IndexReferenceDatum Class Reference

Base class for indices - lets see if we can keep this, they might diverge too much... More...

#include <ored/portfolio/referencedata.hpp>

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Public Member Functions
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const map< string, double >	underlyings () const
void	setUnderlyings (const std::map< string, double > &data)
void	addUnderlying (const string &name, double weight)
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...

Protected Member Functions
	IndexReferenceDatum ()
	IndexReferenceDatum (const string &type, const string &id)
	IndexReferenceDatum (const string &type, const string &id, const QuantLib::Date &validFrom)

Private Attributes
std::map< std::string, double >	data_

Detailed Description

Base class for indices - lets see if we can keep this, they might diverge too much...

Definition at line 226 of file referencedata.hpp.

Constructor & Destructor Documentation

IndexReferenceDatum() [1/3]

IndexReferenceDatum ( )

protected

Definition at line 228 of file referencedata.hpp.

{}

IndexReferenceDatum() [2/3]

IndexReferenceDatum ( const string &  type, const string &  id  )

protected

Definition at line 229 of file referencedata.hpp.

: ReferenceDatum(type, id) {}

IndexReferenceDatum() [3/3]

IndexReferenceDatum ( const string &  type, const string &  id, const QuantLib::Date &  validFrom  )

protected

Definition at line 230 of file referencedata.hpp.

        : ReferenceDatum(type, id, validFrom) {}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 255 of file referencedata.cpp.

                                               {
    ReferenceDatum::fromXML(node);
    XMLNode* innerNode = XMLUtils::getChildNode(node, type() + "ReferenceData");
    QL_REQUIRE(innerNode, "No " + type() + "ReferenceData node");
 
    // clear map
    data_.clear();
 
    // and populate it...
    for (XMLNode* child = XMLUtils::getChildNode(innerNode, "Underlying"); child;
         child = XMLUtils::getNextSibling(child, "Underlying")) {
        string name = XMLUtils::getChildValue(child, "Name", true);
        double weight = XMLUtils::getChildValueAsDouble(child, "Weight", true);
        addUnderlying(name, weight);
    }
}

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toXML()

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

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 272 of file referencedata.cpp.

                                                          {
    XMLNode* node = ReferenceDatum::toXML(doc);
    XMLNode* rdNode = XMLUtils::addChild(doc, node, type() + "ReferenceData");
 
    for (auto d : data_) {
        XMLNode* underlyingNode = XMLUtils::addChild(doc, rdNode, "Underlying");
        XMLUtils::addChild(doc, underlyingNode, "Name", d.first);
        XMLUtils::addChild(doc, underlyingNode, "Weight", d.second);
    }
 
    return node;
}

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underlyings()

const map< string, double > underlyings

(

)

const

Definition at line 238 of file referencedata.hpp.

{ return data_; }

setUnderlyings()

void setUnderlyings

(

const std::map< string, double > &

data

)

Definition at line 240 of file referencedata.hpp.

{ data_ = data; }

addUnderlying()

void addUnderlying	(	const string &	name,
		double	weight
	)

Definition at line 242 of file referencedata.hpp.

{ data_[name]+=weight; }

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Member Data Documentation

data_

std::map<std::string, double> data_

private

Definition at line 245 of file referencedata.hpp.