rq_fpml_floating_rate_definition.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_definition.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_definition.h"

void
rq_fpml_floating_rate_definition_init(struct rq_fpml_floating_rate_definition *p)
{
    p->calculated_rate = 0;
    rq_fpml_rate_observation_init(&p->rate_observation);
    p->floating_rate_multiplier = 0;
    p->spread = 0;
    rq_fpml_strike_init(&p->cap_rate);
    rq_fpml_strike_init(&p->floor_rate);
}

void
rq_fpml_floating_rate_definition_clear(struct rq_fpml_floating_rate_definition *p)
{
    p->calculated_rate = 0;
    rq_fpml_rate_observation_clear(&p->rate_observation);
    p->floating_rate_multiplier = 0;
    p->spread = 0;
    rq_fpml_strike_clear(&p->cap_rate);
    rq_fpml_strike_clear(&p->floor_rate);
}

int
rq_fpml_floating_rate_definition_write_xml(struct rq_fpml_floating_rate_definition *p, rq_stream_t output_stream)
{
    rq_stream_write_string(output_stream, "<floatingRateDefinition>");

    rq_stream_write_string(output_stream, "<calculatedRate>");
    rq_stream_write_double_as_string(output_stream, p->calculated_rate, 0);
    rq_stream_write_string(output_stream, "</calculatedRate>");
    rq_fpml_rate_observation_write_xml(&p->rate_observation, output_stream);
    rq_stream_write_string(output_stream, "<floatingRateMultiplier>");
    rq_stream_write_double_as_string(output_stream, p->floating_rate_multiplier, 0);
    rq_stream_write_string(output_stream, "</floatingRateMultiplier>");
    rq_stream_write_string(output_stream, "<spread>");
    rq_stream_write_double_as_string(output_stream, p->spread, 0);
    rq_stream_write_string(output_stream, "</spread>");
    rq_fpml_strike_write_xml(&p->cap_rate, output_stream);
    rq_fpml_strike_write_xml(&p->floor_rate, output_stream);

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

    return 0;
}