Exemple #1
0
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;
}
Exemple #2
0
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 &parameters) : 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);
        }
    }
}
Exemple #4
0
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());
  }
}
Exemple #5
0
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());
  }
}