rq_fpml_interest_rate_stream.h

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_interest_rate_stream.h
**
** 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
*/
#ifndef rq_fpml_interest_rate_stream_h
#define rq_fpml_interest_rate_stream_h

/* -- includes ----------------------------------------------------- */
#include "rq_config.h"
#include "fpml/rq_fpml_cashflows.h"
#include "fpml/rq_fpml_principal_exchanges.h"
#include "fpml/rq_fpml_stub_calculation_period_amount.h"
#include "fpml/rq_fpml_calculation_period_amount.h"
#include "fpml/rq_fpml_reset_dates.h"
#include "fpml/rq_fpml_payment_dates.h"
#include "fpml/rq_fpml_calculation_period_dates.h"
#include "rq_stream.h"

/* -- structures --------------------------------------------------- */
struct rq_fpml_interest_rate_stream {
	const char * payer_party_id;
	const char * receiver_party_id;
	struct rq_fpml_calculation_period_dates calculation_period_dates;
	struct rq_fpml_payment_dates payment_dates;
	struct rq_fpml_reset_dates reset_dates;
	struct rq_fpml_calculation_period_amount calculation_period_amount;
	struct rq_fpml_stub_calculation_period_amount stub_calculation_period_amount;
	struct rq_fpml_principal_exchanges principal_exchanges;
	struct rq_fpml_cashflows cashflows;
};

int rq_fpml_interest_rate_stream_write_xml(struct rq_fpml_interest_rate_stream *p, rq_stream_t output_stream);
void rq_fpml_interest_rate_stream_init(struct rq_fpml_interest_rate_stream *p);

void rq_fpml_interest_rate_stream_clear(struct rq_fpml_interest_rate_stream *p);


#endif