EquityReferenceDatum Class Reference

Equity Reference data. More...

#include <ored/portfolio/referencedata.hpp>

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Classes
struct	EquityData

Public Member Functions
	EquityReferenceDatum ()
	EquityReferenceDatum (const std::string &id)
	EquityReferenceDatum (const std::string &id, const QuantLib::Date &validFrom)
	EquityReferenceDatum (const std::string &id, const EquityData &equityData)
	EquityReferenceDatum (const std::string &id, const QuantLib::Date &validFrom, const EquityData &equityData)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const EquityData &	equityData () const
void	setEquityData (const EquityData &equityData)
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 = "Equity"

Protected Attributes
EquityData	equityData_

Detailed Description

Equity Reference data.

Definition at line 463 of file referencedata.hpp.

Constructor & Destructor Documentation

EquityReferenceDatum() [1/5]

EquityReferenceDatum

(

)

Definition at line 481 of file referencedata.hpp.

{ setType(TYPE); }

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EquityReferenceDatum() [2/5]

EquityReferenceDatum

(

const std::string &

id

)

Definition at line 483 of file referencedata.hpp.

: ore::data::ReferenceDatum(TYPE, id) {}

EquityReferenceDatum() [3/5]

EquityReferenceDatum	(	const std::string &	id,
		const QuantLib::Date &	validFrom
	)

Definition at line 485 of file referencedata.hpp.

        : ore::data::ReferenceDatum(TYPE, id, validFrom) {}

EquityReferenceDatum() [4/5]

EquityReferenceDatum	(	const std::string &	id,
		const EquityData &	equityData
	)

Definition at line 488 of file referencedata.hpp.

: ReferenceDatum(TYPE, id), equityData_(equityData) {}

EquityReferenceDatum() [5/5]

EquityReferenceDatum	(	const std::string &	id,
		const QuantLib::Date &	validFrom,
		const EquityData &	equityData
	)

Definition at line 490 of file referencedata.hpp.

        : ReferenceDatum(TYPE, id, validFrom), equityData_(equityData) {}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 559 of file referencedata.cpp.

                                                {
    ReferenceDatum::fromXML(node);
    XMLNode* innerNode = XMLUtils::getChildNode(node, "EquityReferenceData");
    QL_REQUIRE(innerNode, "No EquityReferenceData node");
 
    equityData_.equityId = XMLUtils::getChildValue(innerNode, "EquityId", true);
    equityData_.equityName = XMLUtils::getChildValue(innerNode, "EquityName", true);
    equityData_.currency = XMLUtils::getChildValue(innerNode, "Currency", true);
    equityData_.scalingFactor = XMLUtils::getChildValueAsInt(innerNode, "ScalingFactor", true);
    equityData_.exchangeCode = XMLUtils::getChildValue(innerNode, "ExchangeCode", true);
    equityData_.isIndex = XMLUtils::getChildValueAsBool(innerNode, "IsIndex", true);
    equityData_.equityStartDate = parseDate(XMLUtils::getChildValue(innerNode, "EquityStartDate", true));
    equityData_.proxyIdentifier = XMLUtils::getChildValue(innerNode, "ProxyIdentifier", true);
    equityData_.simmBucket = XMLUtils::getChildValue(innerNode, "SimmBucket", true);
    equityData_.crifQualifier = XMLUtils::getChildValue(innerNode, "CrifQualifier", true);
    equityData_.proxyVolatilityId = XMLUtils::getChildValue(innerNode, "ProxyVolatilityId", true);
}

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toXML()

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

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 577 of file referencedata.cpp.

                                                                  {
    XMLNode* node = ReferenceDatum::toXML(doc);
    XMLNode* equityNode = doc.allocNode("EquityReferenceData");
    XMLUtils::appendNode(node, equityNode);
    XMLUtils::addChild(doc, equityNode, "EquityId", equityData_.equityId);
    XMLUtils::addChild(doc, equityNode, "EquityName", equityData_.equityName);
    XMLUtils::addChild(doc, equityNode, "Currency", equityData_.currency);
    XMLUtils::addChild(doc, equityNode, "ScalingFactor", int(equityData_.scalingFactor));
    XMLUtils::addChild(doc, equityNode, "ExchangeCode", equityData_.exchangeCode);
    XMLUtils::addChild(doc, equityNode, "IsIndex", equityData_.isIndex);
    XMLUtils::addChild(doc, equityNode, "EquityStartDate", to_string(equityData_.equityStartDate));
    XMLUtils::addChild(doc, equityNode, "ProxyIdentifier", equityData_.proxyIdentifier);
    XMLUtils::addChild(doc, equityNode, "SimmBucket", equityData_.simmBucket);
    XMLUtils::addChild(doc, equityNode, "CrifQualifier", equityData_.crifQualifier);
    XMLUtils::addChild(doc, equityNode, "ProxyVolatilityId", equityData_.proxyVolatilityId);
    return node;
}

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equityData()

const EquityData & equityData

(

)

const

Definition at line 497 of file referencedata.hpp.

{ return equityData_; }

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setEquityData()

void setEquityData

(

const EquityData &

equityData

)

Definition at line 498 of file referencedata.hpp.

{ equityData_ = equityData; }

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Member Data Documentation

TYPE

constexpr const char* TYPE = "Equity"

staticconstexpr

Definition at line 465 of file referencedata.hpp.

equityData_

EquityData equityData_

protected

Definition at line 501 of file referencedata.hpp.