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pcaspers
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QPR-11568 move trade builders
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‎OREAnalytics/orea/app/initbuilders.cpp‎

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@@ -22,14 +22,80 @@
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#include <ored/model/calibrationinstruments/cpicapfloor.hpp>
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#include <ored/model/calibrationinstruments/yoycapfloor.hpp>
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#include <ored/model/calibrationinstruments/yoyswap.hpp>
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#include <ored/portfolio/asianoption.hpp>
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#include <ored/portfolio/barrieroption.hpp>
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#include <ored/portfolio/barrieroptionwrapper.hpp>
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#include <ored/portfolio/bond.hpp>
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#include <ored/portfolio/bondoption.hpp>
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#include <ored/portfolio/bondrepo.hpp>
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#include <ored/portfolio/bondtotalreturnswap.hpp>
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#include <ored/portfolio/capfloor.hpp>
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#include <ored/portfolio/cdo.hpp>
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#include <ored/portfolio/cliquetoption.hpp>
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#include <ored/portfolio/commodityapo.hpp>
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#include <ored/portfolio/commoditydigitalapo.hpp>
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#include <ored/portfolio/commoditydigitaloption.hpp>
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#include <ored/portfolio/commodityforward.hpp>
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#include <ored/portfolio/commoditylegbuilder.hpp>
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#include <ored/portfolio/commoditylegdata.hpp>
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#include <ored/portfolio/commodityoption.hpp>
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#include <ored/portfolio/commodityoptionstrip.hpp>
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#include <ored/portfolio/commodityspreadoption.hpp>
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#include <ored/portfolio/commodityswap.hpp>
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#include <ored/portfolio/commodityswaption.hpp>
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#include <ored/portfolio/compositeinstrumentwrapper.hpp>
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#include <ored/portfolio/compositetrade.hpp>
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#include <ored/portfolio/convertiblebondreferencedata.hpp>
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#include <ored/portfolio/creditdefaultswap.hpp>
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#include <ored/portfolio/creditdefaultswapoption.hpp>
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#include <ored/portfolio/creditlinkedswap.hpp>
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#include <ored/portfolio/crosscurrencyswap.hpp>
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#include <ored/portfolio/durationadjustedcmslegbuilder.hpp>
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#include <ored/portfolio/durationadjustedcmslegdata.hpp>
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#include <ored/portfolio/equitybarrieroption.hpp>
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#include <ored/portfolio/equityderivative.hpp>
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#include <ored/portfolio/equitydigitaloption.hpp>
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#include <ored/portfolio/equitydoublebarrieroption.hpp>
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#include <ored/portfolio/equitydoubletouchoption.hpp>
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#include <ored/portfolio/equityeuropeanbarrieroption.hpp>
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#include <ored/portfolio/equityforward.hpp>
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#include <ored/portfolio/equityfuturesoption.hpp>
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#include <ored/portfolio/equityfxlegbuilder.hpp>
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#include <ored/portfolio/equityfxlegdata.hpp>
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#include <ored/portfolio/equityoption.hpp>
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#include <ored/portfolio/equityswap.hpp>
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#include <ored/portfolio/equitytouchoption.hpp>
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#include <ored/portfolio/failedtrade.hpp>
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#include <ored/portfolio/forwardbond.hpp>
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#include <ored/portfolio/forwardrateagreement.hpp>
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#include <ored/portfolio/fxaverageforward.hpp>
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#include <ored/portfolio/fxbarrieroption.hpp>
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#include <ored/portfolio/fxderivative.hpp>
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#include <ored/portfolio/fxdigitalbarrieroption.hpp>
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#include <ored/portfolio/fxdigitaloption.hpp>
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#include <ored/portfolio/fxdoublebarrieroption.hpp>
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#include <ored/portfolio/fxdoubletouchoption.hpp>
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#include <ored/portfolio/fxeuropeanbarrieroption.hpp>
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#include <ored/portfolio/fxforward.hpp>
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#include <ored/portfolio/fxkikobarrieroption.hpp>
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#include <ored/portfolio/fxoption.hpp>
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#include <ored/portfolio/fxswap.hpp>
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#include <ored/portfolio/fxtouchoption.hpp>
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#include <ored/portfolio/indexcreditdefaultswap.hpp>
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#include <ored/portfolio/indexcreditdefaultswapdata.hpp>
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#include <ored/portfolio/indexcreditdefaultswapoption.hpp>
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#include <ored/portfolio/indexing.hpp>
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#include <ored/portfolio/inflationswap.hpp>
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#include <ored/portfolio/instrumentwrapper.hpp>
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#include <ored/portfolio/legdata.hpp>
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#include <ored/portfolio/legdatafactory.hpp>
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#include <ored/portfolio/multilegoption.hpp>
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#include <ored/portfolio/referencedata.hpp>
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#include <ored/portfolio/referencedatafactory.hpp>
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#include <ored/portfolio/swap.hpp>
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#include <ored/portfolio/swaption.hpp>
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#include <ored/portfolio/vanillaoption.hpp>
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#include <ored/portfolio/varianceswap.hpp>
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#include <boost/thread/lock_types.hpp>
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#include <boost/thread/shared_mutex.hpp>
@@ -47,6 +113,9 @@
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#define REG_BONDBUILDER(NAME, CLASS) ore::data::BondFactory::instance().addBuilder(NAME, boost::make_shared<CLASS>());
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#define REG_TRADEBUILDER(NAME, CLASS) \
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ore::data::TradeFactory::instance().addBuilder(NAME, boost::make_shared<ore::data::TradeBuilder<CLASS>>());
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namespace ore::analytics {
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void initBuilders() {
@@ -92,6 +161,65 @@ void initBuilders() {
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REG_REFDATUM("ConvertibleBond", ore::data::BondBasketReferenceDatum)
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REG_BONDBUILDER("Bond", ore::data::VanillaBondBuilder)
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REG_TRADEBUILDER("CrossCurrencySwap", ore::data::CrossCurrencySwap)
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REG_TRADEBUILDER("CommoditySpreadOption", ore::data::CommoditySpreadOption)
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REG_TRADEBUILDER("EquityFutureOption", ore::data::EquityFutureOption)
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REG_TRADEBUILDER("BondTRS", ore::data::BondTRS)
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REG_TRADEBUILDER("CommodityOption", ore::data::CommodityOption)
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REG_TRADEBUILDER("CapFloor", ore::data::CapFloor)
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REG_TRADEBUILDER("FxDigitalOption", ore::data::FxDigitalOption)
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REG_TRADEBUILDER("CommoditySwaption", ore::data::CommoditySwaption)
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REG_TRADEBUILDER("FxDigitalBarrierOption", ore::data::FxDigitalBarrierOption)
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REG_TRADEBUILDER("ForwardRateAgreement", ore::data::ForwardRateAgreement)
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REG_TRADEBUILDER("CommodityDigitalAveragePriceOption", ore::data::CommodityDigitalAveragePriceOption)
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REG_TRADEBUILDER("CommoditySwap", ore::data::CommoditySwap)
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REG_TRADEBUILDER("EquitySwap", ore::data::EquitySwap)
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REG_TRADEBUILDER("FxForward", ore::data::FxForward)
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REG_TRADEBUILDER("BondRepo", ore::data::BondRepo)
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REG_TRADEBUILDER("FxAverageForward", ore::data::FxAverageForward)
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REG_TRADEBUILDER("FxEuropeanBarrierOption", ore::data::FxEuropeanBarrierOption)
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REG_TRADEBUILDER("FxTouchOption", ore::data::FxTouchOption)
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REG_TRADEBUILDER("EquityAsianOption", ore::data::EquityAsianOption)
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REG_TRADEBUILDER("FxAsianOption", ore::data::FxAsianOption)
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REG_TRADEBUILDER("CommodityAsianOption", ore::data::CommodityAsianOption)
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REG_TRADEBUILDER("Swaption", ore::data::Swaption)
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REG_TRADEBUILDER("EquityVarianceSwap", ore::data::EqVarSwap)
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REG_TRADEBUILDER("FxVarianceSwap", ore::data::FxVarSwap)
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REG_TRADEBUILDER("CommodityVarianceSwap", ore::data::ComVarSwap)
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REG_TRADEBUILDER("FxDoubleTouchOption", ore::data::FxDoubleTouchOption)
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REG_TRADEBUILDER("FxDoubleBarrierOption", ore::data::FxDoubleBarrierOption)
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REG_TRADEBUILDER("EquityBarrierOption", ore::data::EquityBarrierOption)
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REG_TRADEBUILDER("FxSwap", ore::data::FxSwap)
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REG_TRADEBUILDER("EquityTouchOption", ore::data::EquityTouchOption)
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REG_TRADEBUILDER("EquityDigitalOption", ore::data::EquityDigitalOption)
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REG_TRADEBUILDER("CompositeTrade", ore::data::CompositeTrade)
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REG_TRADEBUILDER("MultiLegOption", ore::data::MultiLegOption)
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REG_TRADEBUILDER("Swap", ore::data::Swap)
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REG_TRADEBUILDER("IndexCreditDefaultSwap", ore::data::IndexCreditDefaultSwap)
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REG_TRADEBUILDER("CommodityForward", ore::data::CommodityForward)
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REG_TRADEBUILDER("EquityCliquetOption", ore::data::EquityCliquetOption)
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REG_TRADEBUILDER("CommodityDigitalOption", ore::data::CommodityDigitalOption)
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REG_TRADEBUILDER("EquityForward", ore::data::EquityForward)
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REG_TRADEBUILDER("IndexCreditDefaultSwapOption", ore::data::IndexCreditDefaultSwapOption)
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REG_TRADEBUILDER("CommodityAveragePriceOption", ore::data::CommodityAveragePriceOption)
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REG_TRADEBUILDER("CreditDefaultSwapOption", ore::data::CreditDefaultSwapOption)
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REG_TRADEBUILDER("FailedTrade", ore::data::FailedTrade)
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REG_TRADEBUILDER("ForwardBond", ore::data::ForwardBond)
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REG_TRADEBUILDER("EquityDoubleTouchOption", ore::data::EquityDoubleTouchOption)
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REG_TRADEBUILDER("CommodityOptionStrip", ore::data::CommodityOptionStrip)
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REG_TRADEBUILDER("SyntheticCDO", ore::data::SyntheticCDO)
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REG_TRADEBUILDER("Bond", ore::data::Bond)
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REG_TRADEBUILDER("CreditLinkedSwap", ore::data::CreditLinkedSwap)
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REG_TRADEBUILDER("EquityEuropeanBarrierOption", ore::data::EquityEuropeanBarrierOption)
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REG_TRADEBUILDER("InflationSwap", ore::data::InflationSwap)
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REG_TRADEBUILDER("EquityDoubleBarrierOption", ore::data::EquityDoubleBarrierOption)
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REG_TRADEBUILDER("BondOption", ore::data::BondOption)
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REG_TRADEBUILDER("CreditDefaultSwap", ore::data::CreditDefaultSwap)
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REG_TRADEBUILDER("FxKIKOBarrierOption", ore::data::FxKIKOBarrierOption)
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REG_TRADEBUILDER("FxBarrierOption", ore::data::FxBarrierOption)
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REG_TRADEBUILDER("EquityOption", ore::data::EquityOption)
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REG_TRADEBUILDER("FxOption", ore::data::FxOption)
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}
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} // namespace ore::analytics

‎OREData/ored/portfolio/asianoption.cpp‎

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namespace ore {
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namespace data {
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TradeBuilderRegister<TradeBuilder<FxAsianOption>> FxAsianOption::reg_("FxAsianOption");
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TradeBuilderRegister<TradeBuilder<EquityAsianOption>> EquityAsianOption::reg_("EquityAsianOption");
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TradeBuilderRegister<TradeBuilder<CommodityAsianOption>> CommodityAsianOption::reg_("CommodityAsianOption");
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void AsianOption::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
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Currency payCcy = parseCurrency(currency_);

‎OREData/ored/portfolio/asianoption.hpp‎

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@@ -100,24 +100,18 @@ class AsianOption : public Trade {
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};
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class EquityAsianOption : public AsianOption {
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static TradeBuilderRegister<TradeBuilder<EquityAsianOption>> reg_;
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public:
106104
EquityAsianOption() : AsianOption("EquityAsianOption") {}
107105
using AsianOption::AsianOption;
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};
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110108
class FxAsianOption : public AsianOption {
111-
static TradeBuilderRegister<TradeBuilder<FxAsianOption>> reg_;
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public:
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FxAsianOption() : AsianOption("FxAsianOption") {}
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using AsianOption::AsianOption;
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};
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class CommodityAsianOption : public AsianOption {
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static TradeBuilderRegister<TradeBuilder<CommodityAsianOption>> reg_;
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public:
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CommodityAsianOption() : AsianOption("CommodityAsianOption") {}
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using AsianOption::AsianOption;

‎OREData/ored/portfolio/bond.cpp‎

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@@ -207,8 +207,6 @@ void BondData::checkData() const {
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<< securityId_ << "'");
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}
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TradeBuilderRegister<TradeBuilder<Bond>> Bond::reg_("Bond");
211-
212210
void Bond::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
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DLOG("Bond::build() called for trade " << id());
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‎OREData/ored/portfolio/bond.hpp‎

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@@ -146,8 +146,6 @@ class BondData : public XMLSerializable {
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\ingroup tradedata
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*/
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class Bond : public Trade {
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static TradeBuilderRegister<TradeBuilder<Bond>> reg_;
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public:
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//! Default Constructor
153151
explicit Bond() : Trade("Bond") {}

‎OREData/ored/portfolio/bondoption.cpp‎

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@@ -46,8 +46,6 @@ using namespace QuantExt;
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namespace ore {
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namespace data {
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49-
TradeBuilderRegister<TradeBuilder<BondOption>> BondOption::reg_("BondOption");
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void BondOption::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
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DLOG("Building Bond Option: " << id());
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‎OREData/ored/portfolio/bondoption.hpp‎

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@@ -37,8 +37,6 @@ namespace data {
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\ingroup tradedata
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*/
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class BondOption : public Trade {
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static TradeBuilderRegister<TradeBuilder<BondOption>> reg_;
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public:
4341
//! Default constructor
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BondOption() : Trade("BondOption"), redemption_(0.0), knocksOut_(false) {}

‎OREData/ored/portfolio/bondrepo.cpp‎

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@@ -38,8 +38,6 @@ using namespace QuantExt;
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namespace ore {
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namespace data {
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TradeBuilderRegister<TradeBuilder<BondRepo>> BondRepo::reg_("BondRepo");
42-
4341
void BondRepo::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
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DLOG("BondRepo::build() called for trade " << id());
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‎OREData/ored/portfolio/bondrepo.hpp‎

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@@ -32,8 +32,6 @@ namespace ore {
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namespace data {
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class BondRepo : public Trade {
35-
static TradeBuilderRegister<TradeBuilder<BondRepo>> reg_;
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public:
3836
BondRepo() : Trade("BondRepo") {}
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‎OREData/ored/portfolio/bondtotalreturnswap.cpp‎

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@@ -46,8 +46,6 @@ using namespace QuantExt;
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namespace ore {
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namespace data {
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TradeBuilderRegister<TradeBuilder<BondTRS>> BondTRS::reg_("BondTRS");
50-
5149
void BondTRS::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
5250
DLOG("BondTRS::build() called for trade " << id());
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