
    underflow_ = XMLUtils::getChildValueAsBool(node, "Underflow", false, false);
    initialized_ = true;
    validate();
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 710 of file legdata.cpp.

                                                       {
    XMLNode* node = doc.allocNode("AmortizationData");
    XMLUtils::addChild(doc, node, "Type", type_);
    if (value_ != Null<Real>())
        XMLUtils::addChild(doc, node, "Value", value_);
    if (!startDate_.empty())
        XMLUtils::addChild(doc, node, "StartDate", startDate_);
    if (!endDate_.empty())
        XMLUtils::addChild(doc, node, "EndDate", endDate_);
    if (!frequency_.empty())
        XMLUtils::addChild(doc, node, "Frequency", frequency_);
    XMLUtils::addChild(doc, node, "Underflow", underflow_);
    return node;
}

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type()

const string & type

(

)

const

FixedAmount, RelativeToInitialNotional, RelativeToPreviousNotional, Annuity.

Definition at line 819 of file legdata.hpp.

{ return type_; }

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value()

double value

(

)

const

Interpretation depending on type()

Definition at line 821 of file legdata.hpp.

{ return value_; }

startDate()

const string & startDate

(

)

const

Amortization start date.

Definition at line 823 of file legdata.hpp.

{ return startDate_; }

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endDate()

const string & endDate

(

)

const

Amortization end date.

Definition at line 825 of file legdata.hpp.

{ return endDate_; }

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frequency()

const string & frequency

(

)

const

Amortization frequency.

Definition at line 827 of file legdata.hpp.

{ return frequency_; }

underflow()

bool underflow

(

)

const

Allow amortization below zero notional if true.

Definition at line 829 of file legdata.hpp.

{ return underflow_; }

initialized()

bool initialized

(

)

const

Definition at line 830 of file legdata.hpp.

{ return initialized_; }

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validate()

void validate ( ) const

private

Definition at line 725 of file legdata.cpp.

                                      {
    QL_REQUIRE(type_ == "LinearToMaturity" || value_ != Null<Real>(), "AmortizationData requires Value");
    QL_REQUIRE(type_ == "LinearToMaturity" || value_ != Null<Real>(), "AmortizationData requires Underflow");
}

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Member Data Documentation

type_

string type_

private

Definition at line 834 of file legdata.hpp.

value_

double value_

private

Definition at line 835 of file legdata.hpp.

startDate_

string startDate_

private

Definition at line 836 of file legdata.hpp.

endDate_

string endDate_

private

Definition at line 837 of file legdata.hpp.

frequency_

string frequency_

private

Definition at line 838 of file legdata.hpp.

underflow_

bool underflow_

private

Definition at line 839 of file legdata.hpp.

initialized_

bool initialized_

private

Definition at line 840 of file legdata.hpp.