ReferenceDatum Class Reference

Base class for reference data. More...

#include <ored/portfolio/referencedata.hpp>

Inheritance diagram for ReferenceDatum:

Collaboration diagram for ReferenceDatum:

Public Member Functions
	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...

Private Attributes
std::string	type_
std::string	id_
QuantLib::Date	validFrom_

Detailed Description

Base class for reference data.

Each reference datum object is a subclass of this base and has it's own accessor functions. Instances of ReferenceDatum can be gotten from the ReferenceDataManager below, and then cast up as required. Each instance should be uniquely identified by it's type (which defines it's subclass, e.g. "Bond" for BondReferenceDatum) and it's id, which is a string. Here it can be any string but in applications there can be a naming scheme like ISIN for Bonds.

Definition at line 47 of file referencedata.hpp.

Constructor & Destructor Documentation

ReferenceDatum() [1/3]

ReferenceDatum

(

)

Default Constructor.

Definition at line 50 of file referencedata.hpp.

: validFrom_(QuantLib::Date::minDate()) {}

ReferenceDatum() [2/3]

ReferenceDatum	(	const std::string &	type,
		const std::string &	id
	)

Base class constructor.

Definition at line 52 of file referencedata.hpp.

        : type_(type), id_(id), validFrom_(QuantLib::Date::minDate()) {}

ReferenceDatum() [3/3]

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

Base class constructor.

Definition at line 55 of file referencedata.hpp.

        : type_(type), id_(id), validFrom_(validFrom) {}

Member Function Documentation

setType()

void setType

(

const string &

type

)

setters

Definition at line 59 of file referencedata.hpp.

{ type_ = type; }

Here is the call graph for this function:

Here is the caller graph for this function:

setId()

void setId

(

const string &

id

)

Definition at line 60 of file referencedata.hpp.

{ id_ = id; }

Here is the call graph for this function:

setValidFrom()

void setValidFrom

(

const QuantLib::Date &

validFrom

)

Definition at line 61 of file referencedata.hpp.

{ validFrom_ = validFrom; }

Here is the call graph for this function:

type()

const std::string & type

(

)

const

getters

Definition at line 64 of file referencedata.hpp.

{ return type_; }

Here is the caller graph for this function:

id()

const std::string & id

(

)

const

Definition at line 65 of file referencedata.hpp.

{ return id_; }

Here is the caller graph for this function:

validFrom()

const QuantLib::Date & validFrom

(

)

const

Definition at line 66 of file referencedata.hpp.

{ return validFrom_; }

Here is the caller graph for this function:

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Reimplemented in BondReferenceDatum, CreditIndexReferenceDatum, IndexReferenceDatum, CurrencyHedgedEquityIndexReferenceDatum, PortfolioBasketReferenceDatum, CreditReferenceDatum, EquityReferenceDatum, and BondBasketReferenceDatum.

Definition at line 31 of file referencedata.cpp.

                                          {
    XMLUtils::checkNode(node, "ReferenceDatum");
    type_ = XMLUtils::getChildValue(node, "Type", true);
    id_ = XMLUtils::getAttribute(node, "id");
    std::string dateStr = XMLUtils::getAttribute(node, "validFrom");
    if (!dateStr.empty()) {
        validFrom_ = parseDate(dateStr);
    } else {
        validFrom_ = QuantLib::Date::minDate();    
    }
}

Here is the call graph for this function:

Here is the caller graph for this function:

toXML()

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

overridevirtual

Implements XMLSerializable.

Reimplemented in BondReferenceDatum, CreditIndexReferenceDatum, IndexReferenceDatum, CurrencyHedgedEquityIndexReferenceDatum, PortfolioBasketReferenceDatum, CreditReferenceDatum, EquityReferenceDatum, and BondBasketReferenceDatum.

Definition at line 43 of file referencedata.cpp.

                                                     {
    XMLNode* node = doc.allocNode("ReferenceDatum");
    QL_REQUIRE(node, "Failed to create ReferenceDatum node");
    XMLUtils::addAttribute(doc, node, "id", id_);
    XMLUtils::addChild(doc, node, "Type", type_);
    if (validFrom_ > QuantLib::Date::minDate()) {
        XMLUtils::addAttribute(doc, node, "validFrom", to_string(validFrom_));    
    }
    return node;
}

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

type_

std::string type_

private

Definition at line 72 of file referencedata.hpp.

id_

std::string id_

private

Definition at line 73 of file referencedata.hpp.

validFrom_

QuantLib::Date validFrom_

private

Definition at line 74 of file referencedata.hpp.