OptionExerciseData Class Reference

#include <ored/portfolio/optionexercisedata.hpp>

Inheritance diagram for OptionExerciseData:

Collaboration diagram for OptionExerciseData:

Public Member Functions
	OptionExerciseData ()
	Default constructor. More...
	OptionExerciseData (const std::string &date, const std::string &price)
	Constructor taking an exercise date and exercise price. More...
Inspectors
const QuantLib::Date &	date () const
QuantLib::Real	price () 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	strDate_
std::string	strPrice_
QuantLib::Date	date_
QuantLib::Real	price_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
void	init ()
	Initialisation. More...

Detailed Description

Serializable object holding option exercise data for options that have been exercised.

Definition at line 35 of file optionexercisedata.hpp.

Constructor & Destructor Documentation

OptionExerciseData() [1/2]

OptionExerciseData

(

)

Default constructor.

Definition at line 31 of file optionexercisedata.cpp.

: price_(Null<Real>()) {}

OptionExerciseData() [2/2]

OptionExerciseData	(	const std::string &	date,
		const std::string &	price
	)

Constructor taking an exercise date and exercise price.

Definition at line 33 of file optionexercisedata.cpp.

                                                                              : strDate_(date), strPrice_(price) {
    init();
}

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Member Function Documentation

date()

const QuantLib::Date & date

(

)

const

Definition at line 45 of file optionexercisedata.hpp.

{ return date_; }

price()

QuantLib::Real price

(

)

const

Definition at line 46 of file optionexercisedata.hpp.

{ return price_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 37 of file optionexercisedata.cpp.

                                              {
    XMLUtils::checkNode(node, "ExerciseData");
    strDate_ = XMLUtils::getChildValue(node, "Date", true);
    strPrice_ = XMLUtils::getChildValue(node, "Price", false);
    init();
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 44 of file optionexercisedata.cpp.

                                                         {
    XMLNode* node = doc.allocNode("ExerciseData");
    XMLUtils::addChild(doc, node, "Date", strDate_);
    if (!strPrice_.empty())
        XMLUtils::addChild(doc, node, "Price", strPrice_);
    return node;
}

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init()

void init ( )

private

Initialisation.

Definition at line 52 of file optionexercisedata.cpp.

                              {
    date_ = parseDate(strDate_);
    if (!strPrice_.empty())
        price_ = parseReal(strPrice_);
}

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Member Data Documentation

strDate_

std::string strDate_

private

Definition at line 56 of file optionexercisedata.hpp.

strPrice_

std::string strPrice_

private

Definition at line 57 of file optionexercisedata.hpp.

date_

QuantLib::Date date_

private

Definition at line 59 of file optionexercisedata.hpp.

price_

QuantLib::Real price_

private

Definition at line 60 of file optionexercisedata.hpp.