SecurityConfig Class Reference

Security configuration. More...

#include <ored/configuration/securityconfig.hpp>

Inheritance diagram for SecurityConfig:

Collaboration diagram for SecurityConfig:

Public Member Functions
Constructors/Destructors
	SecurityConfig (const string &curveID, const string &curveDescription, const string &spreadQuote="", const string &recoveryQuote="", const string &cprQuote="", const string &priceQuote="")
	Detailed constructor. More...
	SecurityConfig ()
	Default constructor. More...
Public Member Functions inherited from CurveConfig
	CurveConfig (const string &curveID, const string &curveDescription, const vector< string > &quotes=vector< string >())
	Detailed constructor. More...
	CurveConfig ()
	Default constructor. More...
const string &	curveID () const
const string &	curveDescription () const
const set< string > &	requiredCurveIds (const CurveSpec::CurveType &curveType) const
const map< CurveSpec::CurveType, set< string > > &	requiredCurveIds () const
string &	curveID ()
string &	curveDescription ()
set< string > &	requiredCurveIds (const CurveSpec::CurveType &curveType)
map< CurveSpec::CurveType, set< string > > &	requiredCurveIds ()
virtual const vector< string > &	quotes ()
	Return all the market quotes required for this config. More...
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...

Inspectors
string	spreadQuote_
string	recoveryQuote_
string	cprQuote_
string	priceQuote_
const string &	spreadQuote ()
const string &	recoveryRatesQuote ()
const string &	cprQuote ()
const string &	priceQuote ()
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
void	setQuotes ()

Additional Inherited Members
Protected Attributes inherited from CurveConfig
string	curveID_
string	curveDescription_
vector< string >	quotes_
map< CurveSpec::CurveType, set< string > >	requiredCurveIds_

Detailed Description

Security configuration.

Definition at line 39 of file securityconfig.hpp.

Constructor & Destructor Documentation

SecurityConfig() [1/2]

SecurityConfig	(	const string &	curveID,
		const string &	curveDescription,
		const string &	spreadQuote = "",
		const string &	recoveryQuote = "",
		const string &	cprQuote = "",
		const string &	priceQuote = ""
	)

Detailed constructor.

Definition at line 44 of file securityconfig.hpp.

        : CurveConfig(curveID, curveDescription), spreadQuote_(spreadQuote), recoveryQuote_(recoveryQuote),
          cprQuote_(cprQuote), priceQuote_(priceQuote) {
        setQuotes();
    };

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SecurityConfig() [2/2]

SecurityConfig

(

)

Default constructor.

Definition at line 51 of file securityconfig.hpp.

{}

Member Function Documentation

spreadQuote()

const string & spreadQuote

(

)

Definition at line 56 of file securityconfig.hpp.

{ return spreadQuote_; }

recoveryRatesQuote()

const string & recoveryRatesQuote

(

)

Definition at line 57 of file securityconfig.hpp.

{ return recoveryQuote_; }

cprQuote()

const string & cprQuote

(

)

Definition at line 58 of file securityconfig.hpp.

{ return cprQuote_; }

priceQuote()

const string & priceQuote

(

)

Definition at line 59 of file securityconfig.hpp.

{ return priceQuote_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 62 of file securityconfig.hpp.

                                         {
        XMLUtils::checkNode(node, "Security");
 
        curveID_ = XMLUtils::getChildValue(node, "CurveId", true);
        curveDescription_ = XMLUtils::getChildValue(node, "CurveDescription", true);
        spreadQuote_ = XMLUtils::getChildValue(node, "SpreadQuote", false);
        recoveryQuote_ = XMLUtils::getChildValue(node, "RecoveryRateQuote", false);
        cprQuote_ = XMLUtils::getChildValue(node, "CPRQuote", false);
        priceQuote_ = XMLUtils::getChildValue(node, "PriceQuote", false);
        setQuotes();
    }

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 74 of file securityconfig.hpp.

                                                    {
        XMLNode* node = doc.allocNode("Security");
 
        XMLUtils::addChild(doc, node, "CurveId", curveID_);
        XMLUtils::addChild(doc, node, "CurveDescription", curveDescription_);
        if (!spreadQuote_.empty())
            XMLUtils::addChild(doc, node, "SpreadQuote", spreadQuote_);
        if (!recoveryQuote_.empty())
            XMLUtils::addChild(doc, node, "RecoveryRateQuote", recoveryQuote_);
        if (!cprQuote_.empty())
            XMLUtils::addChild(doc, node, "CPRQuote", cprQuote_);
        if (!priceQuote_.empty())
            XMLUtils::addChild(doc, node, "PriceQuote", priceQuote_);
        return node;
    }

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setQuotes()

void setQuotes ( )

private

Definition at line 91 of file securityconfig.hpp.

                     {
        quotes_.clear();
        if (!spreadQuote_.empty())
            quotes_.push_back(spreadQuote_);
        if (!recoveryQuote_.empty())
            quotes_.push_back(recoveryQuote_);
        if (!cprQuote_.empty())
            quotes_.push_back(cprQuote_);
        if (!priceQuote_.empty())
            quotes_.push_back(priceQuote_);
    }

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Member Data Documentation

spreadQuote_

string spreadQuote_

private

Definition at line 102 of file securityconfig.hpp.

recoveryQuote_

string recoveryQuote_

private

Definition at line 102 of file securityconfig.hpp.

cprQuote_

string cprQuote_

private

Definition at line 102 of file securityconfig.hpp.

priceQuote_

string priceQuote_

private

Definition at line 102 of file securityconfig.hpp.