BondFactory Class Reference

#include <ored/portfolio/bond.hpp>

Inheritance diagram for BondFactory:

Collaboration diagram for BondFactory:

Public Member Functions
BondBuilder::Result	build (const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData, const std::string &securityId) const
void	addBuilder (const std::string &referenceDataType, const QuantLib::ext::shared_ptr< BondBuilder > &builder, const bool allowOverwrite=false)

Private Attributes
map< std::string, QuantLib::ext::shared_ptr< BondBuilder > >	builders_
boost::shared_mutex	mutex_

Detailed Description

Definition at line 204 of file bond.hpp.

Member Function Documentation

build()

BondBuilder::Result build	(	const QuantLib::ext::shared_ptr< EngineFactory > &	engineFactory,
		const QuantLib::ext::shared_ptr< ReferenceDataManager > &	referenceData,
		const std::string &	securityId
	)		const

Definition at line 331 of file bond.cpp.

                                                                          {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    for (auto const& b : builders_) {
        if (referenceData->hasData(b.first, securityId)) {
            auto tmp = b.second->build(engineFactory, referenceData, securityId);
            tmp.builderLabel = b.first;
            return tmp;
        }
    }
 
    QL_FAIL("BondFactory: could not build bond '"
            << securityId
            << "': no reference data given or no suitable builder registered. Check if bond is set up in the reference "
               "data and that there is a builder for the reference data type.");
}

addBuilder()

void addBuilder	(	const std::string &	referenceDataType,
		const QuantLib::ext::shared_ptr< BondBuilder > &	builder,
		const bool	allowOverwrite = false
	)

Definition at line 349 of file bond.cpp.

                                                        {
    boost::unique_lock<boost::shared_mutex> lock(mutex_);
    QL_REQUIRE(builders_.insert(std::make_pair(referenceDataType, builder)).second || allowOverwrite,
               "BondFactory::addBuilder(" << referenceDataType << "): builder for key already exists.");
}

Member Data Documentation

builders_

map<std::string, QuantLib::ext::shared_ptr<BondBuilder> > builders_

private

Definition at line 205 of file bond.hpp.

mutex_

boost::shared_mutex mutex_

mutableprivate

Definition at line 206 of file bond.hpp.