FutureContinuationExpiry Class Reference

#include <ored/marketdata/expiry.hpp>

Inheritance diagram for FutureContinuationExpiry:

Collaboration diagram for FutureContinuationExpiry:

Public Member Functions
	FutureContinuationExpiry (QuantLib::Natural expiryIndex=1)
	Constructor with optional explicit future continuation index. More...
QuantLib::Natural	expiryIndex () const
	Return the future continuation expiry index. More...
void	fromString (const std::string &strIndex) override
std::string	toString () const override
Public Member Functions inherited from Expiry
virtual	~Expiry ()
virtual void	fromString (const std::string &strExpiry)=0
	Populate the Expiry object from strExpiry. More...
virtual std::string	toString () const =0
	Write the Expiry object to string. More...

Protected Member Functions
bool	equal_to (const Expiry &other) const override
	Override in derived classes to compare specific expiries. More...
virtual bool	equal_to (const Expiry &other) const =0
	Override in derived classes to compare specific expiries. More...

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int version)

Private Attributes
QuantLib::Natural	expiryIndex_

Friends
class	boost::serialization::access
	Serialization. More...

Detailed Description

Expiry represented by a future continuation index

Definition at line 132 of file expiry.hpp.

Constructor & Destructor Documentation

FutureContinuationExpiry()

FutureContinuationExpiry

(

QuantLib::Natural

expiryIndex = 1

)

Constructor with optional explicit future continuation index.

Definition at line 83 of file expiry.cpp.

: expiryIndex_(expiryIndex) {}

Member Function Documentation

expiryIndex()

QuantLib::Natural expiryIndex

(

)

const

Return the future continuation expiry index.

Definition at line 85 of file expiry.cpp.

{ return expiryIndex_; }

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fromString()

void fromString ( const std::string &  strIndex )

overridevirtual

Populate FutureContinuationExpiry object from strIndex which should be of the form c<Index> where Index is a positive integer. An exception is thrown if strIndex is not of this form.

Implements Expiry.

Definition at line 87 of file expiry.cpp.

                                                                {
    QL_REQUIRE(strIndex.size() > 1, "Future continuation expiry must have at least 2 characters");
    QL_REQUIRE(strIndex.at(0) == 'c', "Future continuation expiry string must start with a 'c'");
    expiryIndex_ = parseInteger(strIndex.substr(1));
}

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toString()

string toString ( ) const

overridevirtual

Writes the FutureContinuationExpiry object to string. This returns the string representation of the future continuation index i.e. a string of the form c<Index>.

Implements Expiry.

Definition at line 93 of file expiry.cpp.

{ return "c" + to_string(expiryIndex_); }

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equal_to()

bool equal_to ( const Expiry &  other ) const

overrideprotectedvirtual

Override in derived classes to compare specific expiries.

Implements Expiry.

Definition at line 95 of file expiry.cpp.

                                                                 {
    if (const FutureContinuationExpiry* p = dynamic_cast<const FutureContinuationExpiry*>(&other)) {
        return expiryIndex_ == p->expiryIndex();
    } else {
        return false;
    }
}

serialize()

template void serialize ( Archive &  ar, const unsigned int  version  )

private

Definition at line 103 of file expiry.cpp.

                                                                                                         {
    ar& boost::serialization::base_object<Expiry>(*this);
    ar& expiryIndex_;
}

Friends And Related Function Documentation

boost::serialization::access

friend class boost::serialization::access

friend

Serialization.

Definition at line 156 of file expiry.hpp.

Member Data Documentation

expiryIndex_

QuantLib::Natural expiryIndex_

private

Definition at line 154 of file expiry.hpp.