ConvertibleBondData Class Reference

#include <ored/portfolio/convertiblebonddata.hpp>

Inheritance diagram for ConvertibleBondData:

Collaboration diagram for ConvertibleBondData:

Classes
class	CallabilityData
class	ConversionData
class	DividendProtectionData

Public Member Functions
	ConvertibleBondData ()
	ConvertibleBondData (const ore::data::BondData &bondData)
const ore::data::BondData &	bondData () const
const CallabilityData &	callData () const
const CallabilityData &	putData () const
const ConversionData &	conversionData () const
ConversionData &	modifyConversionData ()
const DividendProtectionData &	dividendProtectionData () const
std::string	detachable () const
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
void	populateFromBondReferenceData (const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &referenceData)
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 Attributes
ore::data::BondData	bondData_
CallabilityData	callData_ = CallabilityData("CallData")
CallabilityData	putData_ = CallabilityData("PutData")
ConversionData	conversionData_
DividendProtectionData	dividendProtectionData_
std::string	detachable_

Detailed Description

Definition at line 36 of file convertiblebonddata.hpp.

Constructor & Destructor Documentation

ConvertibleBondData() [1/2]

ConvertibleBondData

(

)

Definition at line 373 of file convertiblebonddata.hpp.

{}

ConvertibleBondData() [2/2]

ConvertibleBondData ( const ore::data::BondData &  bondData )

explicit

Definition at line 374 of file convertiblebonddata.hpp.

: bondData_(bondData) {}

Member Function Documentation

bondData()

const ore::data::BondData & bondData

(

)

const

Definition at line 376 of file convertiblebonddata.hpp.

{ return bondData_; }

Here is the caller graph for this function:

callData()

const CallabilityData & callData

(

)

const

Definition at line 378 of file convertiblebonddata.hpp.

{ return callData_; }

putData()

const CallabilityData & putData

(

)

const

Definition at line 379 of file convertiblebonddata.hpp.

{ return putData_; }

conversionData()

const ConversionData & conversionData

(

)

const

Definition at line 380 of file convertiblebonddata.hpp.

{ return conversionData_; }

modifyConversionData()

ConversionData & modifyConversionData

(

)

Definition at line 381 of file convertiblebonddata.hpp.

{ return conversionData_; }

dividendProtectionData()

const DividendProtectionData & dividendProtectionData

(

)

const

Definition at line 382 of file convertiblebonddata.hpp.

{ return dividendProtectionData_; }

detachable()

std::string detachable

(

)

const

Definition at line 383 of file convertiblebonddata.hpp.

{ return detachable_; }

fromXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 333 of file convertiblebonddata.cpp.

                                               {
    XMLUtils::checkNode(node, "ConvertibleBondData");
    bondData_.fromXML(XMLUtils::getChildNode(node, "BondData"));
    if (auto tmp = XMLUtils::getChildNode(node, "CallData")) {
        if (!XMLUtils::getChildrenNodes(tmp, "").empty()) {
            callData_.fromXML(tmp);
        }
    }
    if (auto tmp = XMLUtils::getChildNode(node, "PutData")) {
        if (!XMLUtils::getChildrenNodes(tmp, "").empty())
            putData_.fromXML(tmp);
    }
    if (auto tmp = XMLUtils::getChildNode(node, "ConversionData")) {
        if (!XMLUtils::getChildrenNodes(tmp, "").empty())
            conversionData_.fromXML(tmp);
    }
    if (auto tmp = XMLUtils::getChildNode(node, "DividendProtectionData")) {
        if (!XMLUtils::getChildrenNodes(tmp, "").empty())
            dividendProtectionData_.fromXML(tmp);
    }
    detachable_ = XMLUtils::getChildValue(node, "Detachable");
}

Here is the call graph for this function:

Here is the caller graph for this function:

toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 356 of file convertiblebonddata.cpp.

                                                          {
    XMLNode* node = doc.allocNode("ConvertibleBondData");
    XMLUtils::appendNode(node, bondData_.toXML(doc));
    if (callData_.initialised())
        XMLUtils::appendNode(node, callData_.toXML(doc));
    if (putData_.initialised())
        XMLUtils::appendNode(node, putData_.toXML(doc));
    if (conversionData_.initialised())
        XMLUtils::appendNode(node, conversionData_.toXML(doc));
    if (dividendProtectionData_.initialised())
        XMLUtils::appendNode(node, dividendProtectionData_.toXML(doc));
    if (!detachable_.empty())
        XMLUtils::addChild(doc, node, "Detachable", detachable_);
    return node;
}

Here is the call graph for this function:

Here is the caller graph for this function:

populateFromBondReferenceData()

void populateFromBondReferenceData

(

const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &

referenceData

)

Definition at line 372 of file convertiblebonddata.cpp.

                                                                             {
 
    QL_REQUIRE(!bondData_.securityId().empty(),
               "ConvertibleBondData::populateFromBondReferenceData(): no security id given");
    if (!referenceData || !referenceData->hasData(ConvertibleBondReferenceDatum::TYPE, bondData_.securityId())) {
        DLOG("could not get ConvertibleBondReferenceDatum for name " << bondData_.securityId()
                                                                     << " leave data in trade unchanged");
    } else {
        auto bondRefData = QuantLib::ext::dynamic_pointer_cast<ConvertibleBondReferenceDatum>(
            referenceData->getData(ConvertibleBondReferenceDatum::TYPE, bondData_.securityId()));
        QL_REQUIRE(bondRefData, "could not cast to ConvertibleBondReferenceDatum, this is unexpected");
        DLOG("Got ConvertibleBondReferenceDatum for name " << bondData_.securityId()
                                                           << " overwrite empty elements in trade");
        bondData_.populateFromBondReferenceData(
            QuantLib::ext::make_shared<BondReferenceDatum>(bondData_.securityId(), bondRefData->bondData()));
        if (!callData_.initialised()) {
            DLOG("overwrite CallData from reference data")
            callData_ = bondRefData->callData();
        }
        if (!putData_.initialised()) {
            DLOG("overwrite PutData from reference data")
            putData_ = bondRefData->putData();
        }
        if (!conversionData_.initialised()) {
            DLOG("overwrite ConversionData from reference data")
            conversionData_ = bondRefData->conversionData();
        }
        if (!dividendProtectionData_.initialised()) {
            DLOG("overwrite DividendProtectionData from reference data")
            dividendProtectionData_ = bondRefData->dividendProtectionData();
        }
        if (detachable_.empty()) {
            DLOG("overwrite detachable from reference data");
            detachable_ = bondRefData->detachable();
        }
    }
}

Here is the call graph for this function:

Member Data Documentation

bondData_

ore::data::BondData bondData_

private

Definition at line 391 of file convertiblebonddata.hpp.

callData_

CallabilityData callData_ = CallabilityData("CallData")

private

Definition at line 392 of file convertiblebonddata.hpp.

putData_

CallabilityData putData_ = CallabilityData("PutData")

private

Definition at line 393 of file convertiblebonddata.hpp.

conversionData_

ConversionData conversionData_

private

Definition at line 394 of file convertiblebonddata.hpp.

dividendProtectionData_

DividendProtectionData dividendProtectionData_

private

Definition at line 395 of file convertiblebonddata.hpp.

detachable_

std::string detachable_

private

Definition at line 396 of file convertiblebonddata.hpp.