CreditIndexReferenceDatum Class Reference

Credit index reference data, contains a set of index constituents. More...

#include <ored/portfolio/referencedata.hpp>

Inheritance diagram for CreditIndexReferenceDatum:

Collaboration diagram for CreditIndexReferenceDatum:

Public Member Functions
	CreditIndexReferenceDatum ()
	CreditIndexReferenceDatum (const std::string &name)
	CreditIndexReferenceDatum (const string &id, const QuantLib::Date &validFrom)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
void	add (const CreditIndexConstituent &c)
	Add a constituent. The constituent is not added if already present. More...
const std::set< CreditIndexConstituent > &	constituents () const
	Get all of the underlying constituents. More...
const std::string &	indexFamily () const
void	setIndexFamily (const std::string &indexFamily)
Public Member Functions inherited from ReferenceDatum
	ReferenceDatum ()
	Default Constructor. More...
	ReferenceDatum (const std::string &type, const std::string &id)
	Base class constructor. More...
	ReferenceDatum (const std::string &type, const std::string &id, const QuantLib::Date &validFrom)
	Base class constructor. More...
void	setType (const string &type)
	setters More...
void	setId (const string &id)
void	setValidFrom (const QuantLib::Date &validFrom)
const std::string &	type () const
	getters More...
const std::string &	id () const
const QuantLib::Date &	validFrom () const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::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...

Static Public Attributes
static constexpr const char *	TYPE = "CreditIndex"

Private Attributes
std::set< CreditIndexConstituent >	constituents_
std::string	indexFamily_

Detailed Description

Credit index reference data, contains a set of index constituents.

Definition at line 184 of file referencedata.hpp.

Constructor & Destructor Documentation

CreditIndexReferenceDatum() [1/3]

CreditIndexReferenceDatum

(

)

Definition at line 201 of file referencedata.cpp.

{}

CreditIndexReferenceDatum() [2/3]

CreditIndexReferenceDatum

(

const std::string &

name

)

Definition at line 203 of file referencedata.cpp.

: ReferenceDatum(TYPE, name) {}

CreditIndexReferenceDatum() [3/3]

CreditIndexReferenceDatum	(	const string &	id,
		const QuantLib::Date &	validFrom
	)

Definition at line 205 of file referencedata.cpp.

    : ReferenceDatum(TYPE, name, validFrom) {}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 208 of file referencedata.cpp.

                                                     {
 
    ReferenceDatum::fromXML(node);
 
    XMLNode* cird = XMLUtils::getChildNode(node, "CreditIndexReferenceData");
    QL_REQUIRE(cird, "Expected a CreditIndexReferenceData node.");
 
    indexFamily_ = XMLUtils::getChildValue(cird, "IndexFamily", false);
 
    constituents_.clear();
 
    for (XMLNode* child = XMLUtils::getChildNode(cird, "Underlying"); child;
         child = XMLUtils::getNextSibling(child, "Underlying")) {
        CreditIndexConstituent c;
        c.fromXML(child);
        add(c);
    }
}

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toXML()

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

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 227 of file referencedata.cpp.

                                                                       {
 
    XMLNode* node = ReferenceDatum::toXML(doc);
    XMLNode* cird = XMLUtils::addChild(doc, node, "CreditIndexReferenceData");
 
    XMLUtils::addChild(doc, cird, "IndexFamily", indexFamily_);
 
    for (auto c : constituents_) {
        auto cNode = c.toXML(doc);
        XMLUtils::appendNode(cird, cNode);
    }
 
    return node;
}

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add()

void add

(

const CreditIndexConstituent &

c

)

Add a constituent. The constituent is not added if already present.

Definition at line 242 of file referencedata.cpp.

                                                                   {
    auto it = constituents_.find(c);
    if (it != constituents_.end()) {
        DLOG("Constituent " << c.name() << " not added to credit index " << id() << " because already present.");
    } else {
        constituents_.insert(c);
        DLOG("Constituent " << c.name() << " added to credit index " << id() << ".");
    }
}

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constituents()

const set< CreditIndexConstituent > & constituents

(

)

const

Get all of the underlying constituents.

Definition at line 252 of file referencedata.cpp.

{ return constituents_; }

indexFamily()

const std::string & indexFamily

(

)

const

Definition at line 203 of file referencedata.hpp.

{ return indexFamily_; }

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setIndexFamily()

void setIndexFamily

(

const std::string &

indexFamily

)

Definition at line 205 of file referencedata.hpp.

{ indexFamily_ = indexFamily; }

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Member Data Documentation

TYPE

constexpr const char* TYPE = "CreditIndex"

staticconstexpr

Definition at line 186 of file referencedata.hpp.

constituents_

std::set<CreditIndexConstituent> constituents_

private

Definition at line 208 of file referencedata.hpp.

indexFamily_

std::string indexFamily_

private

Definition at line 209 of file referencedata.hpp.