BGSTrancheData Class Reference

Serializable Tranche for use in Balance Guaranteed Swaps. More...

#include <ored/portfolio/balanceguaranteedswap.hpp>

Inheritance diagram for BGSTrancheData:

Collaboration diagram for BGSTrancheData:

Public Member Functions
	BGSTrancheData ()
	BGSTrancheData (const std::string &description, const std::string &securityId, const int seniority, const std::vector< QuantLib::Real > &notionals, const std::vector< std::string > &notionalDates)
Inspectors
const std::string &	description () const
const std::string &	securityId () const
int	seniority () const
const std::vector< QuantLib::Real > &	notionals () const
const std::vector< std::string > &	notionalDates () 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...

Serialisation
std::string	description_
std::string	securityId_
int	seniority_
std::vector< QuantLib::Real >	notionals_
std::vector< std::string >	notionalDates_
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Serializable Tranche for use in Balance Guaranteed Swaps.

Definition at line 36 of file balanceguaranteedswap.hpp.

Constructor & Destructor Documentation

BGSTrancheData() [1/2]

BGSTrancheData

(

)

Definition at line 38 of file balanceguaranteedswap.hpp.

{}

BGSTrancheData() [2/2]

BGSTrancheData	(	const std::string &	description,
		const std::string &	securityId,
		const int	seniority,
		const std::vector< QuantLib::Real > &	notionals,
		const std::vector< std::string > &	notionalDates
	)

Definition at line 39 of file balanceguaranteedswap.hpp.

        : description_(description), securityId_(securityId), seniority_(seniority), notionals_(notionals),
          notionalDates_(notionalDates) {}

Member Function Documentation

description()

const std::string & description

(

)

const

Definition at line 46 of file balanceguaranteedswap.hpp.

{ return description_; }

securityId()

const std::string & securityId

(

)

const

Definition at line 47 of file balanceguaranteedswap.hpp.

{ return securityId_; }

seniority()

int seniority

(

)

const

Definition at line 48 of file balanceguaranteedswap.hpp.

{ return seniority_; }

notionals()

const std::vector< QuantLib::Real > & notionals

(

)

const

Definition at line 49 of file balanceguaranteedswap.hpp.

{ return notionals_; }

notionalDates()

const std::vector< std::string > & notionalDates

(

)

const

Definition at line 50 of file balanceguaranteedswap.hpp.

{ return notionalDates_; }

fromXML()

void fromXML ( ore::data::XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 36 of file balanceguaranteedswap.cpp.

                                          {
    XMLUtils::checkNode(node, "Tranche");
    description_ = XMLUtils::getChildValue(node, "Description", false);
    securityId_ = XMLUtils::getChildValue(node, "SecurityId", true);
    seniority_ = XMLUtils::getChildValueAsInt(node, "Seniority", true);
    notionals_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Notionals", "Notional", "startDate",
                                                                 notionalDates_, &parseReal, true);
}

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toXML()

XMLNode * toXML ( ore::data::XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 45 of file balanceguaranteedswap.cpp.

                                                     {
    XMLNode* node = doc.allocNode("Tranche");
    XMLUtils::addChild(doc, node, "Description", description_);
    XMLUtils::addChild(doc, node, "SecurityId", securityId_);
    XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Notionals", "Notional", notionals_, "startDate",
                                                notionalDates_);
    return node;
}

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Member Data Documentation

description_

std::string description_

private

Definition at line 60 of file balanceguaranteedswap.hpp.

securityId_

std::string securityId_

private

Definition at line 61 of file balanceguaranteedswap.hpp.

seniority_

int seniority_

private

Definition at line 62 of file balanceguaranteedswap.hpp.

notionals_

std::vector<QuantLib::Real> notionals_

private

Definition at line 63 of file balanceguaranteedswap.hpp.

notionalDates_

std::vector<std::string> notionalDates_

private

Definition at line 64 of file balanceguaranteedswap.hpp.