TreasuryLockData Class Reference

#include <ored/portfolio/tlockdata.hpp>

Inheritance diagram for TreasuryLockData:

Collaboration diagram for TreasuryLockData:

Public Member Functions
	TreasuryLockData ()
	Default constructor. More...
	TreasuryLockData (bool payer, const BondData &bondData, Real referenceRate, string dayCounter, string terminationDate, int paymentGap, string paymentCalendar)
	Constructor that takes an explicit creditCurveId. More...
bool	empty () const
bool	payer () const
BondData &	bondData ()
const BondData &	bondData () const
const BondData &	originalBondData () const
Real	referenceRate () const
const string &	dayCounter () const
const string &	terminationDate () const
int	paymentGap () const
const string &	paymentCalendar () const
virtual void	fromXML (XMLNode *node) override
	XMLSerializable interface. More...
virtual XMLNode *	toXML (XMLDocument &doc) const override
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 Attributes
bool	empty_
bool	payer_
BondData	originalBondData_
BondData	bondData_
Real	referenceRate_
string	dayCounter_
string	terminationDate_
int	paymentGap_
string	paymentCalendar_

Detailed Description

Serializable credit default swap data

Definition at line 38 of file tlockdata.hpp.

Constructor & Destructor Documentation

TreasuryLockData() [1/2]

TreasuryLockData

(

)

Default constructor.

Definition at line 41 of file tlockdata.hpp.

: empty_(true) {}

TreasuryLockData() [2/2]

TreasuryLockData	(	bool	payer,
		const BondData &	bondData,
		Real	referenceRate,
		string	dayCounter,
		string	terminationDate,
		int	paymentGap,
		string	paymentCalendar
	)

Constructor that takes an explicit creditCurveId.

Definition at line 44 of file tlockdata.hpp.

        : empty_(false), payer_(payer), bondData_(bondData), referenceRate_(referenceRate), dayCounter_(dayCounter),
          terminationDate_(terminationDate), paymentGap_(paymentGap), paymentCalendar_(paymentCalendar) {}

Member Function Documentation

empty()

bool empty

(

)

const

Definition at line 49 of file tlockdata.hpp.

{ return empty_; }

payer()

bool payer

(

)

const

Definition at line 50 of file tlockdata.hpp.

{ return payer_; }

bondData() [1/2]

BondData & bondData

(

)

Definition at line 51 of file tlockdata.hpp.

{ return bondData_; }

bondData() [2/2]

const BondData & bondData

(

)

const

Definition at line 52 of file tlockdata.hpp.

{ return bondData_; }

originalBondData()

const BondData & originalBondData

(

)

const

Definition at line 53 of file tlockdata.hpp.

{ return originalBondData_; }

referenceRate()

Real referenceRate

(

)

const

Definition at line 54 of file tlockdata.hpp.

{ return referenceRate_; }

dayCounter()

const string & dayCounter

(

)

const

Definition at line 55 of file tlockdata.hpp.

{ return dayCounter_; }

terminationDate()

const string & terminationDate

(

)

const

Definition at line 56 of file tlockdata.hpp.

{ return terminationDate_; }

paymentGap()

int paymentGap

(

)

const

Definition at line 57 of file tlockdata.hpp.

{ return paymentGap_; }

paymentCalendar()

const string & paymentCalendar

(

)

const

Definition at line 58 of file tlockdata.hpp.

{ return paymentCalendar_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

XMLSerializable interface.

Implements XMLSerializable.

Definition at line 30 of file tlockdata.cpp.

                                            {
    XMLUtils::checkNode(node, "TreasuryLockData");
    QL_REQUIRE(node, "No TreasuryLockData Node");
    payer_ = XMLUtils::getChildValueAsBool(node, "Payer", true);
    originalBondData_.fromXML(XMLUtils::getChildNode(node, "BondData"));
    bondData_ = originalBondData_;
    referenceRate_ = XMLUtils::getChildValueAsDouble(node, "ReferenceRate", true);
    dayCounter_ = XMLUtils::getChildValue(node, "DayCounter", false);
    terminationDate_ = XMLUtils::getChildValue(node, "TerminationDate", true);
    paymentGap_ = XMLUtils::getChildValueAsInt(node, "PaymentGap", false, 0);
    paymentCalendar_ = XMLUtils::getChildValue(node, "PaymentCalendar", true);
    empty_ = false;
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 44 of file tlockdata.cpp.

                                                       {
    XMLNode* tlockNode = doc.allocNode("TreasuryLockData");
    XMLUtils::addChild(doc, tlockNode, "Payer", payer_);
    XMLUtils::appendNode(tlockNode, originalBondData_.toXML(doc));
    XMLUtils::addChild(doc, tlockNode, "ReferenceRate", referenceRate_);
    if (!dayCounter_.empty())
        XMLUtils::addChild(doc, tlockNode, "DayCounter", dayCounter_);
    XMLUtils::addChild(doc, tlockNode, "TerminationDate", terminationDate_);
    XMLUtils::addChild(doc, tlockNode, "PaymentGap", paymentGap_);
    XMLUtils::addChild(doc, tlockNode, "PaymentCalendar", paymentCalendar_);
    return tlockNode;
}

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Member Data Documentation

empty_

bool empty_

private

Definition at line 65 of file tlockdata.hpp.

payer_

bool payer_

private

Definition at line 66 of file tlockdata.hpp.

originalBondData_

BondData originalBondData_

private

Definition at line 67 of file tlockdata.hpp.

bondData_

BondData bondData_

private

Definition at line 67 of file tlockdata.hpp.

referenceRate_

Real referenceRate_

private

Definition at line 68 of file tlockdata.hpp.

dayCounter_

string dayCounter_

private

Definition at line 69 of file tlockdata.hpp.

terminationDate_

string terminationDate_

private

Definition at line 70 of file tlockdata.hpp.

paymentGap_

int paymentGap_

private

Definition at line 71 of file tlockdata.hpp.

paymentCalendar_

string paymentCalendar_

private

Definition at line 72 of file tlockdata.hpp.