RangeBound Class Reference

Serializable obejct holding range bound data. More...

#include <ored/portfolio/rangebound.hpp>

Inheritance diagram for RangeBound:

Collaboration diagram for RangeBound:

Public Member Functions
	RangeBound ()
	Default constructor. More...
	RangeBound (const Real from, const Real to, const Real leverage, const Real strike, const Real strikeAdjustment)
	Constructor. More...
Inspectors
Real	from () const
Real	to () const
Real	leverage () const
Real	strike () const
Real	strikeAdjustment () 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
Real	from_
Real	to_
Real	leverage_
Real	strike_
Real	strikeAdjustment_
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Serializable obejct holding range bound data.

Definition at line 39 of file rangebound.hpp.

Constructor & Destructor Documentation

RangeBound() [1/2]

RangeBound

(

)

Default constructor.

Definition at line 42 of file rangebound.hpp.

: from_(Null<Real>()), to_(Null<Real>()), leverage_(Null<Real>()), strike_(Null<Real>()) {}

RangeBound() [2/2]

RangeBound	(	const Real	from,
		const Real	to,
		const Real	leverage,
		const Real	strike,
		const Real	strikeAdjustment
	)

Constructor.

Definition at line 44 of file rangebound.hpp.

        : from_(from), to_(to), leverage_(leverage), strike_(strike), strikeAdjustment_(strikeAdjustment) {}

Member Function Documentation

from()

Real from

(

)

const

Definition at line 49 of file rangebound.hpp.

{ return from_; }

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to()

Real to

(

)

const

Definition at line 50 of file rangebound.hpp.

{ return to_; }

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leverage()

Real leverage

(

)

const

Definition at line 51 of file rangebound.hpp.

{ return leverage_; }

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strike()

Real strike

(

)

const

Definition at line 52 of file rangebound.hpp.

{ return strike_; }

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strikeAdjustment()

Real strikeAdjustment

(

)

const

Definition at line 53 of file rangebound.hpp.

{ return strikeAdjustment_; }

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fromXML()

void fromXML ( ore::data::XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 27 of file rangebound.cpp.

                                      {
    XMLUtils::checkNode(node, "RangeBound");
    if (auto n = XMLUtils::getChildNode(node, "RangeFrom"))
        from_ = parseReal(XMLUtils::getNodeValue(n));
    else
        from_ = Null<Real>();
    if (auto n = XMLUtils::getChildNode(node, "RangeTo"))
        to_ = parseReal(XMLUtils::getNodeValue(n));
    else
        to_ = Null<Real>();
    if (auto n = XMLUtils::getChildNode(node, "Leverage"))
        leverage_ = parseReal(XMLUtils::getNodeValue(n));
    else
        leverage_ = Null<Real>();
    if (auto n = XMLUtils::getChildNode(node, "Strike"))
        strike_ = parseReal(XMLUtils::getNodeValue(n));
    else
        strike_ = Null<Real>();
    if (auto n = XMLUtils::getChildNode(node, "StrikeAdjustment"))
        strikeAdjustment_ = parseReal(XMLUtils::getNodeValue(n));
    else
        strikeAdjustment_ = Null<Real>();
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 51 of file rangebound.cpp.

                                                 {
    XMLNode* node = doc.allocNode("RangeBound");
    if (from_ != Null<Real>())
        XMLUtils::addChild(doc, node, "RangeFrom", from_);
    if (to_ != Null<Real>())
        XMLUtils::addChild(doc, node, "RangeTo", to_);
    if (leverage_ != Null<Real>())
        XMLUtils::addChild(doc, node, "Leverage", leverage_);
    if (strike_ != Null<Real>())
        XMLUtils::addChild(doc, node, "Strike", strike_);
    if (strikeAdjustment_ != Null<Real>())
        XMLUtils::addChild(doc, node, "StrikeAdjustment", strikeAdjustment_);
    return node;
}

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Member Data Documentation

from_

Real from_

private

Definition at line 63 of file rangebound.hpp.

to_

Real to_

private

Definition at line 63 of file rangebound.hpp.

leverage_

Real leverage_

private

Definition at line 63 of file rangebound.hpp.

strike_

Real strike_

private

Definition at line 63 of file rangebound.hpp.

strikeAdjustment_

Real strikeAdjustment_

private

Definition at line 63 of file rangebound.hpp.