rq_fpml_equity_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_equity_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_equity_option.h"
#include <stdlib.h>

void
rq_fpml_equity_option_init(struct rq_fpml_equity_option *p)
{
    p->product_type = NULL;
    p->product_id = NULL;
    rq_fpml_party_details_init(&p->buyer_party);
    rq_fpml_party_details_init(&p->seller_party);
    p->option_type = NULL;
    rq_fpml_equity_init(&p->underlying);
    rq_fpml_equity_strike_init(&p->strike);
    p->spot_price = 0;
    rq_fpml_money_init(&p->notional);
    p->number_of_options = 0;
    p->option_entitlement = 0;
    rq_fpml_equity_exercise_init(&p->equity_exercise);
    rq_fpml_equity_premium_init(&p->equity_premium);
    p->method_of_adjustment = NULL;
    rq_fpml_extraordinary_events_init(&p->extraordinary_events);
}

void
rq_fpml_equity_option_clear(struct rq_fpml_equity_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;
    }
    rq_fpml_party_details_clear(&p->buyer_party);
    rq_fpml_party_details_clear(&p->seller_party);
    if (p->option_type)
    {
        free((char *)p->option_type);
        p->option_type = NULL;
    }
    rq_fpml_equity_clear(&p->underlying);
    rq_fpml_equity_strike_clear(&p->strike);
    p->spot_price = 0;
    rq_fpml_money_clear(&p->notional);
    p->number_of_options = 0;
    p->option_entitlement = 0;
    rq_fpml_equity_exercise_clear(&p->equity_exercise);
    rq_fpml_equity_premium_clear(&p->equity_premium);
    if (p->method_of_adjustment)
    {
        free((char *)p->method_of_adjustment);
        p->method_of_adjustment = NULL;
    }
    rq_fpml_extraordinary_events_clear(&p->extraordinary_events);
}

int
rq_fpml_equity_option_write_xml(struct rq_fpml_equity_option *p, rq_stream_t output_stream)
{
    rq_stream_write_string(output_stream, "<equityOption>");

    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_fpml_party_details_write_xml(&p->buyer_party, output_stream);
    rq_fpml_party_details_write_xml(&p->seller_party, output_stream);
    rq_stream_write_string(output_stream, "<optionType>");
    rq_stream_write_string(output_stream, p->option_type);
    rq_stream_write_string(output_stream, "</optionType>");
    rq_fpml_equity_write_xml(&p->underlying, output_stream);
    rq_fpml_equity_strike_write_xml(&p->strike, output_stream);
    rq_stream_write_string(output_stream, "<spotPrice>");
    rq_stream_write_double_as_string(output_stream, p->spot_price, 0);
    rq_stream_write_string(output_stream, "</spotPrice>");
    rq_fpml_money_write_xml(&p->notional, output_stream);
    rq_stream_write_string(output_stream, "<numberOfOptions>");
    rq_stream_write_double_as_string(output_stream, p->number_of_options, 0);
    rq_stream_write_string(output_stream, "</numberOfOptions>");
    rq_stream_write_string(output_stream, "<optionEntitlement>");
    rq_stream_write_double_as_string(output_stream, p->option_entitlement, 0);
    rq_stream_write_string(output_stream, "</optionEntitlement>");
    rq_fpml_equity_exercise_write_xml(&p->equity_exercise, output_stream);
    rq_fpml_equity_premium_write_xml(&p->equity_premium, output_stream);
    rq_stream_write_string(output_stream, "<methodOfAdjustment>");
    rq_stream_write_string(output_stream, p->method_of_adjustment);
    rq_stream_write_string(output_stream, "</methodOfAdjustment>");
    rq_fpml_extraordinary_events_write_xml(&p->extraordinary_events, output_stream);

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

    return 0;
}