rq_fpml_product_fxsimpleoption.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_product_fxsimpleoption.c
**
** Written by Brett Hutley - [e-mail]
**
** Copyright (C) 2001 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_product_fxsimpleoption.h"
#include <stdlib.h>
#include <string.h>

/* -- structures --------------------------------------------------- */
struct rq_fpml_product_fxsimpleoption {
    const char *buyer_party_id;
    const char *seller_party_id;
    struct rq_fpml_expiry_date_time expiry_date_time;
    enum rq_exercise_style exercise_style;
    rq_date value_date;
    struct rq_fpml_money put_currency_amount;
    struct rq_fpml_money call_currency_amount;
    struct rq_fpml_fx_strike_price strike_price;
};

/* -- globals ------------------------------------------------------ */
const char *rq_fpml_product_fxsimpleoption_product_type = "fxsimpleoption";

/* -- code --------------------------------------------------------- */
static void 
rq_fpml_product_fxsimpleoption_free(void *product_data)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)product_data;

    /* -- fill me out -- */

    free(p);
}

int
rq_fpml_product_fxsimpleoption_write_xml(void *product_data, rq_stream_t output_stream)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)product_data;
    int status = 0;

    rq_stream_write_string(output_stream, "<fxSimpleOption>");
    /* <productType productTypeScheme = "http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType> */
    rq_stream_write_string(output_stream, "<buyerPartyReference href=\"");
    rq_stream_write_string(output_stream, "\"/>");
    rq_stream_write_string(output_stream, "<sellerPartyReference href=\"");
    rq_stream_write_string(output_stream, "\"/>");
    rq_stream_write_string(output_stream, "<expiryDateTime>");
    rq_stream_write_string(output_stream, "<expiryDate>2002-06-04</expiryDate>");
    rq_stream_write_string(output_stream, "<hourMinuteTime>1400</hourMinuteTime>");
    rq_stream_write_string(output_stream, "<businessCenter id=\"\" businessCenterScheme=\"http://www.markets.Reuters.com/rss/spec/2001/business-center-1-0\"></businessCenter>");
    rq_stream_write_string(output_stream, "<cutName>New York</cutName>");
    rq_stream_write_string(output_stream, "</expiryDateTime>");
    rq_stream_write_string(output_stream, "<exerciseStyle>European</exerciseStyle>");
    rq_stream_write_string(output_stream, "<fxOptionPremium>");
    rq_stream_write_string(output_stream, "<payerPartyReference href=\"\"/>");
    rq_stream_write_string(output_stream, "<receiverPartyReference href=\"\"/>");
    rq_stream_write_string(output_stream, "<premiumAmount type=\"Money\">");
    rq_stream_write_string(output_stream, "<currency>USD</currency>");
    rq_stream_write_string(output_stream, "<amount>36900</amount>");
    rq_stream_write_string(output_stream, "</premiumAmount>");
    rq_stream_write_string(output_stream, "<premiumSettlementDate>2001-12-06</premiumSettlementDate>");
    rq_stream_write_string(output_stream, "</fxOptionPremium>");
    rq_stream_write_string(output_stream, "<valueDate>2002-06-06</valueDate>");
    rq_stream_write_string(output_stream, "<putCurrencyAmount>");
    rq_stream_write_string(output_stream, "<currency>AUD</currency>");
    rq_stream_write_string(output_stream, "<amount>75000000</amount>");
    rq_stream_write_string(output_stream, "</putCurrencyAmount>");
    rq_stream_write_string(output_stream, "<callCurrencyAmount>");
    rq_stream_write_string(output_stream, "<currency>USD</currency>");
    rq_stream_write_string(output_stream, "<amount>36900000</amount>");
    rq_stream_write_string(output_stream, "</callCurrencyAmount>");
    rq_stream_write_string(output_stream, "<fxStrikePrice>");
    rq_stream_write_string(output_stream, "<rate>0.4920</rate>");
    rq_stream_write_string(output_stream, "<strikeQuoteBasis>CALLCURRENCYPERPUTCURRENCY</strikeQuoteBasis>");
    rq_stream_write_string(output_stream, "</fxStrikePrice>");
    rq_stream_write_string(output_stream, "<quotedAs>");
    rq_stream_write_string(output_stream, "<optionOnCurrency>AUD</optionOnCurrency>");
    rq_stream_write_string(output_stream, "<faceOnCurrency>USD</faceOnCurrency>");
    rq_stream_write_string(output_stream, "<quotedTenor>");
    rq_stream_write_string(output_stream, "<periodMultiplier>6</periodMultiplier>");
    rq_stream_write_string(output_stream, "<period>M</period>");
    rq_stream_write_string(output_stream, "</quotedTenor>");
    rq_stream_write_string(output_stream, "</quotedAs>");
    rq_stream_write_string(output_stream, "</fxSimpleOption>");

    return status;
}

rq_fpml_product_t 
rq_fpml_product_fxsimpleoption_alloc()
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)calloc(1, sizeof(struct rq_fpml_product_fxsimpleoption));
    rq_fpml_product_t product = _rq_fpml_product_alloc(
        rq_fpml_product_fxsimpleoption_product_type,
        p,
        rq_fpml_product_fxsimpleoption_write_xml,
        rq_fpml_product_fxsimpleoption_free
        );
    return product;
}

const char *
rq_fpml_product_fxsimpleoption_get_buyer_party_id(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return p->buyer_party_id;
}

void 
rq_fpml_product_fxsimpleoption_set_buyer_party_id(rq_fpml_product_t product, const char *buyer_party_id)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    if (p->buyer_party_id)
        free((char *)p->buyer_party_id);
    p->buyer_party_id = (const char *)strdup(buyer_party_id);
}

const char *
rq_fpml_product_fxsimpleoption_get_seller_party_id(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return p->seller_party_id;
}

void 
rq_fpml_product_fxsimpleoption_set_seller_party_id(rq_fpml_product_t product, const char *seller_party_id)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    if (p->seller_party_id)
        free((char *)p->seller_party_id);
    p->seller_party_id = (const char *)strdup(p->seller_party_id);
}

struct rq_fpml_expiry_date_time *
rq_fpml_product_fxsimpleoption_get_expiry_date_time(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return &p->expiry_date_time;
}

void 
rq_fpml_product_fxsimpleoption_set_expiry_date_time(rq_fpml_product_t product, rq_date expiry_date, short hour_minute, const char *business_center_id, const char *cut_name)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    rq_fpml_expiry_date_time_fill(&p->expiry_date_time, expiry_date, hour_minute, business_center_id, cut_name);
}

enum rq_exercise_style 
rq_fpml_product_fxsimpleoption_get_exercise_style(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return p->exercise_style;
}

void 
rq_fpml_product_fxsimpleoption_set_exercise_style(rq_fpml_product_t product, enum rq_exercise_style exercise_style)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    p->exercise_style = exercise_style;
}

rq_date 
rq_fpml_product_fxsimpleoption_get_value_date(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return p->value_date;
}

void 
rq_fpml_product_fxsimpleoption_set_value_date(rq_fpml_product_t product, rq_date value_date)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    p->value_date = value_date;
}

struct rq_fpml_money *
rq_fpml_product_fxsimpleoption_get_put_currency_amount(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return &p->put_currency_amount;
}

void 
rq_fpml_product_fxsimpleoption_set_put_currency_amount(rq_fpml_product_t product, const char *currency, double amount)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    rq_fpml_money_fill(&p->put_currency_amount, currency, amount);
}

struct rq_fpml_money *
rq_fpml_product_fxsimpleoption_get_call_currency_amount(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return &p->call_currency_amount;
}

void 
rq_fpml_product_fxsimpleoption_set_call_currency_amount(rq_fpml_product_t product, const char *currency, double amount)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    rq_fpml_money_fill(&p->call_currency_amount, currency, amount);
}

struct rq_fpml_fx_strike_price *
rq_fpml_product_fxsimpleoption_get_strike_price(rq_fpml_product_t product)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    return &p->strike_price;
}

void 
rq_fpml_product_fxsimpleoption_set_strike_price(rq_fpml_product_t product, double rate, enum rq_strike_quote_basis strike_quote_basis)
{
    struct rq_fpml_product_fxsimpleoption *p = 
        (struct rq_fpml_product_fxsimpleoption *)_rq_fpml_product_get_product_data(product);
    rq_fpml_fx_strike_price_fill(&p->strike_price, rate, strike_quote_basis);
}