ScheduleRules Class Reference

Serializable object holding schedule Rules data. More...

#include <ored/portfolio/schedule.hpp>

Inheritance diagram for ScheduleRules:

Collaboration diagram for ScheduleRules:

Public Member Functions
	ScheduleRules ()
	Default constructor. More...
	ScheduleRules (const string &startDate, const string &endDate, const string &tenor, const string &calendar, const string &convention, const string &termConvention, const string &rule, const string &endOfMonth="N", const string &firstDate="", const string &lastDate="", const bool removeFirstDate=false, const bool removeLastDate=false, const string &endOfMonthConvention="")
const bool	hasData () const
	Check if key attributes are empty. More...
Inspectors
const string &	startDate () const
const string &	endDate () const
const string &	tenor () const
const string &	calendar () const
const string &	convention () const
const string &	termConvention () const
const string &	rule () const
const string &	endOfMonth () const
const string &	endOfMonthConvention () const
const string &	firstDate () const
const string &	lastDate () const
bool	removeFirstDate () const
bool	removeLastDate () const
Modifiers
string &	modifyStartDate ()
string &	modifyEndDate ()
string &	modifyCalendar ()
string &	modifyConvention ()
string &	modifyTermConvention ()
string &	modifyEndOfMonthConvention ()
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
string	startDate_
string	endDate_
string	tenor_
string	calendar_
string	convention_
string	termConvention_
string	rule_
string	endOfMonth_
string	endOfMonthConvention_
string	firstDate_
string	lastDate_
bool	adjustEndDateToPreviousMonthEnd_ {false}
bool	removeFirstDate_ = false
bool	removeLastDate_ = false
bool	was1T_ = false
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override

Detailed Description

Serializable object holding schedule Rules data.

Definition at line 37 of file schedule.hpp.

Constructor & Destructor Documentation

ScheduleRules() [1/2]

ScheduleRules

(

)

Default constructor.

Definition at line 40 of file schedule.hpp.

{}

ScheduleRules() [2/2]

ScheduleRules	(	const string &	startDate,
		const string &	endDate,
		const string &	tenor,
		const string &	calendar,
		const string &	convention,
		const string &	termConvention,
		const string &	rule,
		const string &	endOfMonth = "N",
		const string &	firstDate = "",
		const string &	lastDate = "",
		const bool	removeFirstDate = false,
		const bool	removeLastDate = false,
		const string &	endOfMonthConvention = ""
	)

Definition at line 42 of file schedule.hpp.

        : startDate_(startDate), endDate_(endDate), tenor_(tenor), calendar_(calendar), convention_(convention),
          termConvention_(termConvention), rule_(rule), endOfMonth_(endOfMonth),
          endOfMonthConvention_(endOfMonthConvention), firstDate_(firstDate), lastDate_(lastDate),
          removeFirstDate_(removeFirstDate), removeLastDate_(removeLastDate) {}

Member Function Documentation

hasData()

const bool hasData

(

)

const

Check if key attributes are empty.

Definition at line 53 of file schedule.hpp.

{ return !startDate_.empty() && !tenor_.empty(); }

startDate()

const string & startDate

(

)

const

Definition at line 57 of file schedule.hpp.

{ return startDate_; }

endDate()

const string & endDate

(

)

const

Definition at line 59 of file schedule.hpp.

{ return endDate_; }

tenor()

const string & tenor

(

)

const

Definition at line 60 of file schedule.hpp.

{ return tenor_; }

calendar()

const string & calendar

(

)

const

Definition at line 61 of file schedule.hpp.

{ return calendar_; }

convention()

const string & convention

(

)

const

Definition at line 62 of file schedule.hpp.

{ return convention_; }

termConvention()

const string & termConvention

(

)

const

Definition at line 63 of file schedule.hpp.

{ return termConvention_; }

rule()

const string & rule

(

)

const

Definition at line 64 of file schedule.hpp.

{ return rule_; }

endOfMonth()

const string & endOfMonth

(

)

const

Definition at line 65 of file schedule.hpp.

{ return endOfMonth_; }

endOfMonthConvention()

const string & endOfMonthConvention

(

)

const

Definition at line 66 of file schedule.hpp.

{ return endOfMonthConvention_; }

firstDate()

const string & firstDate

(

)

const

Definition at line 67 of file schedule.hpp.

{ return firstDate_; }

lastDate()

const string & lastDate

(

)

const

Definition at line 68 of file schedule.hpp.

{ return lastDate_; }

removeFirstDate()

bool removeFirstDate

(

)

const

Definition at line 69 of file schedule.hpp.

{ return removeFirstDate_; }

removeLastDate()

bool removeLastDate

(

)

const

Definition at line 70 of file schedule.hpp.

{ return removeLastDate_; }

modifyStartDate()

string & modifyStartDate

(

)

Definition at line 75 of file schedule.hpp.

{ return startDate_; }

modifyEndDate()

string & modifyEndDate

(

)

Definition at line 76 of file schedule.hpp.

{ return endDate_; }

modifyCalendar()

string & modifyCalendar

(

)

Definition at line 77 of file schedule.hpp.

{ return calendar_; }

modifyConvention()

string & modifyConvention

(

)

Definition at line 78 of file schedule.hpp.

{ return convention_; }

modifyTermConvention()

string & modifyTermConvention

(

)

Definition at line 79 of file schedule.hpp.

{ return termConvention_; }

modifyEndOfMonthConvention()

string & modifyEndOfMonthConvention

(

)

Definition at line 80 of file schedule.hpp.

{ return endOfMonthConvention_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 75 of file schedule.cpp.

                                         {
    XMLUtils::checkNode(node, "Rules");
    startDate_ = XMLUtils::getChildValue(node, "StartDate");
    endDate_ = XMLUtils::getChildValue(node, "EndDate", false);
    adjustEndDateToPreviousMonthEnd_ = XMLUtils::getChildValueAsBool(node, "AdjustEndDateToPreviousMonthEnd", false, false);
    if (adjustEndDateToPreviousMonthEnd_ && !endDate_.empty()){
        auto ed = parseDate(endDate_);
        while(!Date::isEndOfMonth(ed))ed--;
        endDate_ = to_string(ed);
    }
    tenor_ = XMLUtils::getChildValue(node, "Tenor") == "1T" ? "0D" : XMLUtils::getChildValue(node, "Tenor");
    was1T_ = XMLUtils::getChildValue(node, "Tenor") == "1T" ? true : false;
    calendar_ = XMLUtils::getChildValue(node, "Calendar");
    convention_ = XMLUtils::getChildValue(node, "Convention");
    termConvention_ = XMLUtils::getChildValue(node, "TermConvention", false);
    if (termConvention_.empty()) {
        termConvention_ = convention_;
    }
    rule_ = XMLUtils::getChildValue(node, "Rule");
    endOfMonth_ = XMLUtils::getChildValue(node, "EndOfMonth");
    endOfMonthConvention_ = XMLUtils::getChildValue(node, "EndOfMonthConvention");
    firstDate_ = XMLUtils::getChildValue(node, "FirstDate");
    lastDate_ = XMLUtils::getChildValue(node, "LastDate");
    removeFirstDate_ = XMLUtils::getChildValueAsBool(node, "RemoveFirstDate", false, false);
    removeLastDate_ = XMLUtils::getChildValueAsBool(node, "RemoveLastDate", false, false);
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 102 of file schedule.cpp.

                                                    {
    XMLNode* rules = doc.allocNode("Rules");
    XMLUtils::addChild(doc, rules, "StartDate", startDate_);
    if (!endDate_.empty())
        XMLUtils::addChild(doc, rules, "EndDate", endDate_);
    XMLUtils::addChild(doc, rules, "Tenor", was1T_ ? "1T" : tenor_);
    XMLUtils::addChild(doc, rules, "Calendar", calendar_);
    XMLUtils::addChild(doc, rules, "Convention", convention_);
    XMLUtils::addChild(doc, rules, "TermConvention", termConvention_);
    XMLUtils::addChild(doc, rules, "Rule", rule_);
    XMLUtils::addChild(doc, rules, "EndOfMonth", endOfMonth_);
    if (!endOfMonthConvention_.empty())
        XMLUtils::addChild(doc, rules, "EndOfMonthConvention", endOfMonthConvention_);
    XMLUtils::addChild(doc, rules, "FirstDate", firstDate_);
    XMLUtils::addChild(doc, rules, "LastDate", lastDate_);
    if(removeFirstDate_)
        XMLUtils::addChild(doc,rules,"RemoveFirstDate", removeFirstDate_);
    if(removeLastDate_)
        XMLUtils::addChild(doc,rules,"RemoveLastDate", removeLastDate_);
    return rules;
}

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Member Data Documentation

startDate_

string startDate_

private

Definition at line 89 of file schedule.hpp.

endDate_

string endDate_

private

Definition at line 90 of file schedule.hpp.

tenor_

string tenor_

private

Definition at line 91 of file schedule.hpp.

calendar_

string calendar_

private

Definition at line 92 of file schedule.hpp.

convention_

string convention_

private

Definition at line 93 of file schedule.hpp.

termConvention_

string termConvention_

private

Definition at line 94 of file schedule.hpp.

rule_

string rule_

private

Definition at line 95 of file schedule.hpp.

endOfMonth_

string endOfMonth_

private

Definition at line 96 of file schedule.hpp.

endOfMonthConvention_

string endOfMonthConvention_

private

Definition at line 97 of file schedule.hpp.

firstDate_

string firstDate_

private

Definition at line 98 of file schedule.hpp.

lastDate_

string lastDate_

private

Definition at line 99 of file schedule.hpp.

adjustEndDateToPreviousMonthEnd_

bool adjustEndDateToPreviousMonthEnd_ {false}

private

Definition at line 100 of file schedule.hpp.

removeFirstDate_

bool removeFirstDate_ = false

private

Definition at line 101 of file schedule.hpp.

removeLastDate_

bool removeLastDate_ = false

private

Definition at line 102 of file schedule.hpp.

was1T_

bool was1T_ = false

private

Definition at line 103 of file schedule.hpp.