rq_fpml_calculation.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_calculation.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_calculation.h"
#include <stdlib.h>

void
rq_fpml_calculation_init(struct rq_fpml_calculation *p)
{
    rq_fpml_notional_init(&p->notional_schedule);
    rq_fpml_fx_linked_notional_schedule_init(&p->fx_linked_notional_schedule);
    rq_fpml_schedule_init(&p->fixed_rate_schedule);
    rq_fpml_floating_rate_calculation_init(&p->floating_rate_calculation);
    p->day_count_fraction = NULL;
	rq_fpml_discounting_init(&p->discounting);
	p->compounding_method = NULL;
}

void
rq_fpml_calculation_clear(struct rq_fpml_calculation *p)
{
    rq_fpml_notional_clear(&p->notional_schedule);
    rq_fpml_fx_linked_notional_schedule_clear(&p->fx_linked_notional_schedule);
    rq_fpml_schedule_clear(&p->fixed_rate_schedule);
    rq_fpml_floating_rate_calculation_clear(&p->floating_rate_calculation);
    if (p->day_count_fraction)
    {
        free((char *)p->day_count_fraction);
        p->day_count_fraction = NULL;
    }
	rq_fpml_discounting_clear(&p->discounting);
	if (p->compounding_method)
	{
		free((char *)p->compounding_method);
		p->compounding_method = NULL;
	}
}

int
rq_fpml_calculation_write_xml(struct rq_fpml_calculation *p, rq_stream_t output_stream)
{
    rq_stream_write_string(output_stream, "<calculation>");

    rq_fpml_notional_write_xml(&p->notional_schedule, output_stream);
    rq_fpml_fx_linked_notional_schedule_write_xml(&p->fx_linked_notional_schedule, output_stream);
    rq_fpml_schedule_write_xml(&p->fixed_rate_schedule, output_stream);
    rq_fpml_floating_rate_calculation_write_xml(&p->floating_rate_calculation, 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_fpml_discounting_write_xml(&p->discounting, output_stream);
    rq_stream_write_string(output_stream, "<compoundingMethod>");
    rq_stream_write_string(output_stream, p->compounding_method);
    rq_stream_write_string(output_stream, "</compoundingMethod>");

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

    return 0;
}