Module net.finmath.lib

Package net.finmath.modelling.descriptor.xmlparser

Class FPMLParser

java.lang.Object

net.finmath.modelling.descriptor.xmlparser.FPMLParser

All Implemented Interfaces:

XMLParser

public class FPMLParser
extends Object
implements XMLParser

Class for parsing trades saved in FpML to product descriptors.

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor	Description
FPMLParser(String homePartyId, String discountCurveName)	Construct the parser.

Method Summary

Modifier and Type	Method	Description
ProductDescriptor	getProductDescriptor(File file)	Parse a product descriptor from a file.

Methods inherited from class java.lang.Object

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

Constructor Detail

FPMLParser

public FPMLParser(String homePartyId,
                  String discountCurveName)

Construct the parser.

Parameters:

homePartyId - Id of the agent doing the valuation.

discountCurveName - Name of the discount curve to be given to the descriptors.

Method Detail

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.