QPR-12557 -- Add cashflow report to SMRC analytic, fix collateral balance overwriting, update regression tests

Author: nathaniel.volfango

OREData/ored/portfolio/collateralbalance.cpp

@@ -85,8 +85,8 @@ void CollateralBalance::fromXML(XMLNode* node) {
     if (nettingSetDetailsNode) {
         nettingSetDetails_.fromXML(nettingSetDetailsNode);
     } else {
-        nettingSetId_ = XMLUtils::getChildValue(node, "NettingSetId", false);
-        nettingSetDetails_ = NettingSetDetails(nettingSetId_);
+        const string nettingSetId = XMLUtils::getChildValue(node, "NettingSetId", false);
+        nettingSetDetails_ = NettingSetDetails(nettingSetId);
     }   
 
     currency_ = XMLUtils::getChildValue(node, "Currency", true);
@@ -112,8 +112,8 @@ void CollateralBalance::fromXML(XMLNode* node) {
 XMLNode* CollateralBalance::toXML(XMLDocument& doc) const {
     XMLNode* node = doc.allocNode("CollateralBalance");
     XMLUtils::addChild(doc, node, "Currency", currency_);
-    if (nettingSetDetails_.empty()) {
-        XMLUtils::addChild(doc, node, "NettingSetId", nettingSetId_);
+    if (nettingSetDetails_.emptyOptionalFields()) {
+        XMLUtils::addChild(doc, node, "NettingSetId", nettingSetDetails_.nettingSetId());
     } else {
         XMLUtils::appendNode(node, nettingSetDetails_.toXML(doc));
     }

OREData/ored/portfolio/collateralbalance.hpp

@@ -39,26 +39,25 @@ class CollateralBalance : public ore::data::XMLSerializable {
       default constructor
     */
     CollateralBalance()
-        : nettingSetId_(""), nettingSetDetails_(NettingSetDetails()), currency_(""), 
+        : nettingSetDetails_(NettingSetDetails()), currency_(""), 
           im_(QuantLib::Null<QuantLib::Real>()), vm_(QuantLib::Null<QuantLib::Real>()) {}
 
     CollateralBalance(ore::data::XMLNode* node);
 
-    CollateralBalance(const std::string& nettingSetId, const std::string& currency,
+    CollateralBalance(const NettingSetDetails& nettingSetDetails, const std::string& currency,
                       const QuantLib::Real& im, const QuantLib::Real& vm = QuantLib::Null<QuantLib::Real>())
-        : nettingSetId_(nettingSetId), nettingSetDetails_(NettingSetDetails()), currency_(currency),
-          im_(im), vm_(vm) {}
+         : nettingSetDetails_(nettingSetDetails), currency_(currency), im_(im), vm_(vm) {}
 
-    CollateralBalance(const NettingSetDetails& nettingSetDetails, const std::string& currency,
+    CollateralBalance(const std::string& nettingSetId, const std::string& currency,
                       const QuantLib::Real& im, const QuantLib::Real& vm = QuantLib::Null<QuantLib::Real>())
-         : nettingSetId_(""), nettingSetDetails_(nettingSetDetails), currency_(currency), im_(im), vm_(vm) {}
+        : CollateralBalance(NettingSetDetails(nettingSetId), currency, im, vm) {}
 
     void fromXML(ore::data::XMLNode* node) override;
     ore::data::XMLNode* toXML(ore::data::XMLDocument& doc) const override;
 
     // Getters
     const std::string& nettingSetId() const {
-        return (nettingSetDetails_.empty() ? nettingSetId_ : nettingSetDetails_.nettingSetId());
+        return nettingSetDetails_.nettingSetId();
     }
     const NettingSetDetails nettingSetDetails() const { return nettingSetDetails_; }
     const std::string& currency() const { return currency_; }
@@ -70,7 +69,6 @@ class CollateralBalance : public ore::data::XMLSerializable {
     QuantLib::Real& variationMargin() { return vm_; }
 
 private:
-    std::string nettingSetId_;
     NettingSetDetails nettingSetDetails_;
     std::string currency_;
     QuantLib::Real im_, vm_;