CdsReferenceInformation Class Reference

#include <ored/portfolio/creditdefaultswapdata.hpp>

Inheritance diagram for CdsReferenceInformation:

Collaboration diagram for CdsReferenceInformation:

Public Member Functions
	CdsReferenceInformation ()
	Default constructor. More...
	CdsReferenceInformation (const std::string &referenceEntityId, CdsTier tier, const QuantLib::Currency &currency, boost::optional< CdsDocClause > docClause=boost::none)
	Detailed constructor. More...
XMLSerializable interface
void	fromXML (XMLNode *node) override
XMLNode *	toXML (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
std::string	referenceEntityId_
CdsTier	tier_
QuantLib::Currency	currency_
boost::optional< CdsDocClause >	docClause_
std::string	id_
const std::string &	referenceEntityId () const
CdsTier	tier () const
const QuantLib::Currency &	currency () const
bool	hasDocClause () const
CdsDocClause	docClause () const
const std::string &	id () const
void	populateId ()
	Populate the id_ member. More...

Detailed Description

Serializable reference information

Definition at line 76 of file creditdefaultswapdata.hpp.

Constructor & Destructor Documentation

CdsReferenceInformation() [1/2]

CdsReferenceInformation

(

)

Default constructor.

Definition at line 407 of file creditdefaultswapdata.cpp.

: tier_(CdsTier::SNRFOR), docClause_(boost::none) {}

CdsReferenceInformation() [2/2]

CdsReferenceInformation	(	const std::string &	referenceEntityId,
		CdsTier	tier,
		const QuantLib::Currency &	currency,
		boost::optional< CdsDocClause >	docClause = boost::none
	)

Detailed constructor.

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 415 of file creditdefaultswapdata.cpp.

                                                   {
    XMLUtils::checkNode(node, "ReferenceInformation");
    referenceEntityId_ = XMLUtils::getChildValue(node, "ReferenceEntityId", true);
    tier_ = parseCdsTier(XMLUtils::getChildValue(node, "Tier", true));
    currency_ = parseCurrency(XMLUtils::getChildValue(node, "Currency", true));
    if (auto s = XMLUtils::getChildValue(node, "DocClause", false); !s.empty()) {
        docClause_ = parseCdsDocClause(s);
    }
    populateId();
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 426 of file creditdefaultswapdata.cpp.

                                                              {
    XMLNode* node = doc.allocNode("ReferenceInformation");
    XMLUtils::addChild(doc, node, "ReferenceEntityId", referenceEntityId_);
    XMLUtils::addChild(doc, node, "Tier", to_string(tier_));
    XMLUtils::addChild(doc, node, "Currency", currency_.code());
    if(docClause_)
        XMLUtils::addChild(doc, node, "DocClause", to_string(*docClause_));
    return node;
}

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referenceEntityId()

const std::string & referenceEntityId

(

)

const

Definition at line 93 of file creditdefaultswapdata.hpp.

{ return referenceEntityId_; }

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tier()

CdsTier tier

(

)

const

Definition at line 94 of file creditdefaultswapdata.hpp.

{ return tier_; }

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currency()

const QuantLib::Currency & currency

(

)

const

Definition at line 95 of file creditdefaultswapdata.hpp.

{ return currency_; }

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hasDocClause()

bool hasDocClause

(

)

const

Definition at line 447 of file creditdefaultswapdata.cpp.

{ return docClause_ != boost::none; }

docClause()

CdsDocClause docClause

(

)

const

Definition at line 442 of file creditdefaultswapdata.cpp.

                                                      {
    QL_REQUIRE(docClause_, "CdsReferenceInforamtion::docClause(): docClause not set.");
    return *docClause_;
}

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id()

const std::string & id

(

)

const

Give back the ID for the CdsReferenceInformation object. The id is the concatenation of the string representation of the object's members using the | character as a delimiter.

Definition at line 103 of file creditdefaultswapdata.hpp.

{ return id_; }

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populateId()

void populateId ( )

private

Populate the id_ member.

Definition at line 436 of file creditdefaultswapdata.cpp.

                                         {
    id_ = referenceEntityId_ + "|" + to_string(tier_) + "|" + currency_.code();
    if (docClause_)
        id_ += "|" + to_string(*docClause_);
}

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Member Data Documentation

referenceEntityId_

std::string referenceEntityId_

private

Definition at line 106 of file creditdefaultswapdata.hpp.

tier_

CdsTier tier_

private

Definition at line 107 of file creditdefaultswapdata.hpp.

currency_

QuantLib::Currency currency_

private

Definition at line 108 of file creditdefaultswapdata.hpp.

docClause_

boost::optional<CdsDocClause> docClause_

private

Definition at line 109 of file creditdefaultswapdata.hpp.

id_

std::string id_

private

Definition at line 110 of file creditdefaultswapdata.hpp.