Module net.finmath.lib

Package net.finmath.modelling.descriptor.xmlparser

Class FIPXMLParser

java.lang.Object

net.finmath.modelling.descriptor.xmlparser.FIPXMLParser

All Implemented Interfaces:

XMLParser

public class FIPXMLParser
extends Object
implements XMLParser

Class for parsing trades saved in FIPXML to product descriptors.

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor	Description
FIPXMLParser()	Construct the parser with default parameters.
FIPXMLParser(boolean agentIsBuyer, String discountCurveName)	Construct the parser.

Method Summary

Modifier and Type	Method	Description
ProductDescriptor	getProductDescriptor(File file)	Parse a product descriptor from a file.
InterestRateSwapProductDescriptor	getSwapProductDescriptor(File file)	Parse a product descriptor from a file containing a swap trade.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

FIPXMLParser

public FIPXMLParser()

Construct the parser with default parameters. I.e. agent is buyer. Name of discount curve will be taken from file.

FIPXMLParser

public FIPXMLParser(boolean agentIsBuyer, String discountCurveName)

Construct the parser.

Parameters:

agentIsBuyer - Boolean indicating whether valuation is done from the buyers perspective.

discountCurveName - Name of the discount curve to be assigned to the descriptor. If set to null or left blank the parser will try to determine this from the file.

Method Details

getProductDescriptor

public ProductDescriptor getProductDescriptor(File file) throws SAXException, IOException, ParserConfigurationException

Description copied from interface: XMLParser

Parse a product descriptor from a file.

Specified by:

getProductDescriptor in interface XMLParser

Parameters:

file - File containing a trade.

Returns:

Product descriptor extracted from the file.

Throws:

SAXException - Thrown by the xml parser.

IOException - Thrown if the file in not found or another IO error occured.

ParserConfigurationException - Thrown by the xml parser.

getSwapProductDescriptor

public InterestRateSwapProductDescriptor getSwapProductDescriptor(File file) throws SAXException, IOException, ParserConfigurationException

Parse a product descriptor from a file containing a swap trade.

Parameters:

file - File containing a swap trade.

Returns:

Product descriptor extracted from the file.

Throws:

SAXException - Thrown by the xml parser.

IOException - Thrown if the file in not found or another IO error occured.

ParserConfigurationException - Thrown by the xml parser.