rq_fpml_fra.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_fra.c
**
** Written by Brett Hutley - [e-mail]
**
** Copyright (C) 2002 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_fra.h"
#include <stdlib.h>

void
rq_fpml_fra_init(struct rq_fpml_fra *p)
{
    p->product_type = NULL;
    p->product_id = NULL;
    p->buyer_party_id = NULL;
    p->seller_party_id = NULL;
    p->adjusted_effective_date = 0;
    p->adjusted_termination_date = 0;
    rq_fpml_adjustable_date_init(&p->payment_date);
    rq_fpml_relative_date_offset_init(&p->fixing_date_offset);
    p->day_count_fraction = NULL;
    p->calculation_period_number_of_days = 0;
    rq_fpml_money_init(&p->notional);
    p->fixed_rate = 0;
    p->floating_rate_index = NULL;
    rq_fpml_interval_init(&p->index_tenor);
    p->fra_discounting = 0;
}

void
rq_fpml_fra_clear(struct rq_fpml_fra *p)
{
    if (p->product_type)
    {
        free((char *)p->product_type);
        p->product_type = NULL;
    }
    if (p->product_id)
    {
        free((char *)p->product_id);
        p->product_id = NULL;
    }
    if (p->buyer_party_id)
    {
        free((char *)p->buyer_party_id);
        p->buyer_party_id = NULL;
    }
    if (p->seller_party_id)
    {
        free((char *)p->seller_party_id);
        p->seller_party_id = NULL;
    }
    p->adjusted_effective_date = 0;
    p->adjusted_termination_date = 0;
    rq_fpml_adjustable_date_clear(&p->payment_date);
    rq_fpml_relative_date_offset_clear(&p->fixing_date_offset);
    if (p->day_count_fraction)
    {
        free((char *)p->day_count_fraction);
        p->day_count_fraction = NULL;
    }
    p->calculation_period_number_of_days = 0;
    rq_fpml_money_clear(&p->notional);
    p->fixed_rate = 0;
    if (p->floating_rate_index)
    {
        free((char *)p->floating_rate_index);
        p->floating_rate_index = NULL;
    }
    rq_fpml_interval_clear(&p->index_tenor);
    p->fra_discounting = 0;
}

int
rq_fpml_fra_write_xml(struct rq_fpml_fra *p, rq_stream_t output_stream)
{
    char buf[30];

    rq_stream_write_string(output_stream, "<fra>");

    rq_stream_write_string(output_stream, "<productType>");
    rq_stream_write_string(output_stream, p->product_type);
    rq_stream_write_string(output_stream, "</productType>");
    rq_stream_write_string(output_stream, "<productId>");
    rq_stream_write_string(output_stream, p->product_id);
    rq_stream_write_string(output_stream, "</productId>");
    rq_stream_write_string(output_stream, "<buyerParty href=\"");
    rq_stream_write_string(output_stream, p->buyer_party_id);
    rq_stream_write_string(output_stream, "\"/>");
    rq_stream_write_string(output_stream, "<sellerParty href=\"");
    rq_stream_write_string(output_stream, p->seller_party_id);
    rq_stream_write_string(output_stream, "\"/>");
    rq_stream_write_string(output_stream, "<adjustedEffectiveDate>");
    rq_date_to_string(buf, "yyyy-mm-dd", p->adjusted_effective_date);
    rq_stream_write_string(output_stream, buf);
    rq_stream_write_string(output_stream, "</adjustedEffectiveDate>");
    rq_stream_write_string(output_stream, "<adjustedTerminationDate>");
    rq_date_to_string(buf, "yyyy-mm-dd", p->adjusted_termination_date);
    rq_stream_write_string(output_stream, buf);
    rq_stream_write_string(output_stream, "</adjustedTerminationDate>");
    rq_fpml_adjustable_date_write_xml(&p->payment_date, output_stream);
    rq_fpml_relative_date_offset_write_xml(&p->fixing_date_offset, output_stream);
    rq_stream_write_string(output_stream, "<dayCountFraction>");
    rq_stream_write_string(output_stream, p->day_count_fraction);
    rq_stream_write_string(output_stream, "</dayCountFraction>");
    rq_stream_write_string(output_stream, "<calculationPeriodNumberOfDays>");
    rq_stream_write_integer_as_string(output_stream, p->calculation_period_number_of_days);
    rq_stream_write_string(output_stream, "</calculationPeriodNumberOfDays>");
    rq_fpml_money_write_xml(&p->notional, output_stream);
    rq_stream_write_string(output_stream, "<fixedRate>");
    rq_stream_write_double_as_string(output_stream, p->fixed_rate, 0);
    rq_stream_write_string(output_stream, "</fixedRate>");
    rq_stream_write_string(output_stream, "<floatingRateIndex>");
    rq_stream_write_string(output_stream, p->floating_rate_index);
    rq_stream_write_string(output_stream, "</floatingRateIndex>");
    rq_fpml_interval_write_xml(&p->index_tenor, output_stream);
    rq_stream_write_string(output_stream, "<fraDiscounting>");
    rq_stream_write_integer_as_string(output_stream, p->fra_discounting);
    rq_stream_write_string(output_stream, "</fraDiscounting>");

    rq_stream_write_string(output_stream, "</fra>");

    return 0;
}