#include <ored/portfolio/failedtrade.hpp>

Inheritance diagram for FailedTrade:

Collaboration diagram for FailedTrade:

Public Member Functions
	FailedTrade ()

	FailedTrade (const ore::data::Envelope &env)

void	build (const QuantLib::ext::shared_ptr< ore::data::EngineFactory > &) override
	Trade Interface's build. More...

void	setUnderlyingTradeType (const std::string &underlyingTradeType_)
	Set the original trade. More...

const std::string &	underlyingTradeType () const
	Get the original trade. More...

Public Member Functions inherited from Trade
	Trade ()
	Default constructor. More...

	Trade (const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions())
	Base class constructor. More...

virtual	~Trade ()
	Default destructor. More...

virtual void	build (const QuantLib::ext::shared_ptr< EngineFactory > &)=0

virtual std::map< std::string, RequiredFixings::FixingDates >	fixings (const QuantLib::Date &settlementDate=QuantLib::Date()) const

const RequiredFixings &	requiredFixings () const

virtual std::map< AssetClass, std::set< std::string > >	underlyingIndices (const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const

void	reset ()
	Reset trade, clear all base class data. This does not reset accumulated timings for this trade. More...

void	resetPricingStats (const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0)
	Reset accumulated timings to given values. More...

string &	id ()
	Set the trade id. More...

void	setEnvelope (const Envelope &envelope)
	Set the envelope with counterparty and portfolio info. More...

void	setAdditionalData (const std::map< std::string, boost::any > &additionalData)

TradeActions &	tradeActions ()
	Set the trade actions. More...

const string &	id () const

const string &	tradeType () const

const Envelope &	envelope () const

const set< string > &	portfolioIds () const

const TradeActions &	tradeActions () const

const QuantLib::ext::shared_ptr< InstrumentWrapper > &	instrument () const

const std::vector< QuantLib::Leg > &	legs () const

const std::vector< string > &	legCurrencies () const

const std::vector< bool > &	legPayers () const

const string &	npvCurrency () const

virtual QuantLib::Real	notional () const
	Return the current notional in npvCurrency. See individual sub-classes for the precise definition. More...

virtual string	notionalCurrency () const

const Date &	maturity () const

virtual bool	isExpired (const Date &d)

const string &	issuer () const

template<typename T >
T	additionalDatum (const std::string &tag) const
	returns any additional datum. More...

virtual const std::map< std::string, boost::any > &	additionalData () const
	returns all additional data returned by the trade once built More...

const std::string &	sensitivityTemplate () const

void	validate () const
	Utility to validate that everything that needs to be set in this base class is actually set. More...

virtual bool	hasCashflows () const

boost::timer::nanosecond_type	getCumulativePricingTime () const
	Get cumulative timing spent on pricing. More...

std::size_t	getNumberOfPricings () const
	Get number of pricings. More...

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	underlyingTradeType_

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

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

Additional Inherited Members
Protected Member Functions inherited from Trade
Date	addPremiums (std::vector< QuantLib::ext::shared_ptr< Instrument > > &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const QuantLib::ext::shared_ptr< EngineFactory > &factory, const string &configuration)

void	setLegBasedAdditionalData (const Size legNo, Size resultLegId=Null< Size >()) const

void	setSensitivityTemplate (const EngineBuilder &builder)

void	setSensitivityTemplate (const std::string &id)

Protected Attributes inherited from Trade
string	tradeType_

QuantLib::ext::shared_ptr< InstrumentWrapper >	instrument_

std::vector< QuantLib::Leg >	legs_

std::vector< string >	legCurrencies_

std::vector< bool >	legPayers_

string	npvCurrency_

QuantLib::Real	notional_

string	notionalCurrency_

Date	maturity_

string	issuer_

string	sensitivityTemplate_

bool	sensitivityTemplateSet_ = false

std::size_t	savedNumberOfPricings_ = 0

boost::timer::nanosecond_type	savedCumulativePricingTime_ = 0

RequiredFixings	requiredFixings_

std::map< std::string, boost::any >	additionalData_

Detailed Description

Serializable skeleton trade to represent trades that failed loading or building

Definition at line 34 of file failedtrade.hpp.

Constructor & Destructor Documentation

◆ FailedTrade() [1/2]

FailedTrade ( )

Definition at line 34 of file failedtrade.cpp.

35 : Trade("Failed") {}

ore::data::Trade::Trade

Trade()

Default constructor.

Definition: trade.hpp:59

◆ FailedTrade() [2/2]

FailedTrade ( const ore::data::Envelope & env )

Definition at line 37 of file failedtrade.cpp.

38 : Trade("Failed", env) {}

Member Function Documentation

◆ build()

void build ( const QuantLib::ext::shared_ptr< ore::data::EngineFactory > & )

override

Trade Interface's build.

Definition at line 40 of file failedtrade.cpp.

                                                                   {
    instrument_ = QuantLib::ext::make_shared<VanillaInstrument>(QuantLib::ext::make_shared<NullInstrument>());
    notional_ = 0.0;
    notionalCurrency_ = npvCurrency_ = "USD";
    maturity_ = Date::maxDate();
    setSensitivityTemplate(std::string());
}

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◆ setUnderlyingTradeType()

void setUnderlyingTradeType ( const std::string & underlyingTradeType_ )

Set the original trade.

Definition at line 48 of file failedtrade.cpp.

                                                                             {
    underlyingTradeType_ = underlyingTradeType;
}

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◆ underlyingTradeType()

const std::string & underlyingTradeType ( ) const

Get the original trade.

Definition at line 52 of file failedtrade.cpp.

                                                        {
    return underlyingTradeType_;
}

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◆ fromXML()

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

overridevirtual

Reimplemented from Trade.

Definition at line 56 of file failedtrade.cpp.

                                       {
    Trade::fromXML(node);
}

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◆ toXML()

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

overridevirtual

Reimplemented from Trade.

Definition at line 60 of file failedtrade.cpp.

                                                  {
    return Trade::toXML(doc);
}

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Member Data Documentation

◆ underlyingTradeType_

std::string underlyingTradeType_

private

Definition at line 56 of file failedtrade.hpp.

Public Member Functions

Serialisation

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FailedTrade() [1/2]

◆ FailedTrade() [2/2]

Member Function Documentation

◆ build()

◆ setUnderlyingTradeType()

◆ underlyingTradeType()

◆ fromXML()

◆ toXML()

Member Data Documentation

◆ underlyingTradeType_