- java.lang.Object
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- net.finmath.modelling.descriptor.xmlparser.FIPXMLParser
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Constructor Summary
Constructors Constructor Description FIPXMLParser()
Construct the parser with default parameters.FIPXMLParser(boolean agentIsBuyer, String discountCurveName)
Construct the parser.
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Method Summary
All Methods Instance Methods Concrete Methods 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.
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Constructor Detail
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FIPXMLParser
public FIPXMLParser()
Construct the parser with default parameters. I.e. agent is buyer. Name of discount curve will be taken from file.
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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.
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Method Detail
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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 interfaceXMLParser
- 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.
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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.
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