bool JSONObject::load(JSONHelper &reader)
{
while (true)
{
Token token=reader.nextToken();
if (token==TokenObjectClose)
break;
if (token!=TokenString) //error: object doesn't start with key
return false;
QString key=reader.readString();
if (key.length()==0) //error: empty key
return false;
if (reader.nextToken()!=TokenKeySeparator) //error: no colon after key
return false;
JSON *child=parse(reader);
if (!child) //error: child failed to parse
return false;
children.insert(key,child);
token=reader.nextToken();
if (token==TokenObjectClose)
break;
if (token!=TokenValueSeparator) //error: no comma
return false;
}
return true;
}
bool JSONArray::load(JSONHelper &reader)
{
Token token=reader.peekToken();
if (token==TokenArrayClose)
{
reader.nextToken();
return true;
}
while (true)
{
JSON *child=parse(reader);
if (!child) //error: child failed to parse
return false;
children.append(child);
token=reader.nextToken();
if (token==TokenArrayClose)
break;
if (token!=TokenValueSeparator) //error: no comma
return false;
}
return true;
}
BasketGeometricOpenCLOption::BasketGeometricOpenCLOption(JSONHelper ¶meters) : ClosedFormOpenCLOption(parameters),
cl_start_prices(NULL),
cl_asset_volatilities(NULL),
cl_correlations(NULL)
{
unsigned int tmp_size;
strike_price = parameters.get_float("strike_price");
maturity = parameters.get_float("maturity");
risk_free_rate = parameters.get_float("risk_free_rate");
start_prices = parameters.get_vector("start_price", &number_of_assets);
asset_volatilities = parameters.get_vector("volatility", &tmp_size);
if(tmp_size < number_of_assets) {
number_of_assets = tmp_size;
}
correlations = parameters.get_matrix("correlation", &tmp_size);
if(tmp_size < number_of_assets) {
number_of_assets = tmp_size;
}
assert(start_prices != NULL);
assert(asset_volatilities != NULL);
assert(correlations != NULL);
assert(number_of_assets > 0);
assert(strike_price >= 0);
assert(maturity > 0);
assert(risk_free_rate >= 0);
for(unsigned int i = 0; i < number_of_assets; i++)
{
assert(start_prices[i] >= 0);
assert(asset_volatilities[i] >= 0);
for(unsigned int j = 0; j < number_of_assets; j++)
{
assert(correlations[i*number_of_assets + j] >= 0);
assert(correlations[i*number_of_assets + j] <= 1);
}
}
}
JSONArray::JSONArray(JSONHelper &reader) {
while (true) {
Token type = reader.nextToken();
if (type == TokenArrayClose)
break;
JSONData *value;
switch (type) {
case TokenNULL: value = NULL; break;
case TokenTRUE: value = new JSONBool(true); break;
case TokenFALSE: value = new JSONBool(false); break;
case TokenString: value = new JSONString(reader.readString()); break;
case TokenNumber: value = new JSONNumber(reader.readDouble()); break;
case TokenObject: value = new JSONObject(reader); break;
case TokenArray: value = new JSONArray(reader); break;
default: throw JSONParseException("Expected Value", reader.location());
}
data.append(value);
type = reader.nextToken(); // comma or end
if (type == TokenArrayClose)
break;
if (type != TokenValueSeparator)
throw JSONParseException("Expected ',' or ']'", reader.location());
}
}
JSONObject::JSONObject(JSONHelper &reader) {
while (true) {
Token type = reader.nextToken();
if (type == TokenObjectClose)
break;
if (type != TokenString)
throw JSONParseException("Expected quoted string", reader.location());
QString key = reader.readString();
if (key.length() == 0)
throw JSONParseException("Empty object key", reader.location());
if (reader.nextToken() != TokenKeySeparator)
throw JSONParseException("Expected ':'", reader.location());
JSONData *value;
switch (reader.nextToken()) {
case TokenNULL: value = NULL; break;
case TokenTRUE: value = new JSONBool(true); break;
case TokenFALSE: value = new JSONBool(false); break;
case TokenString: value = new JSONString(reader.readString()); break;
case TokenNumber: value = new JSONNumber(reader.readDouble()); break;
case TokenObject: value = new JSONObject(reader); break;
case TokenArray: value = new JSONArray(reader); break;
default: throw JSONParseException("Expected value", reader.location());
}
children[key] = value;
type = reader.nextToken(); // comma or end
if (type == TokenObjectClose)
break;
if (type != TokenValueSeparator)
throw JSONParseException("Expected ',' or '}'", reader.location());
}
}
