CalendarAdjustmentConfig Class Reference

#include <ored/utilities/calendaradjustmentconfig.hpp>

Inheritance diagram for CalendarAdjustmentConfig:

Collaboration diagram for CalendarAdjustmentConfig:

Public Member Functions
	CalendarAdjustmentConfig ()
void	addHolidays (const string &calname, const Date &d)
	This method adds d to the list of holidays for cal name. More...
void	addBusinessDays (const string &calname, const Date &d)
	This method adds d to the list of business days for cal name. More...
void	addBaseCalendar (const string &calname, const string &d)
	This method adds s as a base calendar for cal name. More...
const set< Date > &	getHolidays (const string &calname) const
	Returns all the holidays for a given cal name. More...
const set< Date > &	getBusinessDays (const string &calname) const
	Returns all the business days for a given calname. More...
set< string >	getCalendars () const
const string &	getBaseCalendar (const string &calname) const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
void	append (const CalendarAdjustmentConfig &c)
	add all holidays and business days from c to this instance More...
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 Member Functions
string	normalisedName (const string &) const

Private Attributes
map< string, string >	baseCalendars_
map< string, set< Date > >	additionalHolidays_
map< string, set< Date > >	additionalBusinessDays_

Detailed Description

Definition at line 45 of file calendaradjustmentconfig.hpp.

Constructor & Destructor Documentation

CalendarAdjustmentConfig()

CalendarAdjustmentConfig

(

)

Definition at line 28 of file calendaradjustmentconfig.cpp.

{}

Member Function Documentation

addHolidays()

void addHolidays	(	const string &	calname,
		const Date &	d
	)

This method adds d to the list of holidays for cal name.

Definition at line 30 of file calendaradjustmentconfig.cpp.

                                                                               {
    additionalHolidays_[normalisedName(calname)].insert(d);
}

Here is the call graph for this function:

Here is the caller graph for this function:

addBusinessDays()

void addBusinessDays	(	const string &	calname,
		const Date &	d
	)

This method adds d to the list of business days for cal name.

Definition at line 34 of file calendaradjustmentconfig.cpp.

                                                                                   {
    additionalBusinessDays_[normalisedName(calname)].insert(d);
}

Here is the call graph for this function:

Here is the caller graph for this function:

addBaseCalendar()

void addBaseCalendar	(	const string &	calname,
		const string &	d
	)

This method adds s as a base calendar for cal name.

Definition at line 38 of file calendaradjustmentconfig.cpp.

                                                                                     {
    baseCalendars_[normalisedName(calname)] = s;
}

Here is the call graph for this function:

Here is the caller graph for this function:

getHolidays()

const set< Date > & getHolidays

(

const string &

calname

)

const

Returns all the holidays for a given cal name.

Definition at line 42 of file calendaradjustmentconfig.cpp.

                                                                                  {
    auto holidays = additionalHolidays_.find(normalisedName(calname));
    if (holidays != additionalHolidays_.end()) {
        return holidays->second;
    } else {
        static set<Date> empty;
        return empty;
    }
}

Here is the call graph for this function:

Here is the caller graph for this function:

getBusinessDays()

const set< Date > & getBusinessDays

(

const string &

calname

)

const

Returns all the business days for a given calname.

Definition at line 52 of file calendaradjustmentconfig.cpp.

                                                                                      {
    auto businessDays = additionalBusinessDays_.find(normalisedName(calname));
    if (businessDays != additionalBusinessDays_.end()) {
        return businessDays->second;
    } else {
        static set<Date> empty;
        return empty;
    }
}

Here is the call graph for this function:

Here is the caller graph for this function:

getCalendars()

set< string > getCalendars

(

)

const

Definition at line 62 of file calendaradjustmentconfig.cpp.

                                                         {
    set<string> cals;
    for (auto it : additionalHolidays_) {
        cals.insert(it.first);
    }
    for (auto it : additionalBusinessDays_) {
        cals.insert(it.first);
    }
    return cals;
}

Here is the caller graph for this function:

getBaseCalendar()

const string & getBaseCalendar

(

const string &

calname

)

const

Definition at line 74 of file calendaradjustmentconfig.cpp.

                                                                                   {
    auto bc = baseCalendars_.find(normalisedName(calname));
 
    if (bc != baseCalendars_.end()) {
        return bc->second;
    } else {
        static const string empty = "";
        return empty;
    }
}

Here is the call graph for this function:

Here is the caller graph for this function:

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 97 of file calendaradjustmentconfig.cpp.

                                                    {
    XMLUtils::checkNode(node, "CalendarAdjustments");
 
    //we loop once skipping any new calendars
    for (auto calnode : XMLUtils::getChildrenNodes(node, "Calendar")) {
        string calname = XMLUtils::getAttribute(calnode, "name");
        string baseCalendar = XMLUtils::getChildValue(calnode, "BaseCalendar", false);
        if (baseCalendar != "") {
            // we check here if the baseCalendar is in the map before the new calendars are added
            // this is because we don't want any new calendars to be defined in terms of other new calendars
            parseCalendar(baseCalendar);
            continue;
        }
        Calendar cal = parseCalendar(calname);
 
        vector<string> holidayDates = XMLUtils::getChildrenValues(calnode, "AdditionalHolidays", "Date");
        for (auto holiday : holidayDates) {
            try {
                Date h = parseDate(holiday);
                addHolidays(calname, h);
                cal.addHoliday(h);
            } catch(std::exception&) {
                ALOG("error parsing holiday " << holiday << " for calendar " << calname);
            }
        }
        vector<string> businessDates = XMLUtils::getChildrenValues(calnode, "AdditionalBusinessDays", "Date");
        for (auto businessDay : businessDates) {
            try {
                Date b = parseDate(businessDay);
                addBusinessDays(calname, b);
                cal.removeHoliday(b);
            } catch(std::exception&) {
                ALOG("error parsing business day " << businessDay << " for calendar " << calname);
            }
        }
    }
    //then loop again adding the new calendars
    for (auto calnode : XMLUtils::getChildrenNodes(node, "Calendar")) {
        string calname = XMLUtils::getAttribute(calnode, "name");
        string baseCalendar = XMLUtils::getChildValue(calnode, "BaseCalendar", false);
        if (baseCalendar == "")
            continue;
        Calendar cal = CalendarParser::instance().addCalendar(baseCalendar, calname);
 
        vector<string> holidayDates = XMLUtils::getChildrenValues(calnode, "AdditionalHolidays", "Date");
        for (auto holiday : holidayDates) {
            try {
                Date h = parseDate(holiday);
                addHolidays(calname, h);
                cal.addHoliday(h);
            } catch(std::exception&) {
                ALOG("error parsing business day " << holiday << " for calendar " << calname);
            }
 
        }
        vector<string> businessDates = XMLUtils::getChildrenValues(calnode, "AdditionalBusinessDays", "Date");
        for (auto businessDay : businessDates) {
            try {
                Date b = parseDate(businessDay);
                addBusinessDays(calname, b);
                cal.removeHoliday(b);
            } catch(std::exception&) {
                ALOG("error parsing business day " << businessDay << " for calendar " << calname);
            }
        }
 
        addBaseCalendar(calname, baseCalendar);
    }
 
}

Here is the call graph for this function:

toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 168 of file calendaradjustmentconfig.cpp.

                                                               {
    XMLNode* node = doc.allocNode("CalendarAdjustments");
    for (auto cal : getCalendars()) {
        XMLNode* calendarNode = XMLUtils::addChild(doc, node, "Calendar");
        XMLUtils::addAttribute(doc, calendarNode, "name", cal);
        if (getBaseCalendar(cal) != "")
            XMLUtils::addChild(doc, calendarNode, "BaseCalendar", getBaseCalendar(cal));
        XMLNode* ahd = XMLUtils::addChild(doc, calendarNode, "AdditionalHolidays");
        for (auto hol : getHolidays(cal)) {
            XMLUtils::addChild(doc, ahd, "Date", to_string(hol));
        }
        XMLNode* abd = XMLUtils::addChild(doc, calendarNode, "AdditionalBusinessDays");
        for (auto bd : getBusinessDays(cal)) {
            XMLUtils::addChild(doc, abd, "Date", to_string(bd));
        }
    }
    return node;
}

Here is the call graph for this function:

append()

void append

(

const CalendarAdjustmentConfig &

c

)

add all holidays and business days from c to this instance

Definition at line 86 of file calendaradjustmentconfig.cpp.

                                                                       {
    for (auto it : c.getCalendars()) {
        for (auto h : c.getHolidays(it)) {
            addHolidays(it, h);
        }
        for (auto b : c.getBusinessDays(it)) {
            addBusinessDays(it, b);
        }
    }
};

Here is the call graph for this function:

Here is the caller graph for this function:

normalisedName()

string normalisedName ( const string &  c ) const

private

Definition at line 84 of file calendaradjustmentconfig.cpp.

{ return parseCalendar(c).name(); }

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

baseCalendars_

map<string, string> baseCalendars_

private

Definition at line 75 of file calendaradjustmentconfig.hpp.

additionalHolidays_

map<string, set<Date> > additionalHolidays_

private

Definition at line 76 of file calendaradjustmentconfig.hpp.

additionalBusinessDays_

map<string, set<Date> > additionalBusinessDays_

private

Definition at line 77 of file calendaradjustmentconfig.hpp.