rq_fpml_floating_rate_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_floating_rate_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_floating_rate_calculation.h"
#include <stdlib.h>

void
rq_fpml_floating_rate_calculation_init(struct rq_fpml_floating_rate_calculation *p)
{
    p->floating_rate_index = NULL;
    rq_fpml_interval_init(&p->index_tenor);
    rq_fpml_schedule_init(&p->floating_rate_multiplier_schedule);
    rq_fpml_schedule_init(&p->spread_schedule);
    p->rate_treatment = NULL;
    rq_fpml_strike_schedule_init(&p->cap_rate_schedule);
    rq_fpml_strike_schedule_init(&p->floor_rate_schedule);
    p->initial_rate = 0;
    rq_fpml_rounding_init(&p->final_rate_rounding);
    p->averaging_method = NULL;
    p->negative_interest_rate_treatment = NULL;
}

void
rq_fpml_floating_rate_calculation_clear(struct rq_fpml_floating_rate_calculation *p)
{
    if (p->floating_rate_index)
    {
        free((char *)p->floating_rate_index);
        p->floating_rate_index = NULL;
    }
    rq_fpml_interval_clear(&p->index_tenor);
    rq_fpml_schedule_clear(&p->floating_rate_multiplier_schedule);
    rq_fpml_schedule_clear(&p->spread_schedule);
    if (p->rate_treatment)
    {
        free((char *)p->rate_treatment);
        p->rate_treatment = NULL;
    }
    rq_fpml_strike_schedule_clear(&p->cap_rate_schedule);
    rq_fpml_strike_schedule_clear(&p->floor_rate_schedule);
    p->initial_rate = 0;
    rq_fpml_rounding_clear(&p->final_rate_rounding);
    if (p->averaging_method)
    {
        free((char *)p->averaging_method);
        p->averaging_method = NULL;
    }
    if (p->negative_interest_rate_treatment)
    {
        free((char *)p->negative_interest_rate_treatment);
        p->negative_interest_rate_treatment = NULL;
    }
}

int
rq_fpml_floating_rate_calculation_write_xml(struct rq_fpml_floating_rate_calculation *p, rq_stream_t output_stream)
{
    rq_stream_write_string(output_stream, "<floatingRateCalculation>");

    rq_stream_write_string(output_stream, "<floatingRateIndex>");
    rq_stream_write_string(output_stream, p->floating_rate_index);
    rq_stream_write_string(output_stream, "</floatingRateIndex>");
    rq_fpml_interval_write_xml(&p->index_tenor, output_stream);
    rq_fpml_schedule_write_xml(&p->floating_rate_multiplier_schedule, output_stream);
    rq_fpml_schedule_write_xml(&p->spread_schedule, output_stream);
    rq_stream_write_string(output_stream, "<rateTreatment>");
    rq_stream_write_string(output_stream, p->rate_treatment);
    rq_stream_write_string(output_stream, "</rateTreatment>");
    rq_fpml_strike_schedule_write_xml(&p->cap_rate_schedule, output_stream);
    rq_fpml_strike_schedule_write_xml(&p->floor_rate_schedule, output_stream);
    rq_stream_write_string(output_stream, "<initialRate>");
    rq_stream_write_double_as_string(output_stream, p->initial_rate, 0);
    rq_stream_write_string(output_stream, "</initialRate>");
    rq_fpml_rounding_write_xml(&p->final_rate_rounding, output_stream);
    rq_stream_write_string(output_stream, "<averagingMethod>");
    rq_stream_write_string(output_stream, p->averaging_method);
    rq_stream_write_string(output_stream, "</averagingMethod>");
    rq_stream_write_string(output_stream, "<negativeInterestRateTreatment>");
    rq_stream_write_string(output_stream, p->negative_interest_rate_treatment);
    rq_stream_write_string(output_stream, "</negativeInterestRateTreatment>");

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

    return 0;
}