importData Class Reference

#include <importData.h>

List of all members.

Public Member Functions
	importData (void)
	constructor with a reference to local files - need for default data import
	importData (char *argv)
	constructor with a reference to local files - need for default data import
bool	runInterface ()
	default user interface for data import
Natural	displayFileFormatsMenu ()
	Help output on the file format needed to import.
bool	runUserDefinedInterface ()
	User interface to input the data files.
void	importYieldCurve (string path="yctest.csv")
	Import the yield curve from the file.
void	importVolSurface (string path="voltest2.csv", Real spot=2994.0)
	Import the call/put points from the file.
void	importCreditCurve (string path="ccspread.csv")
	Import the credit spreads from the file.
marketData	getData ()
yieldCurve	getYieldCurve ()
creditCurve	getCreditCurve ()
volsurface	getVolatilitySurface ()
Private Member Functions
void	setMarketData ()
Private Attributes
string	_datadir
yieldCurve	_yc
creditCurve	_cc
volsurface	_vs
marketData	_marketData

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Constructor & Destructor Documentation

importData::importData (  void   )

constructor with a reference to local files - need for default data import Definition at line 3 of file importData.cpp.

importData::importData (  char *  argv  )

constructor with a reference to local files - need for default data import Definition at line 7 of file importData.cpp. References runInterface(), and FileReader::setdatadir().

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Member Function Documentation

Natural importData::displayFileFormatsMenu (   )

Help output on the file format needed to import. Definition at line 132 of file importData.cpp. References Natural. Referenced by runInterface().

creditCurve importData::getCreditCurve (   )  [inline]

Definition at line 57 of file importData.h. References _cc.

marketData importData::getData (   )  [inline]

Definition at line 55 of file importData.h. References _marketData. Referenced by inputExoticOptionOnSingleAsset().

volsurface importData::getVolatilitySurface (   )  [inline]

Definition at line 58 of file importData.h. References _vs.

yieldCurve importData::getYieldCurve (   )  [inline]

Definition at line 56 of file importData.h. References _yc.

void importData::importCreditCurve (  string  path = "ccspread.csv"  )

Import the credit spreads from the file. Definition at line 36 of file importData.cpp. References _cc, _yc, and FileReader::buildCreditSpreadPointArray(). Referenced by runInterface(), and runUserDefinedInterface().

void importData::importVolSurface (  string  path = "voltest2.csv", Real  spot = 2994.0 )

Import the call/put points from the file. Definition at line 23 of file importData.cpp. References _vs, _yc, FileReader::buildVolSurfaceParams(), Real, Date::setDateToToday(), and volsurface::setvolsurface(). Referenced by runInterface(), and runUserDefinedInterface().

void importData::importYieldCurve (  string  path = "yctest.csv"  )

Import the yield curve from the file. Definition at line 13 of file importData.cpp. References _yc, and FileReader::buildYieldPointArray(). Referenced by runInterface(), and runUserDefinedInterface().

bool importData::runInterface (   )

default user interface for data import Definition at line 45 of file importData.cpp. References displayFileFormatsMenu(), FileReader::getdatadirasstring(), importCreditCurve(), importVolSurface(), importYieldCurve(), Natural, runUserDefinedInterface(), and setMarketData(). Referenced by importData().

bool importData::runUserDefinedInterface (   )

User interface to input the data files. Definition at line 80 of file importData.cpp. References FileReader::fileexists(), FileReader::getdatadirasstring(), importCreditCurve(), importVolSurface(), importYieldCurve(), Real, and setMarketData(). Referenced by inputExoticOptionOnSingleAsset(), and runInterface().

void importData::setMarketData (   )  [private]

Definition at line 74 of file importData.cpp. References _cc, _marketData, _vs, _yc, marketData::creditcurve, marketData::vols, and marketData::yieldcurve. Referenced by runInterface(), and runUserDefinedInterface().

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Member Data Documentation

creditCurve importData::_cc [private]

Definition at line 32 of file importData.h. Referenced by getCreditCurve(), importCreditCurve(), and setMarketData().

string importData::_datadir [private]

Definition at line 30 of file importData.h.

marketData importData::_marketData [private]

Definition at line 34 of file importData.h. Referenced by getData(), and setMarketData().

volsurface importData::_vs [private]

Definition at line 33 of file importData.h. Referenced by getVolatilitySurface(), importVolSurface(), and setMarketData().

yieldCurve importData::_yc [private]

Definition at line 31 of file importData.h. Referenced by getYieldCurve(), importCreditCurve(), importVolSurface(), importYieldCurve(), and setMarketData().

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

• importData.h
• importData.cpp

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