QPR-12446 -- Clean up namespaes and move exercise type operator<<

Author: nathaniel.volfango

OREData/ored/configuration/equitycurveconfig.cpp

@@ -143,16 +143,5 @@ EquityCurveConfig::Type parseEquityCurveConfigType(const std::string& str) {
     QL_FAIL("Invalid EquityCurveConfig::Type " << str);
 }
 
-std::ostream& operator<<(std::ostream& out, Exercise::Type t) {
-    switch (t) {
-    case Exercise::American:
-        return out << "American";
-    case Exercise::European:
-        return out << "European";
-    default:
-        QL_FAIL("invalid Exercise::Type(" << int(t) << ")");
-    }
-}
-
 } // namespace data
 } // namespace ore

OREData/ored/configuration/equitycurveconfig.hpp

@@ -118,7 +118,6 @@ class EquityCurveConfig : public CurveConfig {
 };
 
 std::ostream& operator<<(std::ostream& out, EquityCurveConfig::Type t);
-std::ostream& operator<<(std::ostream& out, QuantLib::Exercise::Type t);
 
 EquityCurveConfig::Type parseEquityCurveConfigType(const std::string& str);
 

OREData/ored/configuration/volatilityconfig.cpp

@@ -46,7 +46,7 @@ void VolatilityConfig::fromXMLNode(XMLNode* node) {
 }
 
 void VolatilityConfig::toXMLNode(XMLDocument& doc, XMLNode* node) const {
-    XMLUtils::addAttribute(doc, node, "priority", to_string(priority_));
+    XMLUtils::addAttribute(doc, node, "priority", std::to_string(priority_));
     if (!calendarStr_.empty())
         XMLUtils::addChild(doc, node, "Calendar", calendarStr_);
 }
@@ -126,7 +126,7 @@ void QuoteBasedVolatilityConfig::toBaseNode(XMLDocument& doc, XMLNode* node) con
     // Check first for premium
     if (quoteType_ == MarketDatum::QuoteType::PRICE) {
         XMLUtils::addChild(doc, node, "QuoteType", "Premium");
-        XMLUtils::addChild(doc, node, "ExerciseType", to_string(exerciseType_));
+        XMLUtils::addChild(doc, node, "ExerciseType", ore::data::to_string(exerciseType_));
         return;
     }
 

OREData/ored/utilities/parsers.cpp

@@ -1492,5 +1492,20 @@ std::ostream& operator<<(std::ostream& out, SabrParametricVolatility::ModelVaria
     return out;
 }
 
+std::ostream& operator<<(std::ostream& os, Exercise::Type type) {
+    if (type == Exercise::European) {
+        os << "European";
+    } else if (type == Exercise::Bermudan) {
+        os << "Bermudan";
+    } else if (type == Exercise::American) {
+        os << "American";
+    } else {
+        QL_FAIL("Exercise::Type (" << static_cast<int>(type)
+                                   << " not recognized. Expected 'European', 'Bermudan', or 'American'.");
+    }
+
+    return os;
+}
+
 } // namespace data
 } // namespace ore

OREData/ored/utilities/parsers.hpp

@@ -611,5 +611,11 @@ QuantExt::SabrParametricVolatility::ModelVariant parseSabrParametricVolatilityMo
 */
 std::ostream& operator<<(std::ostream& out, QuantExt::SabrParametricVolatility::ModelVariant m);
 
+//! Write QuantLib::Exercise::Type
+/*!
+\ingroup utilities
+*/
+std::ostream& operator<<(std::ostream& os, QuantLib::Exercise::Type type);
+
 } // namespace data
 } // namespace ore