TrancheData Class Reference

Serializable Bond-Basket Data. More...

#include <ored/portfolio/tranche.hpp>

Inheritance diagram for TrancheData:

Collaboration diagram for TrancheData:

Public Member Functions
	TrancheData ()
	Default constructor. More...
	TrancheData (const std::string &name, double icRatio, double ocRatio, const QuantLib::ext::shared_ptr< LegAdditionalData > &concreteLegData)
Inspectors
const std::string	name () const
double	faceAmount ()
double	icRatio ()
double	ocRatio ()
const QuantLib::ext::shared_ptr< LegAdditionalData >	concreteLegData ()
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
std::string	name_
double	faceAmount_
double	icRatio_
double	ocRatio_
QuantLib::ext::shared_ptr< LegAdditionalData >	concreteLegData_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (ore::data::XMLDocument &doc) const override

Detailed Description

Serializable Bond-Basket Data.

Definition at line 40 of file tranche.hpp.

Constructor & Destructor Documentation

TrancheData() [1/2]

TrancheData

(

)

Default constructor.

Definition at line 43 of file tranche.hpp.

{}

TrancheData() [2/2]

TrancheData	(	const std::string &	name,
		double	icRatio,
		double	ocRatio,
		const QuantLib::ext::shared_ptr< LegAdditionalData > &	concreteLegData
	)

Definition at line 45 of file tranche.hpp.

        : name_(name), icRatio_(icRatio), ocRatio_(ocRatio), concreteLegData_(concreteLegData) {}

Member Function Documentation

name()

const std::string name

(

)

const

Definition at line 50 of file tranche.hpp.

{ return name_; }

faceAmount()

double faceAmount

(

)

Definition at line 51 of file tranche.hpp.

{ return faceAmount_; }

icRatio()

double icRatio

(

)

Definition at line 52 of file tranche.hpp.

{ return icRatio_; }

ocRatio()

double ocRatio

(

)

Definition at line 53 of file tranche.hpp.

{ return ocRatio_; }

concreteLegData()

const QuantLib::ext::shared_ptr< LegAdditionalData > concreteLegData

(

)

Definition at line 54 of file tranche.hpp.

{return concreteLegData_; } 

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 28 of file tranche.cpp.

                                       {
 
    XMLUtils::checkNode(node, "Tranche");
 
    QL_REQUIRE(node, "No Tranche Node");
 
    name_ = XMLUtils::getChildValue(node, "Name", true);
    faceAmount_ = XMLUtils::getChildValueAsDouble(node, "Notional", true);
    icRatio_ = XMLUtils::getChildValueAsDouble(node, "ICRatio", false, -1.0);
    ocRatio_ = XMLUtils::getChildValueAsDouble(node, "OCRatio", false, -1.0);
 
    //FloatingLegData
    XMLNode* floater = XMLUtils::getChildNode(node, "FloatingLegData");
    if(floater){
        //Floating
        concreteLegData_ = LegDataFactory::instance().build("Floating");
        concreteLegData_->fromXML(XMLUtils::getChildNode(node, concreteLegData_->legNodeName()));
    }
 
    //FixedLegData
    XMLNode* fixed = XMLUtils::getChildNode(node, "FixedLegData");
    if(fixed){
        //Fixed
        concreteLegData_ = LegDataFactory::instance().build("Fixed");
        concreteLegData_->fromXML(XMLUtils::getChildNode(node, concreteLegData_->legNodeName()));
    }
 
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 58 of file tranche.cpp.

                                                         {
 
    XMLNode* node = doc.allocNode("Tranche");
 
    XMLUtils::addChild(doc, node, "Name", name_);
    XMLUtils::addChild(doc, node, "Notional", faceAmount_);
    XMLUtils::addChild(doc, node, "ICRatio", icRatio_);
    XMLUtils::addChild(doc, node, "OCRatio", ocRatio_);
    XMLUtils::appendNode(node, concreteLegData_->toXML(doc));
 
    return node;
}

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Member Data Documentation

name_

std::string name_

private

Definition at line 64 of file tranche.hpp.

faceAmount_

double faceAmount_

private

Definition at line 65 of file tranche.hpp.

icRatio_

double icRatio_

private

Definition at line 66 of file tranche.hpp.

ocRatio_

double ocRatio_

private

Definition at line 67 of file tranche.hpp.

concreteLegData_

QuantLib::ext::shared_ptr<LegAdditionalData> concreteLegData_

private

Definition at line 68 of file tranche.hpp.