EquityMarginLegData Class Reference

Serializable Equity Margin Leg Data. More...

#include <ored/portfolio/equityfxlegdata.hpp>

Inheritance diagram for EquityMarginLegData:

Collaboration diagram for EquityMarginLegData:

Public Member Functions
	EquityMarginLegData ()
	Default constructor. More...
	EquityMarginLegData (QuantLib::ext::shared_ptr< ore::data::EquityLegData > &equityLegData, const vector< double > &rates, const vector< string > &rateDates=vector< string >(), const double &initialMarginFactor=QuantExt::Null< double >(), const double &multiplier=QuantExt::Null< double >())
	Constructor. More...
Inspectors
const QuantLib::ext::shared_ptr< ore::data::EquityLegData >	equityLegData ()
const vector< double > &	rates () const
const vector< string > &	rateDates () const
const double &	initialMarginFactor () const
const double &	multiplier () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)
	LegAdditionalData (const string &legType)
const string &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () 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
QuantLib::ext::shared_ptr< ore::data::EquityLegData >	equityLegData_
vector< double >	rates_
vector< string >	rateDates_
double	initialMarginFactor_
double	multiplier_
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Serializable Equity Margin Leg Data.

Definition at line 38 of file equityfxlegdata.hpp.

Constructor & Destructor Documentation

EquityMarginLegData() [1/2]

EquityMarginLegData

(

)

Default constructor.

Definition at line 41 of file equityfxlegdata.hpp.

: ore::data::LegAdditionalData("EquityMargin") {}

EquityMarginLegData() [2/2]

EquityMarginLegData	(	QuantLib::ext::shared_ptr< ore::data::EquityLegData > &	equityLegData,
		const vector< double > &	rates,
		const vector< string > &	rateDates = vector<string>(),
		const double &	initialMarginFactor = QuantExt::Null<double>(),
		const double &	multiplier = QuantExt::Null<double>()
	)

Constructor.

Definition at line 43 of file equityfxlegdata.hpp.

        : ore::data::LegAdditionalData("EquityMargin"), equityLegData_(equityLegData), rates_(rates), rateDates_(rateDates), 
            initialMarginFactor_(initialMarginFactor), multiplier_(multiplier) {}

Member Function Documentation

equityLegData()

const QuantLib::ext::shared_ptr< ore::data::EquityLegData > equityLegData

(

)

Definition at line 51 of file equityfxlegdata.hpp.

{ return equityLegData_; } 

rates()

const vector< double > & rates

(

)

const

Definition at line 52 of file equityfxlegdata.hpp.

{ return rates_; }

rateDates()

const vector< string > & rateDates

(

)

const

Definition at line 53 of file equityfxlegdata.hpp.

{ return rateDates_; }

initialMarginFactor()

const double & initialMarginFactor

(

)

const

Definition at line 54 of file equityfxlegdata.hpp.

{ return initialMarginFactor_; }

multiplier()

const double & multiplier

(

)

const

Definition at line 55 of file equityfxlegdata.hpp.

{ return multiplier_; }

fromXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 52 of file equityfxlegdata.cpp.

                                               {
    XMLUtils::checkNode(node, legNodeName());
    rates_ = XMLUtils::getChildrenValuesWithAttributes<Real>(node, "Rates", "Rate", "startDate", rateDates_, parseReal,
                                                             true);
    initialMarginFactor_ = XMLUtils::getChildValueAsDouble(node, "InitialMarginFactor", true);
    multiplier_ = 1;
    if (XMLUtils::getChildNode(node, "Multiplier"))
        multiplier_ = XMLUtils::getChildValueAsDouble(node, "Multiplier");
    XMLNode* equityNode = XMLUtils::getChildNode(node, "EquityLegData");
    QL_REQUIRE(equityNode, "no equityLegData provided");
 
    QuantLib::ext::shared_ptr<ore::data::EquityLegData> ld = QuantLib::ext::make_shared<EquityLegData>();
    ld->fromXML(equityNode);
    equityLegData_ = ld;
 
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 69 of file equityfxlegdata.cpp.

                                                          {
    XMLNode* node = doc.allocNode(legNodeName());
    XMLUtils::addChildrenWithOptionalAttributes(doc, node, "Rates", "Rate", rates_, "startDate", rateDates_);
    XMLUtils::addChild(doc, node, "InitialMarginFactor", initialMarginFactor_);
    XMLUtils::addChild(doc, node, "Multiplier", multiplier_);
    
    XMLUtils::appendNode(node, equityLegData_->toXML(doc));
    return node;
}

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Member Data Documentation

equityLegData_

QuantLib::ext::shared_ptr<ore::data::EquityLegData> equityLegData_

private

Definition at line 65 of file equityfxlegdata.hpp.

rates_

vector<double> rates_

private

Definition at line 66 of file equityfxlegdata.hpp.

rateDates_

vector<string> rateDates_

private

Definition at line 67 of file equityfxlegdata.hpp.

initialMarginFactor_

double initialMarginFactor_

private

Definition at line 68 of file equityfxlegdata.hpp.

multiplier_

double multiplier_

private

Definition at line 69 of file equityfxlegdata.hpp.