Envelope Class Reference

Serializable object holding generic trade data, reporting dimensions. More...

#include <ored/portfolio/envelope.hpp>

Inheritance diagram for Envelope:

Collaboration diagram for Envelope:

Public Member Functions
	Envelope ()
	Default constructor. More...
	Envelope (const string &counterparty, const string &nettingSetId, const set< string > &portfolioIds=set< string >())
	Constructor with netting set id and portfolio ids, without additional fields. More...
	Envelope (const string &counterparty, const NettingSetDetails &nettingSetDetails=NettingSetDetails(), const set< string > &portfolioIds=set< string >())
	Constructor with netting set details and portfolio ids, without additional fields. More...
	Envelope (const string &counterparty, const map< string, string > &additionalFields)
	Constructor without netting set / portfolio ids, with additional fields. More...
	Envelope (const string &counterparty, const string &nettingSetId, const map< string, string > &additionalFields, const set< string > &portfolioIds=set< string >())
	Constructor with netting set, with additional fields. More...
	Envelope (const string &counterparty, const NettingSetDetails &nettingSetDetails, const map< string, string > &additionalFields, const set< string > &portfolioIds=set< string >())
	Constructor with netting set details, with additional fields. More...
Serialisation
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
Inspectors
const string &	counterparty () const
const string &	nettingSetId () const
const NettingSetDetails	nettingSetDetails () const
const set< string > &	portfolioIds () const
const map< string, string >	additionalFields () const
const map< string, boost::any > &	fullAdditionalFields () const
string	additionalField (const std::string &name, const bool mandatory=true, const std::string &defaultValue=std::string()) const
boost::any	additionalAnyField (const std::string &name, const bool mandatory=true, const boost::any &defaultValue=boost::none) const
void	setAdditionalField (const std::string &key, const boost::any &value)
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...

Utility
string	counterparty_
NettingSetDetails	nettingSetDetails_
set< string >	portfolioIds_
map< string, boost::any >	additionalFields_
bool	initialized_ = false
bool	initialized () const
	Check if the envelope is initialized. More...
bool	hasNettingSetDetails () const
	Check if the netting set details have been populated. More...

Detailed Description

Serializable object holding generic trade data, reporting dimensions.

Definition at line 51 of file envelope.hpp.

Constructor & Destructor Documentation

Envelope() [1/6]

Envelope

(

)

Default constructor.

Definition at line 54 of file envelope.hpp.

{}

Envelope() [2/6]

Envelope	(	const string &	counterparty,
		const string &	nettingSetId,
		const set< string > &	portfolioIds = set<string>()
	)

Constructor with netting set id and portfolio ids, without additional fields.

Definition at line 57 of file envelope.hpp.

        : counterparty_(counterparty), nettingSetDetails_(NettingSetDetails(nettingSetId)), portfolioIds_(portfolioIds),
          initialized_(true) {}

Envelope() [3/6]

Envelope	(	const string &	counterparty,
		const NettingSetDetails &	nettingSetDetails = NettingSetDetails(),
		const set< string > &	portfolioIds = set<string>()
	)

Constructor with netting set details and portfolio ids, without additional fields.

Definition at line 62 of file envelope.hpp.

        : counterparty_(counterparty), nettingSetDetails_(nettingSetDetails), portfolioIds_(portfolioIds),
          initialized_(true) {}

Envelope() [4/6]

Envelope	(	const string &	counterparty,
		const map< string, string > &	additionalFields
	)

Constructor without netting set / portfolio ids, with additional fields.

Definition at line 68 of file envelope.hpp.

        : counterparty_(counterparty), nettingSetDetails_(NettingSetDetails()), initialized_(true) {
        for (const auto& addField : additionalFields)
            additionalFields_[addField.first] = addField.second;
    }

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Envelope() [5/6]

Envelope	(	const string &	counterparty,
		const string &	nettingSetId,
		const map< string, string > &	additionalFields,
		const set< string > &	portfolioIds = set<string>()
	)

Constructor with netting set, with additional fields.

Definition at line 75 of file envelope.hpp.

        : counterparty_(counterparty), nettingSetDetails_(NettingSetDetails(nettingSetId)), portfolioIds_(portfolioIds),
          initialized_(true) {
        for (const auto& addField : additionalFields)
            additionalFields_[addField.first] = addField.second;
    }

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Envelope() [6/6]

Envelope	(	const string &	counterparty,
		const NettingSetDetails &	nettingSetDetails,
		const map< string, string > &	additionalFields,
		const set< string > &	portfolioIds = set<string>()
	)

Constructor with netting set details, with additional fields.

Definition at line 84 of file envelope.hpp.

        : counterparty_(counterparty), nettingSetDetails_(nettingSetDetails), portfolioIds_(portfolioIds),
          initialized_(true) {
        for (const auto& addField : additionalFields)
            additionalFields_[addField.first] = addField.second;
    }

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Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 27 of file envelope.cpp.

                                    {
    XMLUtils::checkNode(node, "Envelope");
    counterparty_ = XMLUtils::getChildValue(node, "CounterParty", false);
 
    XMLNode* nettingSetDetailsNode = XMLUtils::getChildNode(node, "NettingSetDetails");
    if (nettingSetDetailsNode) {
        nettingSetDetails_.fromXML(nettingSetDetailsNode);
    } else {
        string nettingSetId = XMLUtils::getChildValue(node, "NettingSetId", false);
        nettingSetDetails_ = NettingSetDetails(nettingSetId);
    }   
 
    portfolioIds_.clear();
    XMLNode* portfolioNode = XMLUtils::getChildNode(node, "PortfolioIds");
    if (portfolioNode) {
        for (auto const& c : XMLUtils::getChildrenNodes(portfolioNode, "PortfolioId"))
            portfolioIds_.insert(XMLUtils::getNodeValue(c));
    }
 
    std::function<boost::any(XMLNode*)> getValue;
    getValue = [&getValue](XMLNode* node) {
        boost::any value;
        vector<XMLNode*> children = XMLUtils::getChildrenNodes(node, "");
        // If node is a single-value node
        if (children.size() == 1 && XMLUtils::getNodeName(children[0]) == "") {
            value = XMLUtils::getNodeValue(node);
        } else {
            std::multimap<string, boost::any> subAddFields;
            for (XMLNode* child : children) {
                const string& name = XMLUtils::getNodeName(child);
                boost::any childValue = getValue(child);
                subAddFields.insert({name, childValue});
            }
            value = subAddFields;
        }
        return value;
    };
 
    additionalFields_.clear();
    XMLNode* additionalNode = XMLUtils::getChildNode(node, "AdditionalFields");
    if (additionalNode) {
        for (XMLNode* child = XMLUtils::getChildNode(additionalNode); child; child = XMLUtils::getNextSibling(child)) {
            additionalFields_[XMLUtils::getNodeName(child)] = getValue(child);
        }
    }
    initialized_ = true;
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 75 of file envelope.cpp.

                                               {
    XMLNode* node = doc.allocNode("Envelope");
    XMLUtils::addChild(doc, node, "CounterParty", counterparty_);
    if (nettingSetDetails_.emptyOptionalFields()) {
        XMLUtils::addChild(doc, node, "NettingSetId", nettingSetDetails_.nettingSetId());
    } else {
        XMLUtils::appendNode(node, nettingSetDetails_.toXML(doc));
    }
    XMLNode* portfolioNode = doc.allocNode("PortfolioIds");
    XMLUtils::appendNode(node, portfolioNode);
    for (const auto& p : portfolioIds_)
        XMLUtils::addChild(doc, portfolioNode, "PortfolioId", p);
    XMLNode* additionalNode = doc.allocNode("AdditionalFields");
    XMLUtils::appendNode(node, additionalNode);
 
    std::function<void(XMLNode*, const string&, const boost::any&)> addChild;
    addChild = [&addChild, &doc](XMLNode* node, const string& name, const boost::any& val) {
        if (val.type() == typeid(string)) {
            XMLUtils::addChild(doc, node, name, boost::any_cast<string>(val));
        } else {
            QL_REQUIRE(val.type() == typeid(std::multimap<string, boost::any>),
                       "Additional field type must be either string or map<string, boost::any>");
            XMLNode* childNode = doc.allocNode(name);
            XMLUtils::appendNode(node, childNode);
            for (const auto& kv : boost::any_cast<std::multimap<string, boost::any>>(val)) {
                addChild(childNode, kv.first, kv.second);
            }
        }
    };
 
    for (const auto& it : additionalFields_)
        addChild(additionalNode, it.first, it.second);
    return node;
}

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counterparty()

const string & counterparty

(

)

const

Definition at line 100 of file envelope.hpp.

{ return counterparty_; }

nettingSetId()

const string & nettingSetId

(

)

const

Definition at line 101 of file envelope.hpp.

{ return nettingSetDetails_.nettingSetId(); }

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nettingSetDetails()

const NettingSetDetails nettingSetDetails

(

)

const

Definition at line 102 of file envelope.hpp.

{ return nettingSetDetails_; }

portfolioIds()

const set< string > & portfolioIds

(

)

const

Definition at line 103 of file envelope.hpp.

{ return portfolioIds_; }

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additionalFields()

const map< string, string > additionalFields

(

)

const

Definition at line 110 of file envelope.cpp.

                                                           {
    map<string, string> stringAddFields;
    for (const auto& f : additionalFields_)
        if (f.second.type() == typeid(string))
            stringAddFields[f.first] = boost::any_cast<string>(f.second);
    return stringAddFields;
}

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fullAdditionalFields()

const map< string, boost::any > & fullAdditionalFields

(

)

const

Definition at line 105 of file envelope.hpp.

{ return additionalFields_; }

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additionalField()

string additionalField	(	const std::string &	name,
		const bool	mandatory = true,
		const std::string &	defaultValue = std::string()
	)		const

Definition at line 118 of file envelope.cpp.

                                                                                                                 {
    auto af = additionalFields();
    auto it = af.find(name);
    QL_REQUIRE(it != af.end() || !mandatory,
               "Envelope::additionalField(): Mandatory field '" << name << "' not found.");
    return it == af.end() ? defaultValue : it->second;
}

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additionalAnyField()

boost::any additionalAnyField	(	const std::string &	name,
		const bool	mandatory = true,
		const boost::any &	defaultValue = boost::none
	)		const

Definition at line 126 of file envelope.cpp.

                                                                                                                     {
    auto it = additionalFields_.find(name);
    QL_REQUIRE(it != additionalFields_.end() || !mandatory,
               "Envelope::additionalField(): Mandatory field '" << name << "' not found.");
    return it == additionalFields_.end() ? defaultValue : it->second;
}

setAdditionalField()

void setAdditionalField	(	const std::string &	key,
		const boost::any &	value
	)

Definition at line 133 of file envelope.cpp.

                                                                             {
    additionalFields_[key] = value;
}

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initialized()

bool initialized

(

)

const

Check if the envelope is initialized.

Definition at line 116 of file envelope.hpp.

{ return initialized_; }

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hasNettingSetDetails()

bool hasNettingSetDetails

(

)

const

Check if the netting set details have been populated.

Definition at line 118 of file envelope.hpp.

{ return !nettingSetDetails_.empty(); }

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Member Data Documentation

counterparty_

string counterparty_

private

Definition at line 122 of file envelope.hpp.

nettingSetDetails_

NettingSetDetails nettingSetDetails_

private

Definition at line 123 of file envelope.hpp.

portfolioIds_

set<string> portfolioIds_

private

Definition at line 124 of file envelope.hpp.

additionalFields_

map<string, boost::any> additionalFields_

private

Definition at line 125 of file envelope.hpp.

initialized_

bool initialized_ = false

private

Definition at line 126 of file envelope.hpp.