BootstrapConfig Class Reference

#include <ored/configuration/bootstrapconfig.hpp>

Inheritance diagram for BootstrapConfig:

Collaboration diagram for BootstrapConfig:

Public Member Functions
	BootstrapConfig (QuantLib::Real accuracy=1.0e-12, QuantLib::Real globalAccuracy=QuantLib::Null< QuantLib::Real >(), bool dontThrow=false, QuantLib::Size maxAttempts=5, QuantLib::Real maxFactor=2.0, QuantLib::Real minFactor=2.0, QuantLib::Size dontThrowSteps=10)
	Constructor. More...
XMLSerializable interface
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
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...

Inspectors
QuantLib::Real	accuracy_
QuantLib::Real	globalAccuracy_
bool	dontThrow_
QuantLib::Size	maxAttempts_
QuantLib::Real	maxFactor_
QuantLib::Real	minFactor_
QuantLib::Size	dontThrowSteps_
QuantLib::Real	accuracy () const
QuantLib::Real	globalAccuracy () const
bool	dontThrow () const
QuantLib::Size	maxAttempts () const
QuantLib::Real	maxFactor () const
QuantLib::Real	minFactor () const
QuantLib::Size	dontThrowSteps () const

Detailed Description

Serializable Bootstrap configuration

Definition at line 35 of file bootstrapconfig.hpp.

Constructor & Destructor Documentation

BootstrapConfig()

BootstrapConfig	(	QuantLib::Real	accuracy = 1.0e-12,
		QuantLib::Real	globalAccuracy = QuantLib::Null<QuantLib::Real>(),
		bool	dontThrow = false,
		QuantLib::Size	maxAttempts = 5,
		QuantLib::Real	maxFactor = 2.0,
		QuantLib::Real	minFactor = 2.0,
		QuantLib::Size	dontThrowSteps = 10
	)

Constructor.

Definition at line 27 of file bootstrapconfig.cpp.

    : accuracy_(accuracy), globalAccuracy_(globalAccuracy == Null<Real>() ? accuracy_ : globalAccuracy),
      dontThrow_(dontThrow), maxAttempts_(maxAttempts), maxFactor_(maxFactor), minFactor_(minFactor),
      dontThrowSteps_(dontThrowSteps) {}

Member Function Documentation

fromXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 33 of file bootstrapconfig.cpp.

                                           {
 
    XMLUtils::checkNode(node, "BootstrapConfig");
 
    accuracy_ = 1e-12;
    if (XMLNode* n = XMLUtils::getChildNode(node, "Accuracy")) {
        accuracy_ = parseReal(XMLUtils::getNodeValue(n));
        QL_REQUIRE(accuracy_ > 0, "Accuracy (" << accuracy_ << ") must be a positive number");
    }
 
    globalAccuracy_ = accuracy_;
    if (XMLNode* n = XMLUtils::getChildNode(node, "GlobalAccuracy")) {
        globalAccuracy_ = parseReal(XMLUtils::getNodeValue(n));
        QL_REQUIRE(globalAccuracy_ > 0, "GlobalAccuracy (" << globalAccuracy_ << ") must be a positive number");
    }
 
    dontThrow_ = false;
    if (XMLNode* n = XMLUtils::getChildNode(node, "DontThrow")) {
        dontThrow_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    maxAttempts_ = 5;
    if (XMLNode* n = XMLUtils::getChildNode(node, "MaxAttempts")) {
        Integer maxAttempts = parseInteger(XMLUtils::getNodeValue(n));
        QL_REQUIRE(maxAttempts > 0, "MaxAttempts (" << maxAttempts << ") must be a positive integer");
        maxAttempts_ = static_cast<Size>(maxAttempts);
    }
 
    maxFactor_ = 2.0;
    if (XMLNode* n = XMLUtils::getChildNode(node, "MaxFactor")) {
        maxFactor_ = parseReal(XMLUtils::getNodeValue(n));
    }
 
    minFactor_ = 2.0;
    if (XMLNode* n = XMLUtils::getChildNode(node, "MinFactor")) {
        minFactor_ = parseReal(XMLUtils::getNodeValue(n));
    }
 
    dontThrowSteps_ = 10;
    if (XMLNode* n = XMLUtils::getChildNode(node, "DontThrowSteps")) {
        Integer dontThrowSteps = parseInteger(XMLUtils::getNodeValue(n));
        QL_REQUIRE(dontThrowSteps > 0, "DontThrowSteps (" << dontThrowSteps << ") must be a positive integer");
        dontThrowSteps_ = static_cast<Size>(dontThrowSteps);
    }
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 79 of file bootstrapconfig.cpp.

                                                      {
 
    XMLNode* node = doc.allocNode("BootstrapConfig");
    XMLUtils::addChild(doc, node, "Accuracy", accuracy_);
    XMLUtils::addChild(doc, node, "GlobalAccuracy", globalAccuracy_);
    XMLUtils::addChild(doc, node, "DontThrow", dontThrow_);
    XMLUtils::addChild(doc, node, "MaxAttempts", static_cast<int>(maxAttempts_));
    XMLUtils::addChild(doc, node, "MaxFactor", maxFactor_);
    XMLUtils::addChild(doc, node, "MinFactor", minFactor_);
    XMLUtils::addChild(doc, node, "DontThrowSteps", static_cast<int>(dontThrowSteps_));
 
    return node;
}

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accuracy()

QuantLib::Real accuracy

(

)

const

Definition at line 50 of file bootstrapconfig.hpp.

{ return accuracy_; }

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globalAccuracy()

QuantLib::Real globalAccuracy

(

)

const

Definition at line 51 of file bootstrapconfig.hpp.

{ return globalAccuracy_; }

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dontThrow()

bool dontThrow

(

)

const

Definition at line 52 of file bootstrapconfig.hpp.

{ return dontThrow_; }

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maxAttempts()

QuantLib::Size maxAttempts

(

)

const

Definition at line 53 of file bootstrapconfig.hpp.

{ return maxAttempts_; }

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maxFactor()

QuantLib::Real maxFactor

(

)

const

Definition at line 54 of file bootstrapconfig.hpp.

{ return maxFactor_; }

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minFactor()

QuantLib::Real minFactor

(

)

const

Definition at line 55 of file bootstrapconfig.hpp.

{ return minFactor_; }

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dontThrowSteps()

QuantLib::Size dontThrowSteps

(

)

const

Definition at line 56 of file bootstrapconfig.hpp.

{ return dontThrowSteps_; }

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Member Data Documentation

accuracy_

QuantLib::Real accuracy_

private

Definition at line 60 of file bootstrapconfig.hpp.

globalAccuracy_

QuantLib::Real globalAccuracy_

private

Definition at line 61 of file bootstrapconfig.hpp.

dontThrow_

bool dontThrow_

private

Definition at line 62 of file bootstrapconfig.hpp.

maxAttempts_

QuantLib::Size maxAttempts_

private

Definition at line 63 of file bootstrapconfig.hpp.

maxFactor_

QuantLib::Real maxFactor_

private

Definition at line 64 of file bootstrapconfig.hpp.

minFactor_

QuantLib::Real minFactor_

private

Definition at line 65 of file bootstrapconfig.hpp.

dontThrowSteps_

QuantLib::Size dontThrowSteps_

private

Definition at line 66 of file bootstrapconfig.hpp.