Serializable Cashflow Leg Data. More...

#include <ored/portfolio/legdata.hpp>

Inheritance diagram for CashflowData:

Collaboration diagram for CashflowData:

Public Member Functions
	CashflowData ()
	Default constructor. More...

	CashflowData (const vector< double > &amounts, const vector< string > &dates)
	Constructor. More...

Inspectors
const vector< double > &	amounts () const

const vector< string > &	dates () const

Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)

	LegAdditionalData (const string &legType)

const string &	legType () const

const string &	legNodeName () const

const std::set< std::string > &	indices () 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
vector< double >	amounts_

vector< string >	dates_

void	fromXML (XMLNode *node) override

XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable Cashflow Leg Data.

Definition at line 89 of file legdata.hpp.

Constructor & Destructor Documentation

◆ CashflowData() [1/2]

CashflowData ( )

Default constructor.

Definition at line 92 of file legdata.hpp.

92: LegAdditionalData("Cashflow", "CashflowData") {}

ore::data::LegAdditionalData::LegAdditionalData

LegAdditionalData(const string &legType, const string &legNodeName)

Definition: legdata.hpp:65

◆ CashflowData() [2/2]

CashflowData	(	const vector< double > &	amounts,
		const vector< string > &	dates
	)

Constructor.

Definition at line 94 of file legdata.hpp.

95 : LegAdditionalData("Cashflow", "CashflowData"), amounts_(amounts), dates_(dates) {}

ore::data::CashflowData::dates_

vector< string > dates_

Definition: legdata.hpp:110

ore::data::CashflowData::amounts_

vector< double > amounts_

Definition: legdata.hpp:109

ore::data::CashflowData::dates

const vector< string > & dates() const

Definition: legdata.hpp:100

ore::data::CashflowData::amounts

const vector< double > & amounts() const

Definition: legdata.hpp:99

Member Function Documentation

◆ amounts()

const vector< double > & amounts ( ) const

Definition at line 99 of file legdata.hpp.

99{ return amounts_; }

◆ dates()

const vector< string > & dates ( ) const

Definition at line 100 of file legdata.hpp.

100{ return dates_; }

◆ fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

Definition at line 94 of file legdata.cpp.

                                        {
    // allow for empty Cashflow legs without any payments
    if(node == nullptr)
    return;
    XMLUtils::checkNode(node, legNodeName());
    amounts_ =
        XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Cashflow", "Amount", "date", dates_, &parseReal, false);
 
    auto p = sort_permutation(dates_, lessThan);
    apply_permutation_in_place(dates_, p);
    apply_permutation_in_place(amounts_, p);
}

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◆ toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 107 of file legdata.cpp.

                                                   {
    XMLNode* node = doc.allocNode(legNodeName());
    XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Cashflow", "Amount", amounts_, "date", dates_);
    return node;
}

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Member Data Documentation

◆ amounts_

vector<double> amounts_

private

Definition at line 109 of file legdata.hpp.

◆ dates_

vector<string> dates_