rq_fpml_product_fxaveragerateoption.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_fxaveragerateoption.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_fxaveragerateoption.h"
#include <stdlib.h>
#include <string.h>

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

/* -- globals ------------------------------------------------------ */
const char *rq_fpml_product_fxaveragerateoption_product_type = "fxaveragerateoption";

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

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

    rq_stream_write_string(output_stream, "<fxAverageRateOption>");         
    rq_stream_write_string(output_stream, "<buyerPartyReference href = \"#DB\"/>");         
    rq_stream_write_string(output_stream, "<sellerPartyReference href = \"#CHASE\"/>");         
    rq_stream_write_string(output_stream, "<expiryDateTime>");            
    rq_stream_write_string(output_stream, "<expiryDate>2001-11-30</expiryDate>");            
    rq_stream_write_string(output_stream, "<hourMinuteTime>12:30</hourMinuteTime>");            
    rq_stream_write_string(output_stream, "<businessCenter>MXMC</businessCenter>");         
    rq_stream_write_string(output_stream, "</expiryDateTime>");         
    rq_stream_write_string(output_stream, "<exerciseStyle>EUROPEAN</exerciseStyle>");         
    rq_stream_write_string(output_stream, "<fxOptionPremium>");            
    rq_stream_write_string(output_stream, "<payerPartyReference href = \"#DB\"/>");            
    rq_stream_write_string(output_stream, "<receiverPartyReference href = \"#CHASE\"/>");            
    rq_stream_write_string(output_stream, "<premiumAmount type = \"Money\">");               
    rq_stream_write_string(output_stream, "<currency>USD</currency>");               
    rq_stream_write_string(output_stream, "<amount>1750</amount>");            
    rq_stream_write_string(output_stream, "</premiumAmount>");
    rq_stream_write_string(output_stream, "<premiumSettlementDate>2001-08-18</premiumSettlementDate>");            
    rq_stream_write_string(output_stream, "</fxOptionPremium>");         
    rq_stream_write_string(output_stream, "<valueDate>2001-12-04</valueDate>");         
    rq_stream_write_string(output_stream, "<putCurrencyAmount>");            
    rq_stream_write_string(output_stream, "<currency>MXN</currency>");            
    rq_stream_write_string(output_stream, "<amount>5750000</amount>");         
    rq_stream_write_string(output_stream, "</putCurrencyAmount>");         
    rq_stream_write_string(output_stream, "<callCurrencyAmount>");            
    rq_stream_write_string(output_stream, "<currency>USD</currency>");            
    rq_stream_write_string(output_stream, "<amount>585539.71</amount>");         
    rq_stream_write_string(output_stream, "</callCurrencyAmount>");
    rq_stream_write_string(output_stream, "<fxStrikePrice>");
    rq_stream_write_string(output_stream, "<rate>9.82</rate>");
    rq_stream_write_string(output_stream, "<strikeQuoteBasis>PUTCURRENCYPERCALLCURRENCY</strikeQuoteBasis>");
    rq_stream_write_string(output_stream, "</fxStrikePrice>");         
    rq_stream_write_string(output_stream, "<payoutCurrency>USD</payoutCurrency>");         
    rq_stream_write_string(output_stream, "<averageRateQuoteBasis>PUTCURRENCYPERCALLCURRENCY</averageRateQuoteBasis>");         
    rq_stream_write_string(output_stream, "<primaryRateSource>");            
    rq_stream_write_string(output_stream, "<rateSource>BNBX</rateSource>");         
    rq_stream_write_string(output_stream, "</primaryRateSource>");         
    rq_stream_write_string(output_stream, "<fixingTime>");            
    rq_stream_write_string(output_stream, "<hourMinuteTime>18:00</hourMinuteTime>");            
    rq_stream_write_string(output_stream, "<businessCenter>MX</businessCenter>");         
    rq_stream_write_string(output_stream, "</fixingTime>");         
    rq_stream_write_string(output_stream, "<averageRateObservationDate>");            
    rq_stream_write_string(output_stream, "<observationDate>2001-11-01</observationDate>");            
    rq_stream_write_string(output_stream, "<averageRateWeightingFactor>1</averageRateWeightingFactor>");         
    rq_stream_write_string(output_stream, "</averageRateObservationDate>");
    rq_stream_write_string(output_stream, "<averageRateObservationDate>");            
    rq_stream_write_string(output_stream, "<observationDate>2001-11-02</observationDate>");            
    rq_stream_write_string(output_stream, "<averageRateWeightingFactor>1</averageRateWeightingFactor>");         
    rq_stream_write_string(output_stream, "</averageRateObservationDate>");         
    rq_stream_write_string(output_stream, "</fxAverageRateOption>");
    return status;
}

rq_fpml_product_t 
rq_fpml_product_fxaveragerateoption_alloc()
{
    struct rq_fpml_product_fxaveragerateoption *p = 
        (struct rq_fpml_product_fxaveragerateoption *)calloc(1, sizeof(struct rq_fpml_product_fxaveragerateoption));
    rq_fpml_product_t product = _rq_fpml_product_alloc(
        rq_fpml_product_fxaveragerateoption_product_type,
        p,
        rq_fpml_product_fxaveragerateoption_write_xml,
        rq_fpml_product_fxaveragerateoption_free
        );
    return product;
}