referencedatafactory.hpp

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/*
 Copyright (C) 2020 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 portfolio/referencedatafactory.hpp
    \brief Reference data model and serialization
    \ingroup tradedata
*/
 
#pragma once
 
#include <map>
#include <functional>
#include <ql/patterns/singleton.hpp>
#include <string>
#include <boost/thread/shared_mutex.hpp>
#include <boost/thread/lock_types.hpp>
 
namespace ore {
namespace data {
 
class ReferenceDatum;
 
class AbstractReferenceDatumBuilder {
public:
    virtual ~AbstractReferenceDatumBuilder() {}
    virtual QuantLib::ext::shared_ptr<ReferenceDatum> build() const = 0;
};
 
//! Template TradeBuilder class
/*!
  \ingroup tradedata
*/
template <class T> class ReferenceDatumBuilder : public AbstractReferenceDatumBuilder {
public:
    virtual QuantLib::ext::shared_ptr<ReferenceDatum> build() const override { return QuantLib::ext::make_shared<T>(); }
};
 
class ReferenceDatumFactory : public QuantLib::Singleton<ReferenceDatumFactory, std::integral_constant<bool, true>> {
 
    friend class QuantLib::Singleton<ReferenceDatumFactory, std::integral_constant<bool, true>>;
 
public:
    typedef std::map<std::string, std::function<QuantLib::ext::shared_ptr<AbstractReferenceDatumBuilder>()>> map_type;
 
    QuantLib::ext::shared_ptr<ReferenceDatum> build(const std::string& refDatumType);
 
    void addBuilder(const std::string& refDatumType,
                    std::function<QuantLib::ext::shared_ptr<AbstractReferenceDatumBuilder>()> builder,
                    const bool allowOverwrite = false);
 
private:
    boost::shared_mutex mutex_;
    map_type map_;
};
 
template <class T> QuantLib::ext::shared_ptr<AbstractReferenceDatumBuilder> createReferenceDatumBuilder() {
    return QuantLib::ext::make_shared<T>();
}
 
} // namespace data
} // namespace ore