ScriptedTradeScriptData Class Reference

#include <ored/portfolio/scriptedtrade.hpp>

Inheritance diagram for ScriptedTradeScriptData:

Collaboration diagram for ScriptedTradeScriptData:

Classes
class	CalibrationData
class	NewScheduleData

Public Member Functions
	ScriptedTradeScriptData ()
	ScriptedTradeScriptData (const std::string &code, const std::string &npv, const std::vector< std::pair< std::string, std::string > > &results, const std::vector< std::string > &schedulesEligibleForCoarsening, const std::vector< NewScheduleData > &newSchedules={}, const std::vector< CalibrationData > &calibrationSpec={}, const std::vector< std::string > &stickyCloseOutStates={}, const std::vector< std::string > &conditionalExpectationModelStates={})
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const std::string &	code () const
const std::string &	npv () const
const std::vector< std::pair< std::string, std::string > > &	results () const
const std::vector< std::string > &	schedulesEligibleForCoarsening () const
const std::vector< NewScheduleData > &	newSchedules () const
const std::vector< CalibrationData > &	calibrationSpec () const
const std::vector< std::string > &	stickyCloseOutStates () const
const std::vector< std::string > &	conditionalExpectationModelStates () 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...

Private Member Functions
void	formatCode ()

Private Attributes
std::string	code_
std::string	npv_
std::vector< std::pair< std::string, std::string > >	results_
std::vector< std::string >	schedulesEligibleForCoarsening_
std::vector< NewScheduleData >	newSchedules_
std::vector< CalibrationData >	calibrationSpec_
std::vector< std::string >	stickyCloseOutStates_
std::vector< std::string >	conditionalExpectationModelStates_

Detailed Description

Definition at line 102 of file scriptedtrade.hpp.

Constructor & Destructor Documentation

ScriptedTradeScriptData() [1/2]

ScriptedTradeScriptData

(

)

Definition at line 138 of file scriptedtrade.hpp.

{}

ScriptedTradeScriptData() [2/2]

ScriptedTradeScriptData	(	const std::string &	code,
		const std::string &	npv,
		const std::vector< std::pair< std::string, std::string > > &	results,
		const std::vector< std::string > &	schedulesEligibleForCoarsening,
		const std::vector< NewScheduleData > &	newSchedules = {},
		const std::vector< CalibrationData > &	calibrationSpec = {},
		const std::vector< std::string > &	stickyCloseOutStates = {},
		const std::vector< std::string > &	conditionalExpectationModelStates = {}
	)

Definition at line 140 of file scriptedtrade.hpp.

                                                                             {},
                            const std::vector<CalibrationData>& calibrationSpec = {},
                            const std::vector<std::string>& stickyCloseOutStates = {},
                            const std::vector<std::string>& conditionalExpectationModelStates = {})
        : code_(code), npv_(npv), results_(results), schedulesEligibleForCoarsening_(schedulesEligibleForCoarsening),
          newSchedules_(newSchedules), calibrationSpec_(calibrationSpec), stickyCloseOutStates_(stickyCloseOutStates),
          conditionalExpectationModelStates_(conditionalExpectationModelStates) {
        formatCode();
    }

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 523 of file scriptedtrade.cpp.

                                                   {
    XMLUtils::checkNode(node, "Script");
    code_ = XMLUtils::getChildValue(node, "Code", true);
    formatCode();
    npv_ = XMLUtils::getChildValue(node, "NPV", true);
    std::vector<std::string> attributes;
    std::vector<std::string> values =
        XMLUtils::getChildrenValuesWithAttributes(node, "Results", "Result", "rename", attributes);
    for (Size i = 0; i < values.size(); ++i) {
        // result name is identical to script variable expect the rename attribute is filled
        results_.push_back(std::make_pair(attributes[i].empty() ? values[i] : attributes[i], values[i]));
    }
    schedulesEligibleForCoarsening_ = XMLUtils::getChildrenValues(node, "ScheduleCoarsening", "EligibleSchedule");
    if (XMLNode* ns = XMLUtils::getChildNode(node, "NewSchedules")) {
        std::vector<XMLNode*> newSchedules = XMLUtils::getChildrenNodes(ns, "NewSchedule");
        for (auto const& n : newSchedules) {
            NewScheduleData tmp;
            tmp.fromXML(n);
            newSchedules_.push_back(tmp);
        }
    }
    if (XMLNode* ns = XMLUtils::getChildNode(node, "CalibrationSpec")) {
        std::vector<XMLNode*> calibrations = XMLUtils::getChildrenNodes(ns, "Calibration");
        for (auto const& n : calibrations) {
            CalibrationData tmp;
            tmp.fromXML(n);
            calibrationSpec_.push_back(tmp);
        }
    }
    stickyCloseOutStates_ = XMLUtils::getChildrenValues(node, "StickyCloseOutStates", "StickyCloseOutState");
    if (XMLNode* ns = XMLUtils::getChildNode(node, "ConditionalExpectation")) {
        conditionalExpectationModelStates_ = XMLUtils::getChildrenValues(ns, "ModelStates", "ModelState", false);
    }
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 558 of file scriptedtrade.cpp.

                                                              {
    XMLNode* n = doc.allocNode("Script");
    XMLUtils::addChildAsCdata(doc, n, "Code", code_);
    XMLUtils::addChild(doc, n, "NPV", npv_);
    std::vector<std::string> values, attributes;
    for (auto const& r : results_) {
        attributes.push_back(r.first);
        values.push_back(r.second);
    }
    XMLUtils::addChildrenWithAttributes(doc, n, "Results", "Result", values, "rename", attributes);
    XMLUtils::addChildren(doc, n, "ScheduleCoarsening", "EligibleSchedule", schedulesEligibleForCoarsening_);
    XMLNode* newSchedules = doc.allocNode("NewSchedules");
    XMLUtils::appendNode(n, newSchedules);
    for (auto& s : newSchedules_) {
        XMLUtils::appendNode(newSchedules, s.toXML(doc));
    }
    XMLNode* calibrations = doc.allocNode("CalibrationSpec");
    XMLUtils::appendNode(n, calibrations);
    for (auto& c : calibrationSpec_) {
        XMLUtils::appendNode(calibrations, c.toXML(doc));
    }
    XMLUtils::addChildren(doc, n, "StickyCloseOutStates", "StickyCloseOutState", stickyCloseOutStates_);
    XMLNode* condExp = doc.allocNode("ConditionalExpectation");
    XMLUtils::appendNode(n, condExp);
    XMLUtils::addChildren(doc, condExp, "ModelStates", "ModelState", conditionalExpectationModelStates_);
    return n;
}

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code()

const std::string & code

(

)

const

Definition at line 156 of file scriptedtrade.hpp.

{ return code_; }

npv()

const std::string & npv

(

)

const

Definition at line 157 of file scriptedtrade.hpp.

{ return npv_; }

results()

const std::vector< std::pair< std::string, std::string > > & results

(

)

const

Definition at line 159 of file scriptedtrade.hpp.

{ return results_; }

schedulesEligibleForCoarsening()

const std::vector< std::string > & schedulesEligibleForCoarsening

(

)

const

Definition at line 160 of file scriptedtrade.hpp.

{ return schedulesEligibleForCoarsening_; }

newSchedules()

const std::vector< NewScheduleData > & newSchedules

(

)

const

Definition at line 161 of file scriptedtrade.hpp.

{ return newSchedules_; }

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calibrationSpec()

const std::vector< CalibrationData > & calibrationSpec

(

)

const

Definition at line 162 of file scriptedtrade.hpp.

{ return calibrationSpec_; }

stickyCloseOutStates()

const std::vector< std::string > & stickyCloseOutStates

(

)

const

Definition at line 163 of file scriptedtrade.hpp.

{ return stickyCloseOutStates_; }

conditionalExpectationModelStates()

const std::vector< std::string > & conditionalExpectationModelStates

(

)

const

Definition at line 164 of file scriptedtrade.hpp.

                                                                          {
        return conditionalExpectationModelStates_;
    }

formatCode()

void formatCode ( )

private

Definition at line 586 of file scriptedtrade.cpp.

                                         {
    // remove carriage returns (e.g. DOS uses \r\n as a line ending, but we want \n only)
    boost::replace_all(code_, "\r", "");
    // untabify
    boost::replace_all(code_, "\t", "    ");
}

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Member Data Documentation

code_

std::string code_

private

Definition at line 170 of file scriptedtrade.hpp.

npv_

std::string npv_

private

Definition at line 171 of file scriptedtrade.hpp.

results_

std::vector<std::pair<std::string, std::string> > results_

private

Definition at line 172 of file scriptedtrade.hpp.

schedulesEligibleForCoarsening_

std::vector<std::string> schedulesEligibleForCoarsening_

private

Definition at line 173 of file scriptedtrade.hpp.

newSchedules_

std::vector<NewScheduleData> newSchedules_

private

Definition at line 174 of file scriptedtrade.hpp.

calibrationSpec_

std::vector<CalibrationData> calibrationSpec_

private

Definition at line 175 of file scriptedtrade.hpp.

stickyCloseOutStates_

std::vector<std::string> stickyCloseOutStates_

private

Definition at line 176 of file scriptedtrade.hpp.

conditionalExpectationModelStates_

std::vector<std::string> conditionalExpectationModelStates_

private

Definition at line 177 of file scriptedtrade.hpp.