QPR-11568 move bond and ref datum builder

Author: pcaspers

OREAnalytics/orea/app/initbuilders.cpp

@@ -23,10 +23,13 @@
 #include <ored/model/calibrationinstruments/yoycapfloor.hpp>
 #include <ored/model/calibrationinstruments/yoyswap.hpp>
 #include <ored/portfolio/commoditylegdata.hpp>
+#include <ored/portfolio/convertiblebondreferencedata.hpp>
 #include <ored/portfolio/durationadjustedcmslegdata.hpp>
 #include <ored/portfolio/equityfxlegdata.hpp>
 #include <ored/portfolio/legdata.hpp>
 #include <ored/portfolio/legdatafactory.hpp>
+#include <ored/portfolio/referencedata.hpp>
+#include <ored/portfolio/referencedatafactory.hpp>
 
 #include <boost/thread/lock_types.hpp>
 #include <boost/thread/shared_mutex.hpp>
@@ -38,6 +41,12 @@
     ore::data::CalibrationInstrumentFactory::instance().addBuilder(NAME,                                               \
                                                                    &ore::data::createCalibrationInstrument<CLASS>);
 
+#define REG_REFDATUM(NAME, CLASS)                                                                                      \
+    ore::data::ReferenceDatumFactory::instance().addBuilder(                                                           \
+        NAME, &ore::data::createReferenceDatumBuilder<ore::data::ReferenceDatumBuilder<CLASS>>);
+
+#define REG_BONDBUILDER(NAME, CLASS) ore::data::BondFactory::instance().addBuilder(NAME, boost::make_shared<CLASS>());
+
 namespace ore::analytics {
 
 void initBuilders() {
@@ -69,9 +78,20 @@ void initBuilders() {
     REG_LEGDATA("DurationAdjustedCMS", ore::data::DurationAdjustedCmsLegData)
     REG_LEGDATA("EquityMargin", ore::data::EquityMarginLegData)
 
-    REG_CALIBRATION_INSTR("CpiCapFloor", ore::data::CpiCapFloor);
-    REG_CALIBRATION_INSTR("YoYCapFloor", ore::data::YoYCapFloor);
-    REG_CALIBRATION_INSTR("YoYSwap", ore::data::YoYSwap);
+    REG_CALIBRATION_INSTR("CpiCapFloor", ore::data::CpiCapFloor)
+    REG_CALIBRATION_INSTR("YoYCapFloor", ore::data::YoYCapFloor)
+    REG_CALIBRATION_INSTR("YoYSwap", ore::data::YoYSwap)
+
+    REG_REFDATUM("Bond", ore::data::BondReferenceDatum)
+    REG_REFDATUM("CreditIndex", ore::data::CreditIndexReferenceDatum)
+    REG_REFDATUM("EquityIndex", ore::data::EquityIndexReferenceDatum)
+    REG_REFDATUM("CurrencyHedgedEquityIndex", ore::data::CurrencyHedgedEquityIndexReferenceDatum)
+    REG_REFDATUM("Credit", ore::data::CreditReferenceDatum)
+    REG_REFDATUM("Equity", ore::data::EquityReferenceDatum)
+    REG_REFDATUM("BondBasket", ore::data::BondBasketReferenceDatum)
+    REG_REFDATUM("ConvertibleBond", ore::data::BondBasketReferenceDatum)
+
+    REG_BONDBUILDER("Bond", ore::data::VanillaBondBuilder)
 }
 
 } // namespace ore::analytics

OREData/ored/portfolio/convertiblebondreferencedata.cpp

@@ -64,7 +64,5 @@ XMLNode* ConvertibleBondReferenceDatum::toXML(ore::data::XMLDocument& doc) {
     return node0;
 }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<ConvertibleBondReferenceDatum>> ConvertibleBondReferenceDatum::reg_(TYPE);
-
 } // namespace data
 } // namespace ore

OREData/ored/portfolio/convertiblebondreferencedata.hpp

@@ -87,8 +87,6 @@ class ConvertibleBondReferenceDatum : public ReferenceDatum {
     ConvertibleBondData::ConversionData conversionData_;
     ConvertibleBondData::DividendProtectionData dividendProtectionData_;
     std::string detachable_;
-
-    static ReferenceDatumRegister<ReferenceDatumBuilder<ConvertibleBondReferenceDatum>> reg_;
 };
 
 } // namespace data

OREData/ored/portfolio/referencedata.cpp

@@ -40,8 +40,6 @@ XMLNode* ReferenceDatum::toXML(XMLDocument& doc) {
     return node;
 }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<BondReferenceDatum>> BondReferenceDatum::reg_(TYPE);
-
 void BondReferenceDatum::BondData::fromXML(XMLNode* node) {
     QL_REQUIRE(node, "BondReferenceDatum::BondData::fromXML(): no node given");
     issuerId = XMLUtils::getChildValue(node, "IssuerId", true);
@@ -187,8 +185,6 @@ const Date& CreditIndexConstituent::eventDeterminationDate() const { return even
 
 bool operator<(const CreditIndexConstituent& lhs, const CreditIndexConstituent& rhs) { return lhs.name() < rhs.name(); }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<CreditIndexReferenceDatum>> CreditIndexReferenceDatum::reg_(TYPE);
-
 CreditIndexReferenceDatum::CreditIndexReferenceDatum() {}
 
 CreditIndexReferenceDatum::CreditIndexReferenceDatum(const string& name) : ReferenceDatum(TYPE, name) {}
@@ -235,8 +231,6 @@ void CreditIndexReferenceDatum::add(const CreditIndexConstituent& c) {
 
 const set<CreditIndexConstituent>& CreditIndexReferenceDatum::constituents() const { return constituents_; }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<EquityIndexReferenceDatum>> EquityIndexReferenceDatum::reg_(TYPE);
-
 // Index
 void IndexReferenceDatum::fromXML(XMLNode* node) {
     ReferenceDatum::fromXML(node);
@@ -290,8 +284,6 @@ XMLNode* IndexReferenceDatum::toXML(XMLDocument& doc) {
   </CurrencyHedgedEquityIndexReferenceDatum>
 </ReferenceDatum>
 */
-ReferenceDatumRegister<ReferenceDatumBuilder<CurrencyHedgedEquityIndexReferenceDatum>>
-    CurrencyHedgedEquityIndexReferenceDatum::reg_(TYPE);
 
 void CurrencyHedgedEquityIndexReferenceDatum::fromXML(XMLNode* node) {
     ReferenceDatum::fromXML(node);
@@ -421,8 +413,6 @@ XMLNode* CreditReferenceDatum::toXML(XMLDocument& doc) {
     return node;
 }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<CreditReferenceDatum>> CreditReferenceDatum::reg_(TYPE);
-
 // Equity
 void EquityReferenceDatum::fromXML(XMLNode* node) {
     ReferenceDatum::fromXML(node);
@@ -460,8 +450,6 @@ XMLNode* EquityReferenceDatum::toXML(ore::data::XMLDocument& doc) {
     return node;
 }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<EquityReferenceDatum>> EquityReferenceDatum::reg_(TYPE);
-
 // Bond Basket
 void BondBasketReferenceDatum::fromXML(XMLNode* node) {
     ReferenceDatum::fromXML(node);
@@ -485,8 +473,6 @@ XMLNode* BondBasketReferenceDatum::toXML(ore::data::XMLDocument& doc) {
     return res;
 }
 
-ReferenceDatumRegister<ReferenceDatumBuilder<BondBasketReferenceDatum>> BondBasketReferenceDatum::reg_(TYPE);
-    
 // BasicReferenceDataManager
 
 void BasicReferenceDataManager::fromXML(XMLNode* node) {

OREData/ored/portfolio/referencedata.hpp

@@ -116,7 +116,6 @@ class BondReferenceDatum : public ReferenceDatum {
 
 private:
     BondData bondData_;
-    static ReferenceDatumRegister<ReferenceDatumBuilder<BondReferenceDatum>> reg_;
 };
 
 /*! Hold reference data on a constituent of a credit index.
@@ -186,8 +185,6 @@ class CreditIndexReferenceDatum : public ReferenceDatum {
 
 private:
     std::set<CreditIndexConstituent> constituents_;
-
-    static ReferenceDatumRegister<ReferenceDatumBuilder<CreditIndexReferenceDatum>> reg_;
 };
 
 
@@ -231,9 +228,6 @@ class EquityIndexReferenceDatum : public IndexReferenceDatum {
 
     EquityIndexReferenceDatum() {}
     EquityIndexReferenceDatum(const string& name) : IndexReferenceDatum(TYPE, name) {}
-
-private:
-    static ReferenceDatumRegister<ReferenceDatumBuilder<EquityIndexReferenceDatum>> reg_;
 };
 
 /*
@@ -308,7 +302,6 @@ class CurrencyHedgedEquityIndexReferenceDatum : public ReferenceDatum {
     QuantLib::Calendar hedgeCalendar_;
     std::map<std::string, std::string> fxIndexes_;
     vector<pair<string, double>> data_;
-    static ReferenceDatumRegister<ReferenceDatumBuilder<CurrencyHedgedEquityIndexReferenceDatum>> reg_;
 };
 
 //! CreditIndex Reference data, contains the names and weights of a credit index
@@ -339,8 +332,6 @@ class CreditReferenceDatum : public ReferenceDatum {
 
 private:
     CreditData creditData_;
-
-    static ReferenceDatumRegister<ReferenceDatumBuilder<CreditReferenceDatum>> reg_;
 };
 
 
@@ -378,9 +369,6 @@ class EquityReferenceDatum : public ReferenceDatum {
 
 protected:
     EquityData equityData_;
-
-private:
-    static ore::data::ReferenceDatumRegister<ore::data::ReferenceDatumBuilder<EquityReferenceDatum>> reg_;
 };
 
 //! Bond Basket Reference Data
@@ -402,7 +390,6 @@ class BondBasketReferenceDatum : public ReferenceDatum {
 
 private:
     std::vector<BondUnderlying> underlyingData_;
-    static ore::data::ReferenceDatumRegister<ore::data::ReferenceDatumBuilder<BondBasketReferenceDatum>> reg_;
 };
 
 //! Interface for Reference Data lookups

OREData/ored/portfolio/referencedatafactory.hpp

@@ -71,12 +71,5 @@ template <class T> boost::shared_ptr<AbstractReferenceDatumBuilder> createRefere
     return boost::make_shared<T>();
 }
 
-template <class T> struct ReferenceDatumRegister {
-public:
-    ReferenceDatumRegister(const std::string& refDatumType) {
-        ReferenceDatumFactory::instance().addBuilder(refDatumType, &createReferenceDatumBuilder<T>);
-    }
-};
-
 } // namespace data
 } // namespace ore