CreditReferenceDatum Class Reference

CreditIndex Reference data, contains the names and weights of a credit index. More...

#include <ored/portfolio/referencedata.hpp>

Inheritance diagram for CreditReferenceDatum:

Collaboration diagram for CreditReferenceDatum:

Classes
struct	CreditData

Public Member Functions
	CreditReferenceDatum ()
	CreditReferenceDatum (const string &id)
	CreditReferenceDatum (const string &id, const QuantLib::Date &validFrom)
	CreditReferenceDatum (const string &id, const CreditData &creditData)
	CreditReferenceDatum (const string &id, const QuantLib::Date &validFrom, const CreditData &creditData)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const CreditData &	creditData () const
void	setCreditData (const CreditData &creditData)
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 = "Credit"

Private Attributes
CreditData	creditData_

Detailed Description

CreditIndex Reference data, contains the names and weights of a credit index.

Definition at line 426 of file referencedata.hpp.

Constructor & Destructor Documentation

CreditReferenceDatum() [1/5]

CreditReferenceDatum

(

)

Definition at line 439 of file referencedata.hpp.

{}

CreditReferenceDatum() [2/5]

CreditReferenceDatum

(

const string &

id

)

Definition at line 441 of file referencedata.hpp.

: ReferenceDatum(TYPE, id) {}

CreditReferenceDatum() [3/5]

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

Definition at line 443 of file referencedata.hpp.

: ReferenceDatum(TYPE, id, validFrom) {}

CreditReferenceDatum() [4/5]

CreditReferenceDatum	(	const string &	id,
		const CreditData &	creditData
	)

Definition at line 445 of file referencedata.hpp.

        : ReferenceDatum(TYPE, id), creditData_(creditData) {}

CreditReferenceDatum() [5/5]

CreditReferenceDatum	(	const string &	id,
		const QuantLib::Date &	validFrom,
		const CreditData &	creditData
	)

Definition at line 448 of file referencedata.hpp.

        : ReferenceDatum(TYPE, id, validFrom), creditData_(creditData) {}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 521 of file referencedata.cpp.

                                                {
    ReferenceDatum::fromXML(node);
    XMLNode* innerNode = XMLUtils::getChildNode(node, "CreditReferenceData");
    QL_REQUIRE(innerNode, "No CreditReferenceData node");
 
    creditData_.name = XMLUtils::getChildValue(innerNode, "Name", true);
    creditData_.group = XMLUtils::getChildValue(innerNode, "Group", false);
    creditData_.successor = XMLUtils::getChildValue(innerNode, "Successor", false);
    creditData_.predecessor = XMLUtils::getChildValue(innerNode, "Predecessor", false);
    creditData_.successorImplementationDate =
        parseDate(XMLUtils::getChildValue(innerNode, "SuccessorImplementationDate", false));
    creditData_.predecessorImplementationDate =
        parseDate(XMLUtils::getChildValue(innerNode, "PredecessorImplementationDate", false));
    creditData_.entityType = (XMLUtils::getChildValue(innerNode, "EntityType", false) == "Corp."|| 
                              XMLUtils::getChildValue(innerNode, "EntityType", false) == "Corp")
                                 ? "Corporate"
                                 : XMLUtils::getChildValue(innerNode, "EntityType", false);
}

Here is the call graph for this function:

toXML()

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

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 540 of file referencedata.cpp.

                                                           {
    XMLNode* node = ReferenceDatum::toXML(doc);
    XMLNode* creditNode = doc.allocNode("CreditReferenceData");
    XMLUtils::appendNode(node, creditNode);
    XMLUtils::addChild(doc, creditNode, "Name", creditData_.name);
    XMLUtils::addChild(doc, creditNode, "Group", creditData_.group);
    XMLUtils::addChild(doc, creditNode, "Successor", creditData_.successor);
    XMLUtils::addChild(doc, creditNode, "Predecessor", creditData_.predecessor);
    if (creditData_.successorImplementationDate != Date())
        XMLUtils::addChild(doc, creditNode, "SuccessorImplementationDate",
                           to_string(creditData_.successorImplementationDate));
    if (creditData_.predecessorImplementationDate != Date())
        XMLUtils::addChild(doc, creditNode, "PredecessorImplementationDate",
                           to_string(creditData_.predecessorImplementationDate));
    XMLUtils::addChild(doc, creditNode, "EntityType", creditData_.entityType);
    return node;
}

Here is the call graph for this function:

creditData()

const CreditData & creditData

(

)

const

Definition at line 454 of file referencedata.hpp.

{ return creditData_; }

Here is the caller graph for this function:

setCreditData()

void setCreditData

(

const CreditData &

creditData

)

Definition at line 455 of file referencedata.hpp.

{ creditData_ = creditData; }

Here is the call graph for this function:

Member Data Documentation

TYPE

constexpr const char* TYPE = "Credit"

staticconstexpr

Definition at line 428 of file referencedata.hpp.

creditData_

CreditData creditData_

private

Definition at line 458 of file referencedata.hpp.