EquityOptionPositionData Class Reference

Serializable Equity Option Position Data. More...

#include <ored/portfolio/equityoptionposition.hpp>

Inheritance diagram for EquityOptionPositionData:

Collaboration diagram for EquityOptionPositionData:

Public Member Functions
	EquityOptionPositionData ()
	EquityOptionPositionData (const Real quantity, const std::vector< EquityOptionUnderlyingData > &underlyings)
Real	quantity () const
const std::vector< EquityOptionUnderlyingData > &	underlyings () const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (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...

Private Attributes
Real	quantity_ = QuantLib::Null<Real>()
std::vector< EquityOptionUnderlyingData >	underlyings_

Detailed Description

Serializable Equity Option Position Data.

Definition at line 59 of file equityoptionposition.hpp.

Constructor & Destructor Documentation

EquityOptionPositionData() [1/2]

EquityOptionPositionData

(

)

Definition at line 61 of file equityoptionposition.hpp.

{}

EquityOptionPositionData() [2/2]

EquityOptionPositionData	(	const Real	quantity,
		const std::vector< EquityOptionUnderlyingData > &	underlyings
	)

Definition at line 62 of file equityoptionposition.hpp.

        : quantity_(quantity), underlyings_(underlyings) {}

Member Function Documentation

quantity()

Real quantity

(

)

const

Definition at line 65 of file equityoptionposition.hpp.

{ return quantity_; }

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underlyings()

const std::vector< EquityOptionUnderlyingData > & underlyings

(

)

const

Definition at line 66 of file equityoptionposition.hpp.

{ return underlyings_; }

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fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 47 of file equityoptionposition.cpp.

                                                    {
    XMLUtils::checkNode(node, "EquityOptionPositionData");
    quantity_ = XMLUtils::getChildValueAsDouble(node, "Quantity", true);
    auto c = XMLUtils::getChildrenNodes(node, "Underlying");
    underlyings_.clear();
    for (auto const n : c) {
        underlyings_.push_back(EquityOptionUnderlyingData());
        underlyings_.back().fromXML(n);
    }
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 58 of file equityoptionposition.cpp.

                                                               {
    XMLNode* n = doc.allocNode("EquityOptionPositionData");
    XMLUtils::addChild(doc, n, "Quantity", quantity_);
    for (auto& u : underlyings_) {
        XMLUtils::appendNode(n, u.toXML(doc));
    }
    return n;
}

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Member Data Documentation

quantity_

Real quantity_ = QuantLib::Null<Real>()

private

Definition at line 72 of file equityoptionposition.hpp.

underlyings_

std::vector<EquityOptionUnderlyingData> underlyings_

private

Definition at line 73 of file equityoptionposition.hpp.