CommodityForwardConvention Class Reference

#include <ored/configuration/conventions.hpp>

Inheritance diagram for CommodityForwardConvention:

Collaboration diagram for CommodityForwardConvention:

Public Member Functions
Constructors
	CommodityForwardConvention ()
	Default constructor. More...
	CommodityForwardConvention (const string &id, const string &spotDays="", const string &pointsFactor="", const string &advanceCalendar="", const string &spotRelative="", BusinessDayConvention bdc=Following, bool outright=true)
	Detailed constructor. More...
Inspectors
Natural	spotDays () const
Real	pointsFactor () const
const Calendar &	advanceCalendar () const
string	strAdvanceCalendar () const
bool	spotRelative () const
BusinessDayConvention	bdc () const
bool	outright () const
Public Member Functions inherited from Convention
virtual	~Convention ()
	Default destructor. More...
const string &	id () const
Type	type () 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
Natural	spotDays_
Real	pointsFactor_
Calendar	advanceCalendar_
bool	spotRelative_
BusinessDayConvention	bdc_
bool	outright_
string	strSpotDays_
string	strPointsFactor_
string	strAdvanceCalendar_
string	strSpotRelative_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
virtual void	build () override

Additional Inherited Members
Public Types inherited from Convention
enum class	Type {   Zero , Deposit , Future , FRA ,   OIS , Swap , AverageOIS , TenorBasisSwap ,   TenorBasisTwoSwap , BMABasisSwap , FX , CrossCcyBasis ,   CrossCcyFixFloat , CDS , IborIndex , OvernightIndex ,   SwapIndex , ZeroInflationIndex , InflationSwap , SecuritySpread ,   CMSSpreadOption , CommodityForward , CommodityFuture , FxOption ,   BondYield }
	Supported convention types. More...
Protected Member Functions inherited from Convention
	Convention ()
	Convention (const string &id, Type type)
Protected Attributes inherited from Convention
Type	type_
string	id_

Detailed Description

Container for storing Commodity forward quote conventions

Definition at line 1268 of file conventions.hpp.

Constructor & Destructor Documentation

CommodityForwardConvention() [1/2]

CommodityForwardConvention

(

)

Default constructor.

Definition at line 1273 of file conventions.hpp.

{}

CommodityForwardConvention() [2/2]

CommodityForwardConvention	(	const string &	id,
		const string &	spotDays = "",
		const string &	pointsFactor = "",
		const string &	advanceCalendar = "",
		const string &	spotRelative = "",
		BusinessDayConvention	bdc = Following,
		bool	outright = true
	)

Detailed constructor.

Definition at line 1466 of file conventions.cpp.

    : Convention(id, Type::CommodityForward), bdc_(bdc), outright_(outright), strSpotDays_(spotDays),
      strPointsFactor_(pointsFactor), strAdvanceCalendar_(advanceCalendar), strSpotRelative_(spotRelative) {
    build();
}

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Member Function Documentation

spotDays()

Natural spotDays

(

)

const

Definition at line 1283 of file conventions.hpp.

{ return spotDays_; }

pointsFactor()

Real pointsFactor

(

)

const

Definition at line 1284 of file conventions.hpp.

{ return pointsFactor_; }

advanceCalendar()

const Calendar & advanceCalendar

(

)

const

Definition at line 1285 of file conventions.hpp.

{ return advanceCalendar_; }

strAdvanceCalendar()

string strAdvanceCalendar

(

)

const

Definition at line 1286 of file conventions.hpp.

{ return strAdvanceCalendar_; }

spotRelative()

bool spotRelative

(

)

const

Definition at line 1287 of file conventions.hpp.

{ return spotRelative_; }

bdc()

BusinessDayConvention bdc

(

)

const

Definition at line 1288 of file conventions.hpp.

{ return bdc_; }

outright()

bool outright

(

)

const

Definition at line 1289 of file conventions.hpp.

{ return outright_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 1482 of file conventions.cpp.

                                                      {
 
    XMLUtils::checkNode(node, "CommodityForward");
    type_ = Type::CommodityForward;
    id_ = XMLUtils::getChildValue(node, "Id", true);
 
    strSpotDays_ = XMLUtils::getChildValue(node, "SpotDays", false);
    strPointsFactor_ = XMLUtils::getChildValue(node, "PointsFactor", false);
    strAdvanceCalendar_ = XMLUtils::getChildValue(node, "AdvanceCalendar", false);
    strSpotRelative_ = XMLUtils::getChildValue(node, "SpotRelative", false);
 
    bdc_ = Following;
    if (XMLNode* n = XMLUtils::getChildNode(node, "BusinessDayConvention")) {
        bdc_ = parseBusinessDayConvention(XMLUtils::getNodeValue(n));
    }
 
    outright_ = true;
    if (XMLNode* n = XMLUtils::getChildNode(node, "Outright")) {
        outright_ = parseBool(XMLUtils::getNodeValue(n));
    }
 
    build();
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 1506 of file conventions.cpp.

                                                                 {
 
    XMLNode* node = doc.allocNode("CommodityForward");
    XMLUtils::addChild(doc, node, "Id", id_);
 
    if (!strSpotDays_.empty())
        XMLUtils::addChild(doc, node, "SpotDays", strSpotDays_);
    if (!strPointsFactor_.empty())
        XMLUtils::addChild(doc, node, "PointsFactor", strPointsFactor_);
    if (!strAdvanceCalendar_.empty())
        XMLUtils::addChild(doc, node, "AdvanceCalendar", strAdvanceCalendar_);
    if (!strSpotRelative_.empty())
        XMLUtils::addChild(doc, node, "SpotRelative", strSpotRelative_);
 
 
    XMLUtils::addChild(doc, node, "BusinessDayConvention", ore::data::to_string(bdc_));
    XMLUtils::addChild(doc, node, "Outright", outright_);
 
    return node;
}

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build()

void build ( )

overridevirtual

Implements Convention.

Definition at line 1475 of file conventions.cpp.

                                       {
    spotDays_ = strSpotDays_.empty() ? 2 : lexical_cast<Natural>(strSpotDays_);
    pointsFactor_ = strPointsFactor_.empty() ? 1.0 : parseReal(strPointsFactor_);
    advanceCalendar_ = strAdvanceCalendar_.empty() ? NullCalendar() : parseCalendar(strAdvanceCalendar_);
    spotRelative_ = strSpotRelative_.empty() ? true : parseBool(strSpotRelative_);
}

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Member Data Documentation

spotDays_

Natural spotDays_

private

Definition at line 1300 of file conventions.hpp.

pointsFactor_

Real pointsFactor_

private

Definition at line 1301 of file conventions.hpp.

advanceCalendar_

Calendar advanceCalendar_

private

Definition at line 1302 of file conventions.hpp.

spotRelative_

bool spotRelative_

private

Definition at line 1303 of file conventions.hpp.

bdc_

BusinessDayConvention bdc_

private

Definition at line 1304 of file conventions.hpp.

outright_

bool outright_

private

Definition at line 1305 of file conventions.hpp.

strSpotDays_

string strSpotDays_

private

Definition at line 1308 of file conventions.hpp.

strPointsFactor_

string strPointsFactor_

private

Definition at line 1309 of file conventions.hpp.

strAdvanceCalendar_

string strAdvanceCalendar_

private

Definition at line 1310 of file conventions.hpp.

strSpotRelative_

string strSpotRelative_

private

Definition at line 1311 of file conventions.hpp.