rq_fpml_strategy.h

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_strategy.h
**
** 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
*/
#ifndef rq_fpml_strategy_h
#define rq_fpml_strategy_h

/* -- includes ----------------------------------------------------- */
#include "rq_config.h"
#include "fpml/rq_fpml_strategy.h"
#include "fpml/rq_fpml_equity_option.h"
#include "fpml/rq_fpml_fx_average_rate_option.h"
#include "fpml/rq_fpml_fx_digital_option.h"
#include "fpml/rq_fpml_fx_barrier_option.h"
#include "fpml/rq_fpml_fx_option_leg.h"
#include "fpml/rq_fpml_fx_swap.h"
#include "fpml/rq_fpml_fx_leg.h"
#include "fpml/rq_fpml_swaption.h"
#include "fpml/rq_fpml_swap.h"
#include "fpml/rq_fpml_fra.h"
#include "fpml/rq_fpml_cap_floor.h"
#include "fpml/rq_fpml_bullet_payment.h"
#include "rq_stream.h"

/* -- structures --------------------------------------------------- */
struct rq_fpml_strategy {
	const char * product_type;
	const char * product_id;
	const char * premium_product_reference;
	struct rq_fpml_bullet_payment *bullet_payment;
	struct rq_fpml_cap_floor *cap_floor;
	struct rq_fpml_fra *fra;
	struct rq_fpml_swap *swap;
	struct rq_fpml_swaption *swaption;
	struct rq_fpml_fx_leg *fx_single_leg;
	struct rq_fpml_fx_swap *fx_swap;
	struct rq_fpml_fx_option_leg *fx_simple_option;
	struct rq_fpml_fx_barrier_option *fx_barrier_option;
	struct rq_fpml_fx_digital_option *fx_digital_option;
	struct rq_fpml_fx_average_rate_option *fx_average_rate_option;
	struct rq_fpml_equity_option *equity_option;
	struct rq_fpml_strategy *strategy;
};

void rq_fpml_strategy_init(struct rq_fpml_strategy *p);
void rq_fpml_strategy_clear(struct rq_fpml_strategy *p);
int rq_fpml_strategy_write_xml(struct rq_fpml_strategy *p, rq_stream_t output_stream);

#endif