FormulaBasedLegData Class Reference

#include <ored/portfolio/formulabasedlegdata.hpp>

Inheritance diagram for FormulaBasedLegData:

Collaboration diagram for FormulaBasedLegData:

Public Member Functions
	FormulaBasedLegData ()
	Default constructor. More...
	FormulaBasedLegData (const string &formulaBasedIndex, int fixingDays, bool isInArrears)
	Constructor. More...
Inspectors
const string &	formulaBasedIndex () const
int	fixingDays () const
const string &	fixingCalendar () const
bool	isInArrears () const
Public Member Functions inherited from LegAdditionalData
	LegAdditionalData (const string &legType, const string &legNodeName)
	LegAdditionalData (const string &legType)
const string &	legType () const
const string &	legNodeName () const
const std::set< std::string > &	indices () 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
string	formulaBasedIndex_
int	fixingDays_
string	fixingCalendar_
bool	isInArrears_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
void	initIndices ()

Additional Inherited Members
Protected Attributes inherited from LegAdditionalData
std::set< std::string >	indices_

Detailed Description

Definition at line 32 of file formulabasedlegdata.hpp.

Constructor & Destructor Documentation

FormulaBasedLegData() [1/2]

FormulaBasedLegData

(

)

Default constructor.

Definition at line 35 of file formulabasedlegdata.hpp.

: LegAdditionalData("FormulaBased"), fixingDays_(0), isInArrears_(false) {}

FormulaBasedLegData() [2/2]

FormulaBasedLegData	(	const string &	formulaBasedIndex,
		int	fixingDays,
		bool	isInArrears
	)

Constructor.

Definition at line 37 of file formulabasedlegdata.hpp.

        : LegAdditionalData("FormulaBased"), formulaBasedIndex_(formulaBasedIndex), fixingDays_(fixingDays),
          isInArrears_(isInArrears) {
        initIndices();
    }

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Member Function Documentation

formulaBasedIndex()

const string & formulaBasedIndex

(

)

const

Definition at line 45 of file formulabasedlegdata.hpp.

{ return formulaBasedIndex_; }

fixingDays()

int fixingDays

(

)

const

Definition at line 46 of file formulabasedlegdata.hpp.

{ return fixingDays_; }

fixingCalendar()

const string & fixingCalendar

(

)

const

Definition at line 47 of file formulabasedlegdata.hpp.

{ return fixingCalendar_; }

isInArrears()

bool isInArrears

(

)

const

Definition at line 48 of file formulabasedlegdata.hpp.

{ return isInArrears_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 60 of file formulabasedlegdata.cpp.

                                               {
    XMLUtils::checkNode(node, legNodeName());
    formulaBasedIndex_ = XMLUtils::getChildValue(node, "Index", true);
    fixingDays_ = XMLUtils::getChildValueAsInt(node, "FixingDays", true);
    // These are all optional
    XMLNode* arrNode = XMLUtils::getChildNode(node, "IsInArrears");
    if (arrNode)
        isInArrears_ = XMLUtils::getChildValueAsBool(node, "IsInArrears", true);
    else
        isInArrears_ = false;                                          // default to fixing-in-advance
    fixingCalendar_ = XMLUtils::getChildValue(node, "FixingCalendar"); // defaults to empty string
    initIndices();
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 51 of file formulabasedlegdata.cpp.

                                                          {
    XMLNode* node = doc.allocNode(legNodeName());
    XMLUtils::addChild(doc, node, "Index", formulaBasedIndex_);
    XMLUtils::addChild(doc, node, "IsInArrears", isInArrears_);
    XMLUtils::addChild(doc, node, "FixingDays", fixingDays_);
    XMLUtils::addChild(doc, node, "FixingCalendar", fixingCalendar_);
    return node;
}

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initIndices()

void initIndices ( )

private

Definition at line 74 of file formulabasedlegdata.cpp.

                                      {
    std::vector<std::string> variables;
    QuantExt::CompiledFormula compiledFormula = parseFormula(formulaBasedIndex_, variables);
    indices_.insert(variables.begin(), variables.end());
}

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Member Data Documentation

formulaBasedIndex_

string formulaBasedIndex_

private

Definition at line 58 of file formulabasedlegdata.hpp.

fixingDays_

int fixingDays_

private

Definition at line 59 of file formulabasedlegdata.hpp.

fixingCalendar_

string fixingCalendar_

private

Definition at line 60 of file formulabasedlegdata.hpp.

isInArrears_

bool isInArrears_

private

Definition at line 61 of file formulabasedlegdata.hpp.