format

Author: Roland Lichters

OREAnalytics/orea/scenario/stressscenariodata.cpp

@@ -36,8 +36,6 @@ void StressTestScenarioData::fromXML(XMLNode* root) {
     useSpreadedTermStructures_ =
         ore::data::parseBool(XMLUtils::getChildValue(node, "UseSpreadedTermStructures", false, "false"));
 
-
-
     for (XMLNode* testCase = XMLUtils::getChildNode(node, "StressTest"); testCase;
          testCase = XMLUtils::getNextSibling(testCase)) {
 
@@ -57,7 +55,7 @@ void StressTestScenarioData::fromXML(XMLNode* root) {
         }
 
         LOG("Get recovery rate shift parameters");
-        
+
         test.recoveryRateShifts.clear();
         XMLNode* recoveryRates = XMLUtils::getChildNode(testCase, "RecoveryRates");
         if (recoveryRates) {
@@ -242,13 +240,14 @@ void StressTestScenarioData::fromXML(XMLNode* root) {
         for (XMLNode* child = XMLUtils::getChildNode(capVols, "CapFloorVolatility"); child;
              child = XMLUtils::getNextSibling(child)) {
             string key = XMLUtils::getAttribute(child, "key");
-	    if(key.empty()) {
-		string ccyAttr = XMLUtils::getAttribute(child, "ccy");
-		if(!ccyAttr.empty()) {
-		    key = ccyAttr;
-		    WLOG("StressScenarioData: 'ccy' is deprecated as an attribute for CapFloorVolatilities, use 'key' instead.");
-		}
-	    }
+            if (key.empty()) {
+                string ccyAttr = XMLUtils::getAttribute(child, "ccy");
+                if (!ccyAttr.empty()) {
+                    key = ccyAttr;
+                    WLOG("StressScenarioData: 'ccy' is deprecated as an attribute for CapFloorVolatilities, use 'key' "
+                         "instead.");
+                }
+            }
             CapFloorVolShiftData data;
             data.shiftType = parseShiftType(XMLUtils::getChildValue(child, "ShiftType", true));
             data.shiftExpiries = XMLUtils::getChildrenValuesAsPeriods(child, "ShiftExpiries", true);
@@ -292,8 +291,9 @@ void StressTestScenarioData::fromXML(XMLNode* root) {
 
 void curveShiftDataToXml(ore::data::XMLDocument& doc, XMLNode* node,
                          const std::map<std::string, StressTestScenarioData::CurveShiftData>& data,
-                         const std::string& identifier, const std::string& nodeName, const std::string& parentNodeName=std::string()) {
-    std::string name = parentNodeName.empty() ?  nodeName + "s" : parentNodeName;
+                         const std::string& identifier, const std::string& nodeName,
+                         const std::string& parentNodeName = std::string()) {
+    std::string name = parentNodeName.empty() ? nodeName + "s" : parentNodeName;
     auto parentNode = XMLUtils::addChild(doc, node, name);
     for (const auto& [key, data] : data) {
         auto childNode = XMLUtils::addChild(doc, parentNode, nodeName);
@@ -337,7 +337,7 @@ XMLNode* StressTestScenarioData::toXML(ore::data::XMLDocument& doc) const {
         // Add test node
         auto testNode = XMLUtils::addChild(doc, node, "StressTest");
         XMLUtils::addAttribute(doc, testNode, "id", test.label);
-    // Add Par Shifts node
+        // Add Par Shifts node
         auto parShiftsNode = XMLUtils::addChild(doc, testNode, "ParShifts");
         XMLUtils::addChild(doc, parShiftsNode, "IRCurves", test.irCurveParShifts);
         XMLUtils::addChild(doc, parShiftsNode, "CapFloorVolatilities", test.irCapFloorParShifts);
@@ -373,16 +373,17 @@ XMLNode* StressTestScenarioData::toXML(ore::data::XMLDocument& doc) const {
             XMLUtils::addGenericChildAsList(doc, swaptionVolNode, "ShiftTerms", data.shiftTerms);
             XMLUtils::addGenericChildAsList(doc, swaptionVolNode, "ShiftExpiries", data.shiftExpiries);
             XMLNode* shiftSizesNode = XMLUtils::addChild(doc, swaptionVolNode, "Shifts");
-            
-            if(data.shifts.empty()){
+
+            if (data.shifts.empty()) {
                 XMLUtils::addChild(doc, shiftSizesNode, "Shift", ore::data::to_string(data.parallelShiftSize),
                                    swaptionAttributeNames, {"", ""});
             } else {
-                for(const auto& [key, shift] : data.shifts){
+                for (const auto& [key, shift] : data.shifts) {
                     const auto& [expiry, term] = key;
                     std::vector<std::string> attributeValues = {ore::data::to_string(expiry),
                                                                 ore::data::to_string(term)};
-                    XMLUtils::addChild(doc, shiftSizesNode, "Shift", ore::data::to_string(shift), swaptionAttributeNames, attributeValues);
+                    XMLUtils::addChild(doc, shiftSizesNode, "Shift", ore::data::to_string(shift),
+                                       swaptionAttributeNames, attributeValues);
                 }
             }
         }