EquityOptionUnderlyingData Class Reference

Serializable Equity Option Underlying Data, this represents one underlying in EquityOptionPositionData. More...

#include <ored/portfolio/equityoptionposition.hpp>

Inheritance diagram for EquityOptionUnderlyingData:

Collaboration diagram for EquityOptionUnderlyingData:

Public Member Functions
	EquityOptionUnderlyingData ()
	EquityOptionUnderlyingData (const EquityUnderlying &underlying, const OptionData &optionData, const Real strike)
const EquityUnderlying &	underlying () const
const OptionData &	optionData () const
Real	strike () 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
EquityUnderlying	underlying_
OptionData	optionData_
Real	strike_

Detailed Description

Serializable Equity Option Underlying Data, this represents one underlying in EquityOptionPositionData.

Definition at line 39 of file equityoptionposition.hpp.

Constructor & Destructor Documentation

EquityOptionUnderlyingData() [1/2]

EquityOptionUnderlyingData

(

)

Definition at line 41 of file equityoptionposition.hpp.

{}

EquityOptionUnderlyingData() [2/2]

EquityOptionUnderlyingData	(	const EquityUnderlying &	underlying,
		const OptionData &	optionData,
		const Real	strike
	)

Definition at line 42 of file equityoptionposition.hpp.

        : underlying_(underlying), optionData_(optionData), strike_(strike) {}

Member Function Documentation

underlying()

const EquityUnderlying & underlying

(

)

const

Definition at line 45 of file equityoptionposition.hpp.

{ return underlying_; }

optionData()

const OptionData & optionData

(

)

const

Definition at line 46 of file equityoptionposition.hpp.

{ return optionData_; }

strike()

Real strike

(

)

const

Definition at line 47 of file equityoptionposition.hpp.

{ return strike_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 28 of file equityoptionposition.cpp.

                                                      {
    XMLUtils::checkNode(node, "Underlying");
    XMLNode* n = XMLUtils::getChildNode(node, "Underlying");
    QL_REQUIRE(n != nullptr, "EquityOptionUnderlyingData: expected child node Underlying");
    underlying_.fromXML(n);
    n = XMLUtils::getChildNode(node, "OptionData");
    QL_REQUIRE(n != nullptr, "EquityOptionUnderlyingData: expected child node OptionData");
    optionData_.fromXML(n);
    strike_ = XMLUtils::getChildValueAsDouble(node, "Strike");
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 39 of file equityoptionposition.cpp.

                                                                 {
    XMLNode* n = doc.allocNode("Underlying");
    XMLUtils::appendNode(n, underlying_.toXML(doc));
    XMLUtils::appendNode(n, optionData_.toXML(doc));
    XMLUtils::addChild(doc, n, "Strike", strike_);
    return n;
}

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Member Data Documentation

underlying_

EquityUnderlying underlying_

private

Definition at line 53 of file equityoptionposition.hpp.

optionData_

OptionData optionData_

private

Definition at line 54 of file equityoptionposition.hpp.

strike_

Real strike_

private

Definition at line 55 of file equityoptionposition.hpp.