BondUnderlying Class Reference

#include <ored/portfolio/underlying.hpp>

Inheritance diagram for BondUnderlying:

Collaboration diagram for BondUnderlying:

Public Member Functions
	BondUnderlying ()
	Default constructor. More...
	BondUnderlying (const std::string &name)
	Constructor with full bond name (e.g. ISIN:DE00001142867) More...
	BondUnderlying (const std::string &identifier, const std::string &identifierType, const QuantLib::Real weight)
	Constructor with identifer infomation (e.g. identifier = DE00001142867, identifierType = ISIN) More...
const std::string &	name () const override
const std::string &	identifierType () const
double	bidAskAdjustment () const
void	setBondName ()
	set name of bond More...
Public Member Functions inherited from Underlying
	Underlying ()
	Default Constructor. More...
	Underlying (const std::string &type, const std::string &name, const QuantLib::Real weight=QuantLib::Null< QuantLib::Real >())
	Constructor with type, name, weight. More...
void	setType (const string &type)
void	setName (const string &name)
void	setWeight (const QuantLib::Real weight)
void	setNodeName (const string &nodeName)
void	setBasicUnderlyingNodeName (const string &basicUnderlyingNodeName)
const std::string &	type () const
Real	weight () 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	bondName_
std::string	identifierType_
double	bidAskAdjustment_ = 0.0
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from Underlying
std::string	type_
std::string	name_
Real	weight_ = QuantLib::Null<QuantLib::Real>()
std::string	nodeName_
std::string	basicUnderlyingNodeName_
bool	isBasic_ = false

Detailed Description

Definition at line 228 of file underlying.hpp.

Constructor & Destructor Documentation

BondUnderlying() [1/3]

BondUnderlying

(

)

Default constructor.

Definition at line 231 of file underlying.hpp.

: Underlying() { setType("Bond"); }

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BondUnderlying() [2/3]

BondUnderlying ( const std::string &  name )

explicit

Constructor with full bond name (e.g. ISIN:DE00001142867)

Definition at line 234 of file underlying.hpp.

: Underlying("Bond", name) { isBasic_ = true; };

BondUnderlying() [3/3]

BondUnderlying	(	const std::string &	identifier,
		const std::string &	identifierType,
		const QuantLib::Real	weight
	)

Constructor with identifer infomation (e.g. identifier = DE00001142867, identifierType = ISIN)

Definition at line 237 of file underlying.hpp.

        : Underlying("Bond", identifier, weight), identifierType_(identifierType){};

Member Function Documentation

name()

const std::string & name ( ) const

overridevirtual

Reimplemented from Underlying.

Definition at line 240 of file underlying.hpp.

{ return bondName_.empty() ? name_ : bondName_; };

identifierType()

const std::string & identifierType

(

)

const

Definition at line 241 of file underlying.hpp.

{ return identifierType_; }

bidAskAdjustment()

double bidAskAdjustment

(

)

const

Definition at line 242 of file underlying.hpp.

{ return bidAskAdjustment_; }

setBondName()

void setBondName

(

)

set name of bond

Definition at line 267 of file underlying.cpp.

                                 {
    if (bondName_.empty()) {
        if (!identifierType_.empty())
            bondName_ = identifierType_ + ":" + name_;
        else
            bondName_ = name_;
    }
}

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fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from Underlying.

Definition at line 276 of file underlying.cpp.

                                          {
    if (XMLUtils::getNodeName(node) == basicUnderlyingNodeName_) {
        name_ = XMLUtils::getNodeValue(node);
        isBasic_ = true;
    } else if (XMLUtils::getNodeName(node) == nodeName_) {
        Underlying::fromXML(node);
        QL_REQUIRE(type_ == "Bond", "Underlying must be of type 'Bond'.");
        identifierType_ = XMLUtils::getChildValue(node, "IdentifierType", false);
        setBondName();
        isBasic_ = false;
    } else {
        QL_FAIL("Need either a " << basicUnderlyingNodeName_ << " or " << nodeName_ << " for BondUnderlying.");
    }
    bidAskAdjustment_ = XMLUtils::getChildValueAsDouble(node, "BidAskAdjustment", false, 0.0);
    setType("Bond");
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Reimplemented from Underlying.

Definition at line 293 of file underlying.cpp.

                                                     {
    XMLNode* node;
    if (isBasic_) {
        node = doc.allocNode(basicUnderlyingNodeName_, name_);
    } else {
        node = Underlying::toXML(doc);
        if (!identifierType_.empty())
            XMLUtils::addChild(doc, node, "IdentifierType", identifierType_);
    }
    return node;
}

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Member Data Documentation

bondName_

std::string bondName_

private

Definition at line 254 of file underlying.hpp.

identifierType_

std::string identifierType_

private

Definition at line 254 of file underlying.hpp.

bidAskAdjustment_

double bidAskAdjustment_ = 0.0

private

Definition at line 255 of file underlying.hpp.