BarrierData Class Reference

Serializable obejct holding barrier data. More...

#include <ored/portfolio/barrierdata.hpp>

Inheritance diagram for BarrierData:

Collaboration diagram for BarrierData:

Public Member Functions
	BarrierData ()
	Default constructor. More...
	BarrierData (std::string barrierType, std::vector< double > levels, double rebate, std::vector< ore::data::TradeBarrier > tradeBarriers, std::string style="")
	Constructor. More...
Inspectors
const std::string &	type () const
double	rebate () const
const std::string &	rebateCurrency () const
const std::string &	rebatePayTime () const
std::vector< ore::data::TradeBarrier >	levels () const
const std::string &	style () const
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...

Serialisation
bool	initialized_
std::string	type_
std::vector< double >	levels_
double	rebate_
std::vector< ore::data::TradeBarrier >	tradeBarriers_
std::string	rebateCurrency_
std::string	rebatePayTime_
std::string	style_
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Serializable obejct holding barrier data.

Definition at line 34 of file barrierdata.hpp.

Constructor & Destructor Documentation

BarrierData() [1/2]

BarrierData

(

)

Default constructor.

Definition at line 37 of file barrierdata.hpp.

: initialized_(false), rebate_(0.0) {}

BarrierData() [2/2]

BarrierData	(	std::string	barrierType,
		std::vector< double >	levels,
		double	rebate,
		std::vector< ore::data::TradeBarrier >	tradeBarriers,
		std::string	style = ""
	)

Constructor.

Definition at line 39 of file barrierdata.hpp.

        : initialized_(true), type_(barrierType), levels_(levels), rebate_(rebate), tradeBarriers_(tradeBarriers),
          style_(style) {}

Member Function Documentation

type()

const std::string & type

(

)

const

Definition at line 46 of file barrierdata.hpp.

{ return type_; }

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rebate()

double rebate

(

)

const

Definition at line 47 of file barrierdata.hpp.

{ return rebate_; }

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rebateCurrency()

const std::string & rebateCurrency

(

)

const

Definition at line 48 of file barrierdata.hpp.

{ return rebateCurrency_; }

rebatePayTime()

const std::string & rebatePayTime

(

)

const

Definition at line 49 of file barrierdata.hpp.

{ return rebatePayTime_; }

levels()

std::vector< ore::data::TradeBarrier > levels

(

)

const

Definition at line 50 of file barrierdata.hpp.

{ return tradeBarriers_; }

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style()

const std::string & style

(

)

const

Definition at line 51 of file barrierdata.hpp.

{ return style_; }

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initialized()

bool initialized

(

)

const

Definition at line 52 of file barrierdata.hpp.

{ return initialized_; }

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fromXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 25 of file barrierdata.cpp.

                                       {
    XMLUtils::checkNode(node, "BarrierData");
    type_ = XMLUtils::getChildValue(node, "Type", true);
    style_ = XMLUtils::getChildValue(node, "Style", false);
    XMLNode* levelData = XMLUtils::getChildNode(node, "LevelData");
    if (levelData) {
        vector<XMLNode*> lvls = XMLUtils::getChildrenNodes(levelData, "Level");
        for (auto& n : lvls) {
            TradeBarrier barrier;
            barrier.fromXML(n);
            tradeBarriers_.push_back(barrier);
            levels_.push_back(XMLUtils::getChildValueAsDouble(n, "Value", true));
        }
    } else {
        levels_ = XMLUtils::getChildrenValuesAsDoubles(node, "Levels", "Level");
        for (Size i = 0; i < levels_.size(); i++)
            tradeBarriers_.push_back(TradeBarrier(levels_[i], ""));
    }
    rebate_ = XMLUtils::getChildValueAsDouble(node, "Rebate", false);
    rebateCurrency_ = XMLUtils::getChildValue(node, "RebateCurrency", false);
    rebatePayTime_ = XMLUtils::getChildValue(node, "RebatePayTime", false);
    initialized_ = true;
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 49 of file barrierdata.cpp.

                                                  {
    XMLNode* node = doc.allocNode("BarrierData");
    XMLUtils::addChild(doc, node, "Type", type_);
    if (!style_.empty())
        XMLUtils::addChild(doc, node, "Style", style_);
    XMLUtils::addChild(doc, node, "Rebate", rebate_);
    XMLUtils::addChildren(doc, node, "Levels", "Level", levels_);
    if (!rebateCurrency_.empty())
        XMLUtils::addChild(doc, node, "RebateCurrency", rebateCurrency_);
    if (!rebatePayTime_.empty())
        XMLUtils::addChild(doc, node, "RebatePayTime", rebatePayTime_);
    return node;
}

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Member Data Documentation

initialized_

bool initialized_

private

Definition at line 62 of file barrierdata.hpp.

type_

std::string type_

private

Definition at line 63 of file barrierdata.hpp.

levels_

std::vector<double> levels_

private

Definition at line 64 of file barrierdata.hpp.

rebate_

double rebate_

private

Definition at line 65 of file barrierdata.hpp.

tradeBarriers_

std::vector<ore::data::TradeBarrier> tradeBarriers_

private

Definition at line 66 of file barrierdata.hpp.

rebateCurrency_

std::string rebateCurrency_

private

Definition at line 67 of file barrierdata.hpp.

rebatePayTime_

std::string rebatePayTime_

private

Definition at line 68 of file barrierdata.hpp.

style_

std::string style_

private

Definition at line 69 of file barrierdata.hpp.