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.
FPMLParser(String homePartyId, String forwardCurveName, String discountCurveName)	Construct the parser.

Method Summary

Modifier and Type	Method	Description
ProductDescriptor	getProductDescriptor(File file)	Parse a product descriptor from a file.
ProductDescriptor	getProductDescriptor(Node node)	Generates a product descriptor from an already existing Document.

Methods inherited from class java.lang.Object

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

Constructor Details

FPMLParser

public FPMLParser(String homePartyId,
 String forwardCurveName,
 String discountCurveName)

Construct the parser.

Parameters:

homePartyId - Id of the agent doing the valuation.

forwardCurveName - Name of the forward curve to be given to the descriptors.

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

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 Details

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.

getProductDescriptor

public ProductDescriptor getProductDescriptor(Node node)

Generates a product descriptor from an already existing Document.

Parameters:

node - The leaf node where the product description starts in the XML.

Returns:

ProductDescriptor

Throws:

IllegalArgumentException - Thrown id the document is not an FpML 5 document.