grammar.hpp

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/*
 Copyright (C) 2019 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file ored/scripting/grammar.hpp
    \brief payoff script grammar
    \ingroup utilities
*/
 
#pragma once
 
#include <ored/scripting/ast.hpp>
 
#include <boost/phoenix.hpp>
#include <boost/spirit/include/qi.hpp>
#include <boost/spirit/include/support_line_pos_iterator.hpp>
 
#include <ql/types.hpp>
 
#include <stack>
#include <string>
#include <vector>
 
namespace ore {
namespace data {
 
using namespace QuantLib;
 
namespace qi = boost::spirit::qi;
namespace phoenix = boost::phoenix;
 
using ScriptGrammarIterator = boost::spirit::line_pos_iterator<std::string::const_iterator>;
 
// ast node annotator
 
struct ASTNodeAnnotation {
    ASTNodeAnnotation(std::stack<ASTNodePtr>& evalStack, const ScriptGrammarIterator first)
        : evalStack_(evalStack), first_(first) {}
    void operator()(const ScriptGrammarIterator f, const ScriptGrammarIterator l) const;
    std::stack<ASTNodePtr>& evalStack_;
    const ScriptGrammarIterator first_;
};
 
// grammar
 
struct ScriptGrammar : public qi::grammar<ScriptGrammarIterator, qi::space_type> {
    ScriptGrammar(ScriptGrammarIterator first);
    bool hasError;
    ScriptGrammarIterator errorBegin, errorPos, errorEnd;
    boost::spirit::info errorWhat;
    std::stack<ASTNodePtr> evalStack;
 
private:
    qi::rule<ScriptGrammarIterator, std::string(), qi::space_type> keyword, varname;
    qi::rule<ScriptGrammarIterator, qi::space_type> varexpr, instructionseq, instruction, declaration, ifthenelse, loop,
        assignment, require, sort, permute, condition, condition2, condition3, term, product, factor;
    ASTNodeAnnotation annotate;
};
 
} // namespace data
} // namespace ore