PortfolioBasketReferenceDatum Class Reference

#include <ored/portfolio/referencedata.hpp>

Inheritance diagram for PortfolioBasketReferenceDatum:

Collaboration diagram for PortfolioBasketReferenceDatum:

Public Member Functions
	PortfolioBasketReferenceDatum ()
	PortfolioBasketReferenceDatum (const string &id)
	PortfolioBasketReferenceDatum (const string &id, const QuantLib::Date &validFrom)
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const vector< QuantLib::ext::shared_ptr< Trade > > &	getTrades () const
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...

Static Public Attributes
static constexpr const char *	TYPE = "PortfolioBasket"

Private Attributes
vector< QuantLib::ext::shared_ptr< Trade > >	tradecomponents_

Detailed Description

Definition at line 401 of file referencedata.hpp.

Constructor & Destructor Documentation

PortfolioBasketReferenceDatum() [1/3]

PortfolioBasketReferenceDatum

(

)

Definition at line 406 of file referencedata.hpp.

                                    {
        setType(TYPE);
    }

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PortfolioBasketReferenceDatum() [2/3]

PortfolioBasketReferenceDatum

(

const string &

id

)

Definition at line 410 of file referencedata.hpp.

: ReferenceDatum(TYPE, id) {}

PortfolioBasketReferenceDatum() [3/3]

PortfolioBasketReferenceDatum	(	const string &	id,
		const QuantLib::Date &	validFrom
	)

Definition at line 412 of file referencedata.hpp.

        : ReferenceDatum(TYPE, id, validFrom) {}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 455 of file referencedata.cpp.

                                                         {
        ReferenceDatum::fromXML(node);
        XMLNode* innerNode = XMLUtils::getChildNode(node, type() + "ReferenceData");
        QL_REQUIRE(innerNode, "No " + type() + "ReferenceData node");  
 
        // Get the "Components" node
        XMLNode* componentsNode = XMLUtils::getChildNode(innerNode, "Components");
        QL_REQUIRE(componentsNode, "No Components node");
 
        tradecomponents_.clear();
        auto c = XMLUtils::getChildrenNodes(componentsNode, "Trade");
        int k = 0;
        for (auto const n : c) {
 
            string tradeType = XMLUtils::getChildValue(n, "TradeType", true);
            string id = XMLUtils::getAttribute(n, "id");
            if (id == "") {
                id = std::to_string(k);
            }
            
            DLOG("Parsing composite trade " << this->id() << " node " << k << " with id: " << id);
            
            QuantLib::ext::shared_ptr<Trade> trade;
            try {
                trade = TradeFactory::instance().build(tradeType);
                trade->id() = id;
                Envelope componentEnvelope;
                if (XMLNode* envNode = XMLUtils::getChildNode(n, "Envelope")) {
                   componentEnvelope.fromXML(envNode);
                }
                Envelope env;
                // the component trade's envelope is the main trade's envelope with possibly overwritten add fields
                for (auto const& [k, v] : componentEnvelope.fullAdditionalFields()) {
                   env.setAdditionalField(k, v);
                }
                    
                trade->setEnvelope(env);
                trade->fromXML(n);
                tradecomponents_.push_back(trade);
                DLOG("Added Trade " << id << " (" << trade->id() << ")"
                                        << " type:" << tradeType << " to composite trade " << this->id() << ".");
                k += 1;
            } catch (const std::exception& e) {
                StructuredTradeErrorMessage(
                    id, tradeType,
                    "Failed to build subtrade with id '" + id + "' inside composite trade: ", e.what())
                    .log();
            }
            
         }
}

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toXML()

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

overridevirtual

Reimplemented from ReferenceDatum.

Definition at line 507 of file referencedata.cpp.

                                                                    {
        XMLNode* node = ReferenceDatum::toXML(doc);
        XMLNode* rdNode = XMLUtils::addChild(doc, node, type() + "ReferenceData");
        XMLUtils::appendNode(node, rdNode);
        XMLNode* cNode = XMLUtils::addChild(doc, rdNode, "Components");
        for (auto& u : tradecomponents_) {
            auto test = u->toXML(doc);
            XMLUtils::appendNode(cNode, test);
        }
 
        return node;
    }

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getTrades()

const vector< QuantLib::ext::shared_ptr< Trade > > & getTrades

(

)

const

Definition at line 418 of file referencedata.hpp.

{ return tradecomponents_; }

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Member Data Documentation

TYPE

constexpr const char* TYPE = "PortfolioBasket"

staticconstexpr

Definition at line 403 of file referencedata.hpp.

tradecomponents_

vector<QuantLib::ext::shared_ptr<Trade> > tradecomponents_

private

Definition at line 421 of file referencedata.hpp.