void LiborQuotes::print(const std::string& filename, const bool erase_file) const
{
std::string path_OutPut = LMMPATH::get_output_path() + filename;
std::vector<PrintElement_PTR> elements_print;
PrintElement_PTR date_print_ptr = PrintElement_PTR(new VectorPrintElement<std::vector<double> >("Dates", lmmTenorStructure_->get_tenorDate() ));
PrintElement_PTR df_print_ptr = PrintElement_PTR(new VectorPrintElement<std::vector<double> >("Discount Rate", discountFactor_ ));
PrintElement_PTR libor_print_ptr = PrintElement_PTR(new VectorPrintElement<std::vector<double> >("LIBOR", liborInit_ ));
elements_print.push_back(date_print_ptr);
elements_print.push_back(df_print_ptr);
elements_print.push_back(libor_print_ptr);
{
Printer printer(path_OutPut, elements_print);
printer.print(erase_file);
}
}
void Shifted_HGVolatilityFunction::print(const std::string& filename) const // OK: test passed.
{
//std::string fileName = "HGVolatilityFunction.csv";
std::string path = LMMPATH::get_output_path() + filename;
std::vector<PrintElement_PTR> elements_print;
//! h,g,hgMatrix
typedef boost::numeric::ublas::matrix<double> matrix;
size_t horizon_ = this->get_LMMTenorStructure()->get_horizon();
matrix hMatrix(horizon_+1, horizon_+1);
matrix gMatrix(horizon_+1, horizon_+1);
matrix hgMatrix(horizon_+1, horizon_+1);
for(size_t indexLibor = 1; indexLibor<=horizon_; ++indexLibor)
{
for(size_t indexT = 1; indexT<=indexLibor; ++indexT)
{
hMatrix(indexLibor,indexT) = pShifted_HGVolatilityParam_->h(indexLibor,indexT);
gMatrix(indexLibor,indexT) = pShifted_HGVolatilityParam_->g(indexLibor,indexT);
hgMatrix(indexLibor,indexT) = get_varSigma_timeIndexVersion(indexLibor,indexT);
}
}
//seems a problem of shared ptr polymorphisms ...
//PrintElement_PTR tenorType_print = PrintElement_PTR(new ScalarPrintElement<std::string>("tenorType", tenorType_));
//PrintElement_PTR horizon_print = PrintElement_PTR(new ScalarPrintElement<LMM::Index>("horizon", horizon_));
PrintElement_PTR hMatrix_print = PrintElement_PTR(new MatrixPrintElement<matrix>("hMatrix", hMatrix));
PrintElement_PTR gMatrix_print = PrintElement_PTR(new MatrixPrintElement<matrix>("gMatrix", gMatrix));
PrintElement_PTR hgMatrix_print = PrintElement_PTR(new MatrixPrintElement<matrix>("hgMatrix", hgMatrix));
//elements_print.push_back(tenorType_print);
elements_print.push_back(hMatrix_print);
elements_print.push_back(gMatrix_print);
elements_print.push_back(hgMatrix_print);
Printer printer(path, elements_print);
printer.print();
}
void UpperTriangleVanillaSwaptionQuotes::print(const std::string& filename, const bool erase_file) const
{
std::string path_OutPut = LMMPATH::get_output_path() + filename;
{
std::vector<PrintElement_PTR> elements_print;
UpperTriangularIndexPairMatrix swap_indices_matrix = get_UpperTriangularSwaptionIndexMatrix();
PrintElement_PTR swapMatrix_print = PrintElement_PTR(new MatrixPrintElement<UpperTriangularIndexPairMatrix>("swaps", swap_indices_matrix));
PrintElement_PTR mapMatrix_print = PrintElement_PTR(new MatrixPrintElement<UpperTriangularIndexPairMatrix>("mapping Indices", indexMapping_gDelegate_gTransformed_));
elements_print.push_back(swapMatrix_print);
elements_print.push_back(mapMatrix_print);
Printer printer(path_OutPut, elements_print);
printer.print(erase_file);
}
{
std::ofstream data_stream ;
data_stream.open(path_OutPut.c_str(), std::ios::app);
data_stream<<std::endl<<"--------"<<std::endl;
data_stream.close();
}
{
std::vector<PrintElement_PTR> elements_print;
UpperTriangularDoubleMatrix quote_matrix = get_UpperTriangularQuoteValues() ;
UpperTriangularDoubleMatrix strike_matrix = get_UpperTriangularStrike() ;
PrintElement_PTR quoteMatrix_print = PrintElement_PTR(new MatrixPrintElement<UpperTriangularDoubleMatrix>("Quote", quote_matrix));
PrintElement_PTR strikeMatrix_print = PrintElement_PTR(new MatrixPrintElement<UpperTriangularDoubleMatrix>("Strike", strike_matrix));
elements_print.push_back(quoteMatrix_print);
elements_print.push_back(strikeMatrix_print);
Printer printer(path_OutPut, elements_print);
printer.print(false);
}
}
