FileReader Class Reference

#include <filereader.h>

List of all members.

Static Public Member Functions
bool	fileexists (const char *filename)
	test for file existence
bool	fileexists (string filename)
	test for file existence - string version
bool	setdatadir (const char *command)
char *	getdatadir (void)
string	getdatadirasstring (void)
valarray< yieldPoint > *	buildYieldPointArray (string filename)
	Read data from a file to create an array of yield points which can be used to construct a yield curve object.
valarray< CreditSpreadPoint > *	buildCreditSpreadPointArray (string filename)
	Read data from a file to create an array of credit spread points which can be used to construct a credit curve object.
volsurfaceparams *	buildVolSurfaceParams (string filename)
	Read data from a file to create an array of strikes and maturities which can be used to construct a vol surface object.
Static Protected Attributes
char	_datadir [128] = ""

---

Member Function Documentation

valarray< CreditSpreadPoint > * FileReader::buildCreditSpreadPointArray (  string  filename  )  [static]

Read data from a file to create an array of credit spread points which can be used to construct a credit curve object. Parameters: filename  - source of data Returns: valarray of CreditSpreadPoints or null pointer if file not found Definition at line 132 of file filereader.cpp. References CC_MAX_NUM_SPREADS, CreditSpreadType, fileexists(), and Natural. Referenced by importData::importCreditCurve(), and maincreditcurve().

volsurfaceparams * FileReader::buildVolSurfaceParams (  string  filename  )  [static]

Read data from a file to create an array of strikes and maturities which can be used to construct a vol surface object. Parameters: filename  - source of data Returns: structure containing strikes, maturities, etc. Definition at line 185 of file filereader.cpp. References volsurfaceparams::callputprices, fileexists(), volsurfaceparams::iscallputprices, volsurfaceparams::maturities, Natural, and volsurfaceparams::strikes. Referenced by importData::importVolSurface(), and mainvolsurface().

valarray< yieldPoint > * FileReader::buildYieldPointArray (  string  filename  )  [static]

Read data from a file to create an array of yield points which can be used to construct a yield curve object. Parameters: filename  - source of data Returns: valarray of yieldPoints or null pointer if file not found Definition at line 79 of file filereader.cpp. References fileexists(), Natural, TypeOfRate, and YC_MAX_NUMBER_POINTS. Referenced by importData::importYieldCurve(), mainasset(), maincreditcurve(), mainIRVanillaSwap(), and mainyieldcurve().

bool FileReader::fileexists (  string  filename  )  [static]

test for file existence - string version Parameters: filename  - file to test Returns: true if file exists, otherwise false Definition at line 27 of file filereader.cpp. References fileexists().

bool FileReader::fileexists (  const char *  filename  )  [static]

test for file existence Parameters: filename  - file to test Returns: true if file exists, otherwise false Definition at line 12 of file filereader.cpp. Referenced by buildCreditSpreadPointArray(), buildVolSurfaceParams(), buildYieldPointArray(), fileexists(), fr_basic(), importData::runUserDefinedInterface(), and setdatadir().

char* FileReader::getdatadir (  void   )  [inline, static]

Definition at line 17 of file filereader.h. References _datadir.

string FileReader::getdatadirasstring (  void   )  [inline, static]

Definition at line 18 of file filereader.h. References _datadir. Referenced by fr_basic(), mainasset(), maincreditcurve(), mainIRVanillaSwap(), mainyieldcurve(), importData::runInterface(), and importData::runUserDefinedInterface().

bool FileReader::setdatadir (  const char *  command  )  [static]

Definition at line 31 of file filereader.cpp. References _datadir, and fileexists(). Referenced by importData::importData(), and maintests().

---

Member Data Documentation

char FileReader::_datadir = "" [static, protected]

Definition at line 6 of file filereader.cpp. Referenced by getdatadir(), getdatadirasstring(), and setdatadir().

---

The documentation for this class was generated from the following files:

• filereader.h
• filereader.cpp

---