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 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