rq_fpml_fx_average_rate_option.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_fx_average_rate_option.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_fx_average_rate_option.h"
#include <stdlib.h>

void
rq_fpml_fx_average_rate_option_init(struct rq_fpml_fx_average_rate_option *p)
{
    p->product_type = NULL;
    p->product_id = NULL;
    p->buyer_party_id = NULL;
    p->seller_party_id = NULL;
    rq_fpml_expiry_date_time_init(&p->expiry_date_time);
    p->exercise_style = 0;
    rq_fpml_fx_option_premium_init(&p->fx_option_premium);
    p->value_date = 0;
    rq_fpml_money_init(&p->put_currency_amount);
    rq_fpml_money_init(&p->call_currency_amount);
    rq_fpml_fx_strike_price_init(&p->fx_strike_price);
    p->spot_rate = NULL;
    p->payout_currency = NULL;
    p->average_rate_quote_basis = NULL;
    p->precision = 0;
    p->payout_formula = NULL;
    rq_fpml_information_source_init(&p->primary_rate_source);
    rq_fpml_information_source_init(&p->secondary_rate_source);
    rq_fpml_business_center_time_init(&p->fixing_time);
    p->average_rate_observation_schedule = NULL;
    p->average_rate_observation_date = NULL;
    rq_fpml_observed_rates_init(&p->observed_rates);
}

void
rq_fpml_fx_average_rate_option_clear(struct rq_fpml_fx_average_rate_option *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;
    }
    rq_fpml_expiry_date_time_clear(&p->expiry_date_time);
    p->exercise_style = 0;
    rq_fpml_fx_option_premium_clear(&p->fx_option_premium);
    p->value_date = 0;
    rq_fpml_money_clear(&p->put_currency_amount);
    rq_fpml_money_clear(&p->call_currency_amount);
    rq_fpml_fx_strike_price_clear(&p->fx_strike_price);
    if (p->spot_rate)
    {
        free((char *)p->spot_rate);
        p->spot_rate = NULL;
    }
    if (p->payout_currency)
    {
        free((char *)p->payout_currency);
        p->payout_currency = NULL;
    }
    if (p->average_rate_quote_basis)
    {
        free((char *)p->average_rate_quote_basis);
        p->average_rate_quote_basis = NULL;
    }
    p->precision = 0;
    if (p->payout_formula)
    {
        free((char *)p->payout_formula);
        p->payout_formula = NULL;
    }
    rq_fpml_information_source_clear(&p->primary_rate_source);
    rq_fpml_information_source_clear(&p->secondary_rate_source);
    rq_fpml_business_center_time_clear(&p->fixing_time);
    if (p->average_rate_observation_schedule)
    {
        rq_fpml_fx_average_rate_observation_schedule_clear(p->average_rate_observation_schedule);
        free(p->average_rate_observation_schedule);
        p->average_rate_observation_schedule = NULL;
    }
    
    if (p->average_rate_observation_date)
    {
        rq_fpml_fx_average_rate_observation_date_clear(p->average_rate_observation_date);
        free(p->average_rate_observation_date);
        p->average_rate_observation_date = NULL;
    }
    
    rq_fpml_observed_rates_clear(&p->observed_rates);
}

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

    rq_stream_write_string(output_stream, "<fxAverageRateOption>");

    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_fpml_expiry_date_time_write_xml(&p->expiry_date_time, output_stream);
    rq_stream_write_string(output_stream, "<exerciseStyle>");
    rq_exercise_style_to_string(output_stream, p->exercise_style);
    rq_stream_write_string(output_stream, "</exerciseStyle>");
    rq_fpml_fx_option_premium_write_xml(&p->fx_option_premium, output_stream);
    rq_stream_write_string(output_stream, "<valueDate>");
    rq_date_to_string(buf, "yyyy-mm-dd", p->value_date);
    rq_stream_write_string(output_stream, buf);
    rq_stream_write_string(output_stream, "</valueDate>");
    rq_fpml_money_write_xml(&p->put_currency_amount, output_stream);
    rq_fpml_money_write_xml(&p->call_currency_amount, output_stream);
    rq_fpml_fx_strike_price_write_xml(&p->fx_strike_price, output_stream);
    rq_stream_write_string(output_stream, "<spotRate>");
    rq_stream_write_string(output_stream, p->spot_rate);
    rq_stream_write_string(output_stream, "</spotRate>");
    rq_stream_write_string(output_stream, "<payoutCurrency>");
    rq_stream_write_string(output_stream, p->payout_currency);
    rq_stream_write_string(output_stream, "</payoutCurrency>");
    rq_stream_write_string(output_stream, "<averageRateQuoteBasis>");
    rq_stream_write_string(output_stream, p->average_rate_quote_basis);
    rq_stream_write_string(output_stream, "</averageRateQuoteBasis>");
    rq_stream_write_string(output_stream, "<precision>");
    rq_stream_write_integer_as_string(output_stream, p->precision);
    rq_stream_write_string(output_stream, "</precision>");
    rq_stream_write_string(output_stream, "<payoutFormula>");
    rq_stream_write_string(output_stream, p->payout_formula);
    rq_stream_write_string(output_stream, "</payoutFormula>");
    rq_fpml_information_source_write_xml(&p->primary_rate_source, output_stream);
    rq_fpml_information_source_write_xml(&p->secondary_rate_source, output_stream);
    rq_fpml_business_center_time_write_xml(&p->fixing_time, output_stream);
    rq_fpml_fx_average_rate_observation_schedule_write_xml(p->average_rate_observation_schedule, output_stream);
    rq_fpml_fx_average_rate_observation_date_write_xml(p->average_rate_observation_date, output_stream);
    rq_fpml_observed_rates_write_xml(&p->observed_rates, output_stream);

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

    return 0;
}