rq_fpml_fx_barrier_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_barrier_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_barrier_option.h"
#include <stdlib.h>

void
rq_fpml_fx_barrier_option_init(struct rq_fpml_fx_barrier_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_fx_cash_settlement_init(&p->cash_settlement_terms);
    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);
    rq_fpml_quoted_as_init(&p->quoted_as);
    p->spot_rate = 0;
    rq_fpml_fx_barrier_init(&p->fx_barrier);
    rq_fpml_fx_option_payout_init(&p->trigger_payout);
}

void
rq_fpml_fx_barrier_option_clear(struct rq_fpml_fx_barrier_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_fx_cash_settlement_clear(&p->cash_settlement_terms);
    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);
    rq_fpml_quoted_as_clear(&p->quoted_as);
    p->spot_rate = 0;
    rq_fpml_fx_barrier_clear(&p->fx_barrier);
    rq_fpml_fx_option_payout_clear(&p->trigger_payout);
}

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

    rq_stream_write_string(output_stream, "<fxBarrierOption>");

    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_fx_cash_settlement_write_xml(&p->cash_settlement_terms, output_stream);
    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_fpml_quoted_as_write_xml(&p->quoted_as, output_stream);
    rq_stream_write_string(output_stream, "<spotRate>");
    rq_stream_write_double_as_string(output_stream, p->spot_rate, 0);
    rq_stream_write_string(output_stream, "</spotRate>");
    rq_fpml_fx_barrier_write_xml(&p->fx_barrier, output_stream);
    rq_fpml_fx_option_payout_write_xml(&p->trigger_payout, output_stream);

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

    return 0;
}