StaticAnalyser Class Reference

#include <ored/scripting/staticanalyser.hpp>

Collaboration diagram for StaticAnalyser:

Public Member Functions
	StaticAnalyser (const ASTNodePtr root, const QuantLib::ext::shared_ptr< Context > context)
void	run (const std::string &script="")
const std::map< std::string, std::set< QuantLib::Date > > &	indexEvalDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	indexFwdDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	payObsDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	payPayDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	discountObsDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	discountPayDates () const
const std::set< QuantLib::Date > &	regressionDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	fwdCompAvgFixingDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	fwdCompAvgEvalDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	fwdCompAvgStartEndDates () const
const std::map< std::string, std::set< QuantLib::Date > > &	probFixingDates () const

Private Attributes
const ASTNodePtr	root_
const QuantLib::ext::shared_ptr< Context >	context_
std::map< std::string, std::set< QuantLib::Date > >	indexEvalDates_
std::map< std::string, std::set< QuantLib::Date > >	indexFwdDates_
std::map< std::string, std::set< QuantLib::Date > >	payObsDates_
std::map< std::string, std::set< QuantLib::Date > >	payPayDates_
std::map< std::string, std::set< QuantLib::Date > >	discountObsDates_
std::map< std::string, std::set< QuantLib::Date > >	discountPayDates_
std::map< std::string, std::set< QuantLib::Date > >	fwdCompAvgFixingDates_
std::map< std::string, std::set< QuantLib::Date > >	fwdCompAvgEvalDates_
std::map< std::string, std::set< QuantLib::Date > >	fwdCompAvgStartEndDates_
std::map< std::string, std::set< QuantLib::Date > >	probFixingDates_
std::set< QuantLib::Date >	regressionDates_

Detailed Description

assumption: the context passed to a script engine is const and no declarations of type event or index are allowed in a script.

Definition at line 36 of file staticanalyser.hpp.

Constructor & Destructor Documentation

StaticAnalyser()

StaticAnalyser	(	const ASTNodePtr	root,
		const QuantLib::ext::shared_ptr< Context >	context
	)

Definition at line 38 of file staticanalyser.hpp.

        : root_(root), context_(context) {}

Member Function Documentation

run()

void run

(

const std::string &

script = ""

)

Definition at line 398 of file staticanalyser.cpp.

                                                {
    indexEvalDates_.clear();
    indexFwdDates_.clear();
    payObsDates_.clear();
    payPayDates_.clear();
    discountObsDates_.clear();
    discountPayDates_.clear();
    fwdCompAvgFixingDates_.clear();
    fwdCompAvgEvalDates_.clear();
    fwdCompAvgStartEndDates_.clear();
    probFixingDates_.clear();
    regressionDates_.clear();
 
    ASTNode* loc;
    ASTIndexExtractor runner(indexEvalDates_, indexFwdDates_, payObsDates_, payPayDates_, discountObsDates_,
                             discountPayDates_, fwdCompAvgFixingDates_, fwdCompAvgEvalDates_, fwdCompAvgStartEndDates_,
                             probFixingDates_, regressionDates_, *context_, loc);
 
    try {
        root_->accept(runner);
    } catch (const std::exception& e) {
        std::ostringstream errorMessage;
        errorMessage << "Error during static script analysis: " << e.what() << " at "
                     << (loc ? to_string(loc->locationInfo) : "(last visited ast node not known)")
                     << " - see log for more details.";
 
        LOGGERSTREAM(printCodeContext(script, loc));
        ALOG(errorMessage.str());
 
        QL_FAIL(errorMessage.str());
    }
 
    DLOG("Static analyser finished without errors.");
}

Here is the call graph for this function:

indexEvalDates()

const std::map< std::string, std::set< QuantLib::Date > > & indexEvalDates

(

)

const

Definition at line 44 of file staticanalyser.hpp.

{ return indexEvalDates_; }

indexFwdDates()

const std::map< std::string, std::set< QuantLib::Date > > & indexFwdDates

(

)

const

Definition at line 47 of file staticanalyser.hpp.

{ return indexFwdDates_; }

payObsDates()

const std::map< std::string, std::set< QuantLib::Date > > & payObsDates

(

)

const

Definition at line 50 of file staticanalyser.hpp.

{ return payObsDates_; }

payPayDates()

const std::map< std::string, std::set< QuantLib::Date > > & payPayDates

(

)

const

Definition at line 53 of file staticanalyser.hpp.

{ return payPayDates_; }

discountObsDates()

const std::map< std::string, std::set< QuantLib::Date > > & discountObsDates

(

)

const

Definition at line 56 of file staticanalyser.hpp.

{ return discountObsDates_; }

discountPayDates()

const std::map< std::string, std::set< QuantLib::Date > > & discountPayDates

(

)

const

Definition at line 59 of file staticanalyser.hpp.

{ return discountPayDates_; }

regressionDates()

const std::set< QuantLib::Date > & regressionDates

(

)

const

Definition at line 62 of file staticanalyser.hpp.

{ return regressionDates_; }

fwdCompAvgFixingDates()

const std::map< std::string, std::set< QuantLib::Date > > & fwdCompAvgFixingDates

(

)

const

Definition at line 65 of file staticanalyser.hpp.

{ return fwdCompAvgFixingDates_; }

fwdCompAvgEvalDates()

const std::map< std::string, std::set< QuantLib::Date > > & fwdCompAvgEvalDates

(

)

const

Definition at line 68 of file staticanalyser.hpp.

{ return fwdCompAvgEvalDates_; }

fwdCompAvgStartEndDates()

const std::map< std::string, std::set< QuantLib::Date > > & fwdCompAvgStartEndDates

(

)

const

Definition at line 71 of file staticanalyser.hpp.

                                                                                   {
        return fwdCompAvgStartEndDates_;
    }

probFixingDates()

const std::map< std::string, std::set< QuantLib::Date > > & probFixingDates

(

)

const

Definition at line 76 of file staticanalyser.hpp.

{ return probFixingDates_; }

Member Data Documentation

root_

const ASTNodePtr root_

private

Definition at line 79 of file staticanalyser.hpp.

context_

const QuantLib::ext::shared_ptr<Context> context_

private

Definition at line 80 of file staticanalyser.hpp.

indexEvalDates_

std::map<std::string, std::set<QuantLib::Date> > indexEvalDates_

private

Definition at line 82 of file staticanalyser.hpp.

indexFwdDates_

std::map<std::string, std::set<QuantLib::Date> > indexFwdDates_

private

Definition at line 82 of file staticanalyser.hpp.

payObsDates_

std::map<std::string, std::set<QuantLib::Date> > payObsDates_

private

Definition at line 82 of file staticanalyser.hpp.

payPayDates_

std::map<std::string, std::set<QuantLib::Date> > payPayDates_

private

Definition at line 82 of file staticanalyser.hpp.

discountObsDates_

std::map<std::string, std::set<QuantLib::Date> > discountObsDates_

private

Definition at line 83 of file staticanalyser.hpp.

discountPayDates_

std::map<std::string, std::set<QuantLib::Date> > discountPayDates_

private

Definition at line 83 of file staticanalyser.hpp.

fwdCompAvgFixingDates_

std::map<std::string, std::set<QuantLib::Date> > fwdCompAvgFixingDates_

private

Definition at line 83 of file staticanalyser.hpp.

fwdCompAvgEvalDates_

std::map<std::string, std::set<QuantLib::Date> > fwdCompAvgEvalDates_

private

Definition at line 83 of file staticanalyser.hpp.

fwdCompAvgStartEndDates_

std::map<std::string, std::set<QuantLib::Date> > fwdCompAvgStartEndDates_

private

Definition at line 83 of file staticanalyser.hpp.

probFixingDates_

std::map<std::string, std::set<QuantLib::Date> > probFixingDates_

private

Definition at line 84 of file staticanalyser.hpp.

regressionDates_

std::set<QuantLib::Date> regressionDates_

private

Definition at line 85 of file staticanalyser.hpp.