Underlying Class Reference

Class to hold Underlyings. More...

#include <ored/portfolio/underlying.hpp>

Inheritance diagram for Underlying:

Collaboration diagram for Underlying:

Public Member Functions
	Underlying ()
	Default Constructor. More...
	Underlying (const std::string &type, const std::string &name, const QuantLib::Real weight=QuantLib::Null< QuantLib::Real >())
	Constructor with type, name, weight. More...
Serialisation
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
Setters
void	setType (const string &type)
void	setName (const string &name)
void	setWeight (const QuantLib::Real weight)
void	setNodeName (const string &nodeName)
void	setBasicUnderlyingNodeName (const string &basicUnderlyingNodeName)
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
std::string	type_
std::string	name_
Real	weight_ = QuantLib::Null<QuantLib::Real>()
std::string	nodeName_
std::string	basicUnderlyingNodeName_
bool	isBasic_ = false
const std::string &	type () const
virtual const std::string &	name () const
Real	weight () const

Detailed Description

Class to hold Underlyings.

Definition at line 37 of file underlying.hpp.

Constructor & Destructor Documentation

Underlying() [1/2]

Underlying

(

)

Default Constructor.

Definition at line 40 of file underlying.hpp.

: nodeName_("Underlying"), basicUnderlyingNodeName_("Name"){};

Underlying() [2/2]

Underlying	(	const std::string &	type,
		const std::string &	name,
		const QuantLib::Real	weight = QuantLib::Null<QuantLib::Real>()
	)

Constructor with type, name, weight.

Definition at line 27 of file underlying.cpp.

                                                                                              : Underlying() {
    type_ = type;
    name_ = name;
    weight_ = weight;
};

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Member Function Documentation

fromXML()

void fromXML ( ore::data::XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Reimplemented in BasicUnderlying, EquityUnderlying, CommodityUnderlying, FXUnderlying, InterestRateUnderlying, InflationUnderlying, CreditUnderlying, and BondUnderlying.

Definition at line 33 of file underlying.cpp.

                                      {
    type_ = XMLUtils::getChildValue(node, "Type", true);
    name_ = XMLUtils::getChildValue(node, "Name", true);
    if (auto n = XMLUtils::getChildNode(node, "Weight"))
        weight_ = parseReal(XMLUtils::getNodeValue(n));
    else
        weight_ = 1.0;
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Reimplemented in BasicUnderlying, EquityUnderlying, CommodityUnderlying, FXUnderlying, InterestRateUnderlying, InflationUnderlying, CreditUnderlying, and BondUnderlying.

Definition at line 42 of file underlying.cpp.

                                                 {
    XMLNode* node = doc.allocNode(nodeName_);
    XMLUtils::addChild(doc, node, "Type", type_);
    XMLUtils::addChild(doc, node, "Name", name_);
    XMLUtils::addChild(doc, node, "Weight", weight_);
    return node;
}

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setType()

void setType

(

const string &

type

)

Definition at line 53 of file underlying.hpp.

{ type_ = type; }

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setName()

void setName

(

const string &

name

)

Definition at line 54 of file underlying.hpp.

{ name_ = name; }

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setWeight()

void setWeight

(

const QuantLib::Real

weight

)

Definition at line 55 of file underlying.hpp.

{ weight_ = weight; }

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setNodeName()

void setNodeName

(

const string &

nodeName

)

Definition at line 56 of file underlying.hpp.

{ nodeName_ = nodeName; }

setBasicUnderlyingNodeName()

void setBasicUnderlyingNodeName

(

const string &

basicUnderlyingNodeName

)

Definition at line 57 of file underlying.hpp.

                                                                           {
        basicUnderlyingNodeName_ = basicUnderlyingNodeName;
    }

type()

const std::string & type

(

)

const

Definition at line 63 of file underlying.hpp.

{ return type_; }

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name()

virtual const std::string & name ( ) const

virtual

Reimplemented in EquityUnderlying, and BondUnderlying.

Definition at line 64 of file underlying.hpp.

{ return name_; }

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weight()

Real weight

(

)

const

Definition at line 65 of file underlying.hpp.

{ return weight_; }

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Member Data Documentation

type_

std::string type_

protected

Definition at line 69 of file underlying.hpp.

name_

std::string name_

protected

Definition at line 69 of file underlying.hpp.

weight_

Real weight_ = QuantLib::Null<QuantLib::Real>()

protected

Definition at line 70 of file underlying.hpp.

nodeName_

std::string nodeName_

protected

Definition at line 71 of file underlying.hpp.

basicUnderlyingNodeName_

std::string basicUnderlyingNodeName_

protected

Definition at line 71 of file underlying.hpp.

isBasic_

bool isBasic_ = false

protected

Definition at line 72 of file underlying.hpp.