EquityUnderlying Class Reference

#include <ored/portfolio/underlying.hpp>

Inheritance diagram for EquityUnderlying:

Collaboration diagram for EquityUnderlying:

Public Member Functions
	EquityUnderlying ()
	Default constructor. More...
	EquityUnderlying (const std::string &equityName)
	Constructor with equity name. More...
	EquityUnderlying (const std::string &name, const std::string &identifierType, const std::string &currency, const std::string &exchange, const QuantLib::Real weight)
	Constructor with identifier information. More...
const std::string &	name () const override
const std::string &	identifierType () const
const std::string &	currency () const
const std::string &	exchange () const
void	setEquityName ()
	set name of equity More...
Public Member Functions inherited from Underlying
	Underlying ()
	Default Constructor. More...
	Underlying (const std::string &type, const std::string &name, const QuantLib::Real weight=QuantLib::Null< QuantLib::Real >())
	Constructor with type, name, weight. More...
void	setType (const string &type)
void	setName (const string &name)
void	setWeight (const QuantLib::Real weight)
void	setNodeName (const string &nodeName)
void	setBasicUnderlyingNodeName (const string &basicUnderlyingNodeName)
const std::string &	type () const
Real	weight () 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
std::string	equityName_
std::string	identifierType_
std::string	currency_
std::string	exchange_
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override

Additional Inherited Members
Protected Attributes inherited from Underlying
std::string	type_
std::string	name_
Real	weight_ = QuantLib::Null<QuantLib::Real>()
std::string	nodeName_
std::string	basicUnderlyingNodeName_
bool	isBasic_ = false

Detailed Description

Definition at line 93 of file underlying.hpp.

Constructor & Destructor Documentation

EquityUnderlying() [1/3]

EquityUnderlying

(

)

Default constructor.

Definition at line 96 of file underlying.hpp.

: Underlying() { setType("Equity"); }

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EquityUnderlying() [2/3]

EquityUnderlying ( const std::string &  equityName )

explicit

Constructor with equity name.

Definition at line 99 of file underlying.hpp.

: Underlying("Equity", equityName) { isBasic_ = true; };

EquityUnderlying() [3/3]

EquityUnderlying	(	const std::string &	name,
		const std::string &	identifierType,
		const std::string &	currency,
		const std::string &	exchange,
		const QuantLib::Real	weight
	)

Constructor with identifier information.

Definition at line 102 of file underlying.hpp.

        : Underlying("Equity", name, weight), identifierType_(identifierType), currency_(currency),
          exchange_(exchange) {
        setEquityName();
    };

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Member Function Documentation

name()

const std::string & name ( ) const

overridevirtual

Reimplemented from Underlying.

Definition at line 109 of file underlying.hpp.

{ return equityName_.empty() ? name_ : equityName_; };

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identifierType()

const std::string & identifierType

(

)

const

Definition at line 110 of file underlying.hpp.

{ return identifierType_; }

currency()

const std::string & currency

(

)

const

Definition at line 111 of file underlying.hpp.

{ return currency_; }

exchange()

const std::string & exchange

(

)

const

Definition at line 112 of file underlying.hpp.

{ return exchange_; };

setEquityName()

void setEquityName

(

)

set name of equity

Definition at line 65 of file underlying.cpp.

                                     {
    if (equityName_.empty()) {
        string name = name_;
        if (!identifierType_.empty())
            name = identifierType_ + ":" + name_;
        if (!currency_.empty())
            name = name + ":" + currency_;
        if (!exchange_.empty()) {
            if (currency_.empty())
                name = name + ":";
            name = name + ":" + exchange_;
        }
        equityName_ = name;
    }
}

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fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from Underlying.

Definition at line 81 of file underlying.cpp.

                                            {
    if (XMLUtils::getNodeName(node) == basicUnderlyingNodeName_) {
        name_ = XMLUtils::getNodeValue(node);
        isBasic_ = true;
    } else if (XMLUtils::getNodeName(node) == nodeName_) {
        Underlying::fromXML(node);
        QL_REQUIRE(type_ == "Equity", "Underlying must be of type 'Equity'.");
        identifierType_ = XMLUtils::getChildValue(node, "IdentifierType", false);
        // if no identifier is provided, we just use name
        if (!identifierType_.empty()) {
            currency_ = XMLUtils::getChildValue(node, "Currency", false);
            exchange_ = XMLUtils::getChildValue(node, "Exchange", false);
        }
        setEquityName();
        isBasic_ = false;
    } else {
        QL_FAIL("Need either a " << basicUnderlyingNodeName_ << " or " << nodeName_ << " for EquityUnderlying.");
    }
    setType("Equity");
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Reimplemented from Underlying.

Definition at line 102 of file underlying.cpp.

                                                       {
    XMLNode* node;
    if (isBasic_) {
        node = doc.allocNode(basicUnderlyingNodeName_, name_);
    } else {
        node = Underlying::toXML(doc);
        if (!identifierType_.empty())
            XMLUtils::addChild(doc, node, "IdentifierType", identifierType_);
        if (!currency_.empty())
            XMLUtils::addChild(doc, node, "Currency", currency_);
        if (!exchange_.empty())
            XMLUtils::addChild(doc, node, "Exchange", exchange_);
    }
    return node;
}

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Member Data Documentation

equityName_

std::string equityName_

private

Definition at line 124 of file underlying.hpp.

identifierType_

std::string identifierType_

private

Definition at line 124 of file underlying.hpp.

currency_

std::string currency_

private

Definition at line 124 of file underlying.hpp.

exchange_

std::string exchange_

private

Definition at line 124 of file underlying.hpp.