PremiumData Class Reference

Serializable object holding premium data. More...

#include <ored/portfolio/premiumdata.hpp>

Inheritance diagram for PremiumData:

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Classes
struct	PremiumDatum

Public Member Functions
	PremiumData ()
	PremiumData (double amount, const string &ccy, const QuantLib::Date &payDate)
	PremiumData (const std::vector< PremiumDatum > &premiumData)
QuantLib::Date	latestPremiumDate () const
Inspectors
const std::vector< PremiumDatum > &	premiumData () 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::vector< PremiumDatum >	premiumData_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override

Detailed Description

Serializable object holding premium data.

Definition at line 37 of file premiumdata.hpp.

Constructor & Destructor Documentation

PremiumData() [1/3]

PremiumData

(

)

Definition at line 48 of file premiumdata.hpp.

{}

PremiumData() [2/3]

PremiumData	(	double	amount,
		const string &	ccy,
		const QuantLib::Date &	payDate
	)

Definition at line 49 of file premiumdata.hpp.

        : premiumData_(1, PremiumDatum(amount, ccy, payDate)) {}

PremiumData() [3/3]

PremiumData ( const std::vector< PremiumDatum > &  premiumData )

explicit

Definition at line 51 of file premiumdata.hpp.

: premiumData_(premiumData) {}

Member Function Documentation

latestPremiumDate()

QuantLib::Date latestPremiumDate

(

)

const

Definition at line 28 of file premiumdata.cpp.

                                                  {
    QuantLib::Date latestPaymentDate = Date::minDate();
 
    for (const PremiumDatum& d : premiumData_)
        latestPaymentDate = std::max(latestPaymentDate, d.payDate);
 
    return latestPaymentDate;
}

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premiumData()

const std::vector< PremiumDatum > & premiumData

(

)

const

Definition at line 57 of file premiumdata.hpp.

{ return premiumData_; }

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fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 37 of file premiumdata.cpp.

                                       {
 
    // support deprecated variant, where data is given in single fields under the root node
 
    auto depr_amount_node = XMLUtils::getChildNode(node, "PremiumAmount");
    auto depr_ccy_node = XMLUtils::getChildNode(node, "PremiumCurrency");
    auto depr_date_node = XMLUtils::getChildNode(node, "PremiumPayDate");
 
    if (depr_amount_node != nullptr) {
        std::string amountStr = XMLUtils::getNodeValue(depr_amount_node);
        if (!amountStr.empty()) {
            double amount = parseReal(amountStr);
            if (!close_enough(amount, 0.0)) {
                QL_REQUIRE(depr_ccy_node, "PremiumAmount (" << amount << ") given, but no PremiumCurrency");
                QL_REQUIRE(depr_date_node, "PremiumAmount (" << amount << ") given, but no PremiumPayDate");
                std::string ccyStr = XMLUtils::getNodeValue(depr_ccy_node);
                std::string dateStr = XMLUtils::getNodeValue(depr_date_node);
                QL_REQUIRE(!ccyStr.empty(), "PremiumAmount (" << amount << ") given, but no PremiumCurrency");
                QL_REQUIRE(!dateStr.empty(), "PremiumAmount (" << amount << ") given, but no PremiumPayDate");
                premiumData_.emplace_back(amount, ccyStr, parseDate(dateStr));
            }
        }
    }
 
    // standard variant, data is given in Premium nodes under Premiums root node
 
    if (auto p = XMLUtils::getChildNode(node, "Premiums")) {
        QL_REQUIRE(premiumData_.empty(), "Single PremiumAmount and Premiums node are not allowed simultaneously. Move "
                                         "the single premium to the Premiums node instead.");
        for (auto n : XMLUtils::getChildrenNodes(p, "Premium")) {
            PremiumDatum d;
            d.amount = XMLUtils::getChildValueAsDouble(n, "Amount", true);
            d.ccy = XMLUtils::getChildValue(n, "Currency", true);
            d.payDate = parseDate(XMLUtils::getChildValue(n, "PayDate", true));
            premiumData_.push_back(d);
        }
    }
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 76 of file premiumdata.cpp.

                                                  {
    XMLNode* node = doc.allocNode("Premiums");
    for (auto const& d : premiumData_) {
        XMLNode* p = XMLUtils::addChild(doc, node, "Premium");
        XMLUtils::addChild(doc, p, "Amount", d.amount);
        XMLUtils::addChild(doc, p, "Currency", d.ccy);
        XMLUtils::addChild(doc, p, "PayDate", ore::data::to_string(d.payDate));
    }
    return node;
}

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Member Data Documentation

premiumData_

std::vector<PremiumDatum> premiumData_

private

Definition at line 67 of file premiumdata.hpp.