#include <ored/configuration/reportconfig.hpp>

Inheritance diagram for ReportConfig:

Collaboration diagram for ReportConfig:

Public Member Functions
	ReportConfig ()

	ReportConfig (const boost::optional< bool > &reportOnDeltaGrid, const boost::optional< bool > &reportOnMoneynessGrid, const boost::optional< bool > &reportOnStrikeGrid, const boost::optional< bool > &reportOnStrikeSpreadGrid, const boost::optional< std::vector< std::string > > &deltas, const boost::optional< std::vector< Real > > &moneyness, const boost::optional< std::vector< Real > > &strikes, const boost::optional< std::vector< Real > > &strikeSpreads, const boost::optional< std::vector< Period > > &expiries, const boost::optional< std::vector< Period > > &underlyingTenors)

const boost::optional< bool >	reportOnDeltaGrid () const

const boost::optional< bool >	reportOnMoneynessGrid () const

const boost::optional< bool >	reportOnStrikeGrid () const

const boost::optional< bool >	reportOnStrikeSpreadGrid () const

const boost::optional< std::vector< std::string > > &	deltas () const

const boost::optional< std::vector< Real > > &	moneyness () const

const boost::optional< std::vector< Real > > &	strikes () const

const boost::optional< std::vector< Real > > &	strikeSpreads () const

const boost::optional< std::vector< Period > > &	expiries () const

const boost::optional< std::vector< Period > > &	underlyingTenors () const

void	fromXML (XMLNode *node) override

XMLNode *	toXML (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
boost::optional< bool >	reportOnDeltaGrid_

boost::optional< bool >	reportOnMoneynessGrid_

boost::optional< bool >	reportOnStrikeGrid_

boost::optional< bool >	reportOnStrikeSpreadGrid_

boost::optional< std::vector< std::string > >	deltas_

boost::optional< std::vector< Real > >	moneyness_

boost::optional< std::vector< Real > >	strikes_

boost::optional< std::vector< Real > >	strikeSpreads_

boost::optional< std::vector< Period > >	expiries_

boost::optional< std::vector< Period > >	underlyingTenors_

Detailed Description

Definition at line 33 of file reportconfig.hpp.

Constructor & Destructor Documentation

◆ ReportConfig() [1/2]

ReportConfig ( )

Definition at line 35 of file reportconfig.hpp.

35{}

◆ ReportConfig() [2/2]

ReportConfig	(	const boost::optional< bool > &	reportOnDeltaGrid,
		const boost::optional< bool > &	reportOnMoneynessGrid,
		const boost::optional< bool > &	reportOnStrikeGrid,
		const boost::optional< bool > &	reportOnStrikeSpreadGrid,
		const boost::optional< std::vector< std::string > > &	deltas,
		const boost::optional< std::vector< Real > > &	moneyness,
		const boost::optional< std::vector< Real > > &	strikes,
		const boost::optional< std::vector< Real > > &	strikeSpreads,
		const boost::optional< std::vector< Period > > &	expiries,
		const boost::optional< std::vector< Period > > &	underlyingTenors
	)

Definition at line 36 of file reportconfig.hpp.

        : reportOnDeltaGrid_(reportOnDeltaGrid), reportOnMoneynessGrid_(reportOnMoneynessGrid),
          reportOnStrikeGrid_(reportOnStrikeGrid), reportOnStrikeSpreadGrid_(reportOnStrikeSpreadGrid), deltas_(deltas),
          moneyness_(moneyness), strikes_(strikes), strikeSpreads_(strikeSpreads), expiries_(expiries),
          underlyingTenors_(underlyingTenors) {}

Member Function Documentation

◆ reportOnDeltaGrid()

const boost::optional< bool > reportOnDeltaGrid ( ) const

Definition at line 48 of file reportconfig.hpp.

48{ return reportOnDeltaGrid_; }

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◆ reportOnMoneynessGrid()

const boost::optional< bool > reportOnMoneynessGrid ( ) const

Definition at line 49 of file reportconfig.hpp.

49{ return reportOnMoneynessGrid_; }

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◆ reportOnStrikeGrid()

const boost::optional< bool > reportOnStrikeGrid ( ) const

Definition at line 50 of file reportconfig.hpp.

50{ return reportOnStrikeGrid_; }

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◆ reportOnStrikeSpreadGrid()

const boost::optional< bool > reportOnStrikeSpreadGrid ( ) const

Definition at line 51 of file reportconfig.hpp.

51{ return reportOnStrikeSpreadGrid_; }

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◆ deltas()

const boost::optional< std::vector< std::string > > & deltas ( ) const

Definition at line 52 of file reportconfig.hpp.

52{ return deltas_; }

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◆ moneyness()

const boost::optional< std::vector< Real > > & moneyness ( ) const

Definition at line 53 of file reportconfig.hpp.

53{ return moneyness_; }

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◆ strikes()

const boost::optional< std::vector< Real > > & strikes ( ) const

Definition at line 54 of file reportconfig.hpp.

54{ return strikes_; }

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◆ strikeSpreads()

const boost::optional< std::vector< Real > > & strikeSpreads ( ) const

Definition at line 55 of file reportconfig.hpp.

55{ return strikeSpreads_; }

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◆ expiries()

const boost::optional< std::vector< Period > > & expiries ( ) const

Definition at line 56 of file reportconfig.hpp.

56{ return expiries_; }

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◆ underlyingTenors()

const boost::optional< std::vector< Period > > & underlyingTenors ( ) const

Definition at line 57 of file reportconfig.hpp.

57{ return underlyingTenors_; }

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◆ fromXML()

void fromXML ( XMLNode * node )

overridevirtual

Implements XMLSerializable.

Definition at line 28 of file reportconfig.cpp.

                                        {
    XMLUtils::checkNode(node, "Report");
 
    if (auto tmp = XMLUtils::getChildNode(node, "ReportOnDeltaGrid")) {
        reportOnDeltaGrid_ = parseBool(XMLUtils::getNodeValue(tmp));
    } else {
        reportOnDeltaGrid_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "ReportOnMoneynessGrid")) {
        reportOnMoneynessGrid_ = parseBool(XMLUtils::getNodeValue(tmp));
    } else {
        reportOnMoneynessGrid_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "ReportOnStrikeGrid")) {
        reportOnStrikeGrid_ = parseBool(XMLUtils::getNodeValue(tmp));
    } else {
        reportOnStrikeGrid_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "ReportOnStrikeSpreadGrid")) {
        reportOnStrikeSpreadGrid_ = parseBool(XMLUtils::getNodeValue(tmp));
    } else {
        reportOnStrikeGrid_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "Deltas")) {
        deltas_ = parseListOfValues(XMLUtils::getNodeValue(tmp));
    } else {
        deltas_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "Moneyness")) {
        moneyness_ = parseListOfValues<Real>(XMLUtils::getNodeValue(tmp), &parseReal);
    } else {
        moneyness_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "Strikes")) {
        strikes_ = parseListOfValues<Real>(XMLUtils::getNodeValue(tmp), &parseReal);
    } else {
        strikes_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "StrikeSpreads")) {
        strikeSpreads_ = parseListOfValues<Real>(XMLUtils::getNodeValue(tmp), &parseReal);
    } else {
        strikeSpreads_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "Expiries")) {
        expiries_ = parseListOfValues<Period>(XMLUtils::getNodeValue(tmp), &parsePeriod);
    } else {
        expiries_ = boost::none;
    }
 
    if (auto tmp = XMLUtils::getChildNode(node, "UnderlyingTenors")) {
        underlyingTenors_ = parseListOfValues<Period>(XMLUtils::getNodeValue(tmp), &parsePeriod);
    } else {
        underlyingTenors_ = boost::none;
    }
}

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◆ toXML()

XMLNode * toXML ( XMLDocument & doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 92 of file reportconfig.cpp.

                                                   {
    XMLNode* node = doc.allocNode("Report");
    if (reportOnDeltaGrid_)
        XMLUtils::addChild(doc, node, "ReportOnDeltaGrid", *reportOnDeltaGrid_);
    if (reportOnMoneynessGrid_)
        XMLUtils::addChild(doc, node, "ReportOnMoneynessGrid", *reportOnMoneynessGrid_);
    if (deltas_)
        XMLUtils::addGenericChildAsList(doc, node, "Deltas", *deltas_);
    if (moneyness_)
        XMLUtils::addGenericChildAsList(doc, node, "Moneyness", *moneyness_);
    if (expiries_)
        XMLUtils::addGenericChildAsList(doc, node, "Expiries", *expiries_);
    if (underlyingTenors_)
        XMLUtils::addGenericChildAsList(doc, node, "UnderlyingTenors", *underlyingTenors_);
    return node;
}

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Member Data Documentation

◆ reportOnDeltaGrid_

boost::optional<bool> reportOnDeltaGrid_

private

Definition at line 63 of file reportconfig.hpp.

◆ reportOnMoneynessGrid_

boost::optional<bool> reportOnMoneynessGrid_

private

Definition at line 64 of file reportconfig.hpp.

◆ reportOnStrikeGrid_

boost::optional<bool> reportOnStrikeGrid_

private

Definition at line 65 of file reportconfig.hpp.

◆ reportOnStrikeSpreadGrid_

boost::optional<bool> reportOnStrikeSpreadGrid_

private

Definition at line 66 of file reportconfig.hpp.

◆ deltas_

boost::optional<std::vector<std::string> > deltas_

private

Definition at line 68 of file reportconfig.hpp.

◆ moneyness_

boost::optional<std::vector<Real> > moneyness_

private

Definition at line 69 of file reportconfig.hpp.

◆ strikes_

boost::optional<std::vector<Real> > strikes_

private

Definition at line 70 of file reportconfig.hpp.

◆ strikeSpreads_

boost::optional<std::vector<Real> > strikeSpreads_

private

Definition at line 71 of file reportconfig.hpp.

◆ expiries_

boost::optional<std::vector<Period> > expiries_

private

Definition at line 72 of file reportconfig.hpp.

◆ underlyingTenors_

boost::optional<std::vector<Period> > underlyingTenors_

private

Definition at line 73 of file reportconfig.hpp.

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ReportConfig() [1/2]

◆ ReportConfig() [2/2]

Member Function Documentation

◆ reportOnDeltaGrid()

◆ reportOnMoneynessGrid()

◆ reportOnStrikeGrid()

◆ reportOnStrikeSpreadGrid()

◆ deltas()

◆ moneyness()

◆ strikes()

◆ strikeSpreads()

◆ expiries()

◆ underlyingTenors()

◆ fromXML()

◆ toXML()

Member Data Documentation

◆ reportOnDeltaGrid_

◆ reportOnMoneynessGrid_

◆ reportOnStrikeGrid_

◆ reportOnStrikeSpreadGrid_

◆ deltas_

◆ moneyness_

◆ strikes_

◆ strikeSpreads_

◆ expiries_

◆ underlyingTenors_