BondPositionData Class Reference

#include <ored/portfolio/bondposition.hpp>

Inheritance diagram for BondPositionData:

Collaboration diagram for BondPositionData:

Public Member Functions
	BondPositionData ()
	BondPositionData (const Real quantity, const std::vector< BondUnderlying > &underlyings)
Real	quantity () const
const std::string &	identifier () const
const std::vector< BondUnderlying > &	underlyings () const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
void	populateFromBondBasketReferenceData (const QuantLib::ext::shared_ptr< ReferenceDataManager > &ref)
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 Attributes
Real	quantity_ = QuantLib::Null<Real>()
std::string	identifier_
std::vector< BondUnderlying >	underlyings_

Detailed Description

Definition at line 35 of file bondposition.hpp.

Constructor & Destructor Documentation

BondPositionData() [1/2]

BondPositionData

(

)

Definition at line 37 of file bondposition.hpp.

{}

BondPositionData() [2/2]

BondPositionData	(	const Real	quantity,
		const std::vector< BondUnderlying > &	underlyings
	)

Definition at line 38 of file bondposition.hpp.

        : quantity_(quantity), underlyings_(underlyings) {}

Member Function Documentation

quantity()

Real quantity

(

)

const

Definition at line 41 of file bondposition.hpp.

{ return quantity_; }

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identifier()

const std::string & identifier

(

)

const

Definition at line 42 of file bondposition.hpp.

{ return identifier_; }

underlyings()

const std::vector< BondUnderlying > & underlyings

(

)

const

Definition at line 43 of file bondposition.hpp.

{ return underlyings_; }

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fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 25 of file bondposition.cpp.

                                            {
    XMLUtils::checkNode(node, "BondBasketData");
    quantity_ = XMLUtils::getChildValueAsDouble(node, "Quantity", true);
    identifier_ = XMLUtils::getChildValue(node, "Identifier", true);
    auto c = XMLUtils::getChildrenNodes(node, "Underlying");
    underlyings_.clear();
    for (auto const n : c) {
        underlyings_.push_back(BondUnderlying());
        underlyings_.back().fromXML(n);
    }
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 37 of file bondposition.cpp.

                                                       {
    XMLNode* n = doc.allocNode("BondBasketData");
    XMLUtils::addChild(doc, n, "Quantity", quantity_);
    XMLUtils::addChild(doc, n, "Identifier", identifier_);
    for (auto& u : underlyings_) {
        XMLUtils::appendNode(n, u.toXML(doc));
    }
    return n;
}

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populateFromBondBasketReferenceData()

void populateFromBondBasketReferenceData

(

const QuantLib::ext::shared_ptr< ReferenceDataManager > &

ref

)

Definition at line 47 of file bondposition.cpp.

                                                                                                                 {
    QL_REQUIRE(!identifier_.empty(), "BondPositionData::populateFromBondBasketReferenceData(): no identifier given");
    if (!ref || !ref->hasData(BondBasketReferenceDatum::TYPE, identifier_)) {
        DLOG("could not get BondBasketReferenceDatum for '" << identifier_ << "' leave data in trade unchanged");
    } else {
        DLOG("got BondBasketReferenceDatum for '" << identifier_ << "':");
        auto r = QuantLib::ext::dynamic_pointer_cast<BondBasketReferenceDatum>(
            ref->getData(BondBasketReferenceDatum::TYPE, identifier_));
        QL_REQUIRE(r, "BondPositionData::populateFromBondBasketReferenceData(): internal error, could not cast "
                      "reference datum to expected type.");
        underlyings_ = r->underlyingData();
        DLOG("updated " << underlyings_.size() << " Underlying nodes.");
    }
}

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Member Data Documentation

quantity_

Real quantity_ = QuantLib::Null<Real>()

private

Definition at line 51 of file bondposition.hpp.

identifier_

std::string identifier_

private

Definition at line 52 of file bondposition.hpp.

underlyings_

std::vector<BondUnderlying> underlyings_

private

Definition at line 53 of file bondposition.hpp.