UnderlyingBuilder Class Reference

#include <ored/portfolio/underlying.hpp>

Inheritance diagram for UnderlyingBuilder:

Collaboration diagram for UnderlyingBuilder:

Public Member Functions
	UnderlyingBuilder (const std::string &nodeName="Underlying", const std::string &basicUnderlyingNodeName="Name")
void	fromXML (XMLNode *node) override
XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const QuantLib::ext::shared_ptr< Underlying > &	underlying ()
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
const std::string	nodeName_
const std::string	basicUnderlyingNodeName_
QuantLib::ext::shared_ptr< Underlying >	underlying_

Detailed Description

Definition at line 258 of file underlying.hpp.

Constructor & Destructor Documentation

UnderlyingBuilder()

UnderlyingBuilder ( const std::string &  nodeName = "Underlying", const std::string &  basicUnderlyingNodeName = "Name"  )

explicit

Definition at line 260 of file underlying.hpp.

        : nodeName_(nodeName), basicUnderlyingNodeName_(basicUnderlyingNodeName) {}

Member Function Documentation

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 305 of file underlying.cpp.

                                             {
    if (XMLUtils::getNodeName(node) == basicUnderlyingNodeName_) {
        underlying_ = QuantLib::ext::make_shared<BasicUnderlying>();
    } else if (XMLUtils::getNodeName(node) == nodeName_) {
        string type = XMLUtils::getChildValue(node, "Type", true);
        if (type == "Equity")
            underlying_ = QuantLib::ext::make_shared<EquityUnderlying>();
        else if (type == "Commodity")
            underlying_ = QuantLib::ext::make_shared<CommodityUnderlying>();
        else if (type == "FX")
            underlying_ = QuantLib::ext::make_shared<FXUnderlying>();
        else if (type == "InterestRate")
            underlying_ = QuantLib::ext::make_shared<InterestRateUnderlying>();
        else if (type == "Inflation")
            underlying_ = QuantLib::ext::make_shared<InflationUnderlying>();
        else if (type == "Credit")
            underlying_ = QuantLib::ext::make_shared<CreditUnderlying>();
        else if (type == "Bond")
            underlying_ = QuantLib::ext::make_shared<BondUnderlying>();
        else {
            QL_FAIL("Unknown Underlying type " << type);
        }
    } else {
        QL_FAIL("Need either a " << basicUnderlyingNodeName_ << " or " << nodeName_ << " node for Underlying.");
    }
    QL_REQUIRE(underlying_ != nullptr, "UnderlyingBuilder: underlying_ is null, this is unexpected");
    underlying_->setNodeName(nodeName_);
    underlying_->setBasicUnderlyingNodeName(basicUnderlyingNodeName_);
    underlying_->fromXML(node);
}

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toXML()

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

overridevirtual

Implements XMLSerializable.

Definition at line 336 of file underlying.cpp.

{ return NULL; }

underlying()

const QuantLib::ext::shared_ptr< Underlying > & underlying

(

)

Definition at line 266 of file underlying.hpp.

{ return underlying_; };

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Member Data Documentation

nodeName_

const std::string nodeName_

private

Definition at line 269 of file underlying.hpp.

basicUnderlyingNodeName_

const std::string basicUnderlyingNodeName_

private

Definition at line 269 of file underlying.hpp.

underlying_

QuantLib::ext::shared_ptr<Underlying> underlying_

private

Definition at line 270 of file underlying.hpp.