rq_fpml_product_fxdigitaloption.c

风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of fi

/*
** rq_fpml_product_fxdigitaloption.c
**
** Written by Brett Hutley - [e-mail]
**
** Copyright (C) 2001 Brett Hutley
**
** This file is part of the Risk Quantify Library
**
** Risk Quantify is free software; you can redistribute it and/or
** modify it under the terms of the GNU Library General Public
** License as published by the Free Software Foundation; either
** version 2 of the License, or (at your option) any later version.
**
** Risk Quantify is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
** Library General Public License for more details.
**
** You should have received a copy of the GNU Library General Public
** License along with Risk Quantify; if not, write to the Free
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
*/
#include "fpml/rq_fpml_product_fxdigitaloption.h"
#include <stdlib.h>
#include <string.h>

/* -- structures --------------------------------------------------- */
struct rq_fpml_product_fxdigitaloption {
};

/* -- globals ------------------------------------------------------ */
const char *rq_fpml_product_fxdigitaloption_product_type = "fxdigitaloption";

/* -- code --------------------------------------------------------- */
static void 
rq_fpml_product_fxdigitaloption_free(void *product_data)
{
    struct rq_fpml_product_fxdigitaloption *p = 
        (struct rq_fpml_product_fxdigitaloption *)product_data;
    free(p);
}

int
rq_fpml_product_fxdigitaloption_write_xml(void *product_data, rq_stream_t output_stream)
{
    struct rq_fpml_product_fxdigitaloption *p = 
        (struct rq_fpml_product_fxdigitaloption *)product_data;
    int status = 0;

    rq_stream_write_string(output_stream, "<fxDigitalOption>"); 
    rq_stream_write_string(output_stream, "<productType>Euro Binary</productType>");    
    rq_stream_write_string(output_stream, "<buyerPartyReference href = \"#UBSW\"/>"); 
    rq_stream_write_string(output_stream, "<sellerPartyReference href = \"#CITI\"/>");  
    rq_stream_write_string(output_stream, "<expiryDateTime>");    
    rq_stream_write_string(output_stream, "<expiryDate>2001-11-26</expiryDate>");             
    rq_stream_write_string(output_stream, "<hourMinuteTime>1400</hourMinuteTime>");             
    rq_stream_write_string(output_stream, "<businessCenter>GBLO</businessCenter>");             
    rq_stream_write_string(output_stream, "<cutName>LONDON</cutName>");          
    rq_stream_write_string(output_stream, "</expiryDateTime>");          
    rq_stream_write_string(output_stream, "<fxOptionPremium>");    	 
    rq_stream_write_string(output_stream, "<payerPartyReference href = \"#UBSW\"/>"); 
    rq_stream_write_string(output_stream, "<receiverPartyReference href = \"#CITI\"/>");          
    rq_stream_write_string(output_stream, "<premiumAmount type = \"Money\">"); 
    rq_stream_write_string(output_stream, "<currency>GBP</currency>"); 
    rq_stream_write_string(output_stream, "<amount>53000</amount>"); 
    rq_stream_write_string(output_stream, "</premiumAmount>"); 
    rq_stream_write_string(output_stream, "<premiumSettlementDate>2001-11-14</premiumSettlementDate>");
    rq_stream_write_string(output_stream, "</fxOptionPremium>");          
    rq_stream_write_string(output_stream, "<valueDate>2001-11-28</valueDate>");
    rq_stream_write_string(output_stream, "<quotedCurrencyPair>");
    rq_stream_write_string(output_stream, "<currency1>GBP</currency1>");
    rq_stream_write_string(output_stream, "<currency2>USD</currency2>");
    rq_stream_write_string(output_stream, "<quoteBasis>CURRENCY2PERCURRENCY1</quoteBasis>");
    rq_stream_write_string(output_stream, "</quotedCurrencyPair>");    
    rq_stream_write_string(output_stream, "<spotRate>1.4800</spotRate>");          
    rq_stream_write_string(output_stream, "<fxEuropeanTrigger>");             
    rq_stream_write_string(output_stream, "<triggerCondition>Above</triggerCondition>");
    rq_stream_write_string(output_stream, "<quotedCurrencyPair>");
    rq_stream_write_string(output_stream, "<currency1>GBP</currency1>");
    rq_stream_write_string(output_stream, "<currency2>USD</currency2>");
    rq_stream_write_string(output_stream, "<quoteBasis>CURRENCY2PERCURRENCY1</quoteBasis>");
    rq_stream_write_string(output_stream, "</quotedCurrencyPair>");             
    rq_stream_write_string(output_stream, "<triggerRate>1.4800</triggerRate>");             
    rq_stream_write_string(output_stream, "<informationSource>");                
    rq_stream_write_string(output_stream, "<rateSource>REUTERS</rateSource>");                
    rq_stream_write_string(output_stream, "<rateSourcePage>GBP=</rateSourcePage>");             
    rq_stream_write_string(output_stream, "</informationSource>");          
    rq_stream_write_string(output_stream, "</fxEuropeanTrigger>");          
    rq_stream_write_string(output_stream, "<triggerPayout>");       
    rq_stream_write_string(output_stream, "<currency>GBP</currency>"); 
    rq_stream_write_string(output_stream, "<amount>750000</amount>"); 
    rq_stream_write_string(output_stream, "<payoutStyle>IMMEDIATE</payoutStyle>"); 
    rq_stream_write_string(output_stream, "</triggerPayout>");    
    rq_stream_write_string(output_stream, "</fxDigitalOption>"); 

    return status;
}

rq_fpml_product_t 
rq_fpml_product_fxdigitaloption_alloc()
{
    struct rq_fpml_product_fxdigitaloption *p = 
        (struct rq_fpml_product_fxdigitaloption *)calloc(1, sizeof(struct rq_fpml_product_fxdigitaloption));
    rq_fpml_product_t product = _rq_fpml_product_alloc(
        rq_fpml_product_fxdigitaloption_product_type,
        p,
        rq_fpml_product_fxdigitaloption_write_xml,
        rq_fpml_product_fxdigitaloption_free
        );
    return product;
}