Reference manual - version orea_version
This is the complete list of members for Crif, including all inherited members.
| addRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true) (defined in Crif) | Crif | |
| addRecord(const SlimCrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true) (defined in Crif) | Crif | |
| addRecords(const Crif &crif, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualfier=true) (defined in Crif) | Crif | |
| addRecords(const QuantLib::ext::shared_ptr< Crif > &crif, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualfier=true) (defined in Crif) | Crif | |
| aggregate(bool aggregateDifferentAmountCurrencies=false) const | Crif | |
| begin() (defined in Crif) | Crif | |
| cbegin() const (defined in Crif) | Crif | |
| cend() const (defined in Crif) | Crif | |
| clear() (defined in Crif) | Crif | |
| countMatching(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const (defined in Crif) | Crif | |
| Crif()=default (defined in Crif) | Crif | |
| CrifType enum name (defined in Crif) | Crif | |
| empty() const (defined in Crif) | Crif | |
| end() (defined in Crif) | Crif | |
| fillAmountUsd(const QuantLib::ext::shared_ptr< ore::data::Market > market) | Crif | |
| filterBy(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const (defined in Crif) | Crif | |
| filterBy(const CrifRecord::RiskType rt) const (defined in Crif) | Crif | |
| filterByBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &bucket) const (defined in Crif) | Crif | |
| filterByQualifier(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const (defined in Crif) | Crif | |
| filterByQualifierAndBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier, const std::string &bucket) const (defined in Crif) | Crif | |
| filterByTradeId(const std::string &id) const (defined in Crif) | Crif | |
| filterNonZeroAmount(double threshold=0.0, std::string alwaysIncludeFxRiskCcy="") const | Crif | |
| find(const SlimCrifRecord &r) (defined in Crif) | Crif | |
| find(const SlimCrifRecord &r) const (defined in Crif) | Crif | |
| findBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const | Crif | |
| getBbRw(int idx) const (defined in Crif) | Crif | |
| getBucket(int idx) const (defined in Crif) | Crif | |
| getCounterpartyId(int idx) const (defined in Crif) | Crif | |
| getCounterpartyName(int idx) const (defined in Crif) | Crif | |
| getCoveredBondInd(int idx) const (defined in Crif) | Crif | |
| getCreditQuality(int idx) const (defined in Crif) | Crif | |
| getCurrency(int idx) const (defined in Crif) | Crif | |
| getEndDate(int idx) const (defined in Crif) | Crif | |
| getHedgingSet(int idx) const (defined in Crif) | Crif | |
| getLabel1(int idx) const (defined in Crif) | Crif | |
| getLabel2(int idx) const (defined in Crif) | Crif | |
| getLabel3(int idx) const (defined in Crif) | Crif | |
| getLongShortInd(int idx) const (defined in Crif) | Crif | |
| getNettingSetDetails(int idx) const (defined in Crif) | Crif | |
| getNettingSetNumber(int idx) const (defined in Crif) | Crif | |
| getQualifier(int idx) const (defined in Crif) | Crif | |
| getResultCurrency(int idx) const (defined in Crif) | Crif | |
| getTradeId(int idx) const (defined in Crif) | Crif | |
| getTradeType(int idx) const (defined in Crif) | Crif | |
| getTrancheThickness(int idx) const (defined in Crif) | Crif | |
| getValuationDate(int idx) const (defined in Crif) | Crif | |
| hasCrifRecords() const | Crif | |
| hasNettingSetDetails() const | Crif | |
| hasSimmParameters() const | Crif | |
| insert(const SlimCrifRecord &record) (defined in Crif) | Crif | |
| nettingSetDetails() const (defined in Crif) | Crif | |
| portfolioIds() const | Crif | |
| ProductClassesByNettingSetDetails(const NettingSetDetails nsd) const (defined in Crif) | Crif | |
| qualifiersBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const (defined in Crif) | Crif | |
| setAggregate(bool flag) (defined in Crif) | Crif | |
| setCrifRecords(const QuantLib::ext::shared_ptr< Crif > &crif) | Crif | |
| setSimmParameters(const QuantLib::ext::shared_ptr< Crif > &crif) | Crif | |
| simmParameters() const | Crif | |
| size() const (defined in Crif) | Crif | |
| tradeIds() const (defined in Crif) | Crif | |
| type() const (defined in Crif) | Crif | |
| updateBbRwIndex(const std::string &value) (defined in Crif) | Crif | |
| updateBucketIndex(const std::string &value) (defined in Crif) | Crif | |
| updateCounterpartyIdIndex(const std::string &value) (defined in Crif) | Crif | |
| updateCounterpartyNameIndex(const std::string &value) (defined in Crif) | Crif | |
| updateCoveredBondIndIndex(const std::string &value) (defined in Crif) | Crif | |
| updateCreditQualityIndex(const std::string &value) (defined in Crif) | Crif | |
| updateCurrencyIndex(const std::string &value) (defined in Crif) | Crif | |
| updateEndDateIndex(const std::string &value) (defined in Crif) | Crif | |
| updateHedgingSetIndex(const std::string &value) (defined in Crif) | Crif | |
| updateIndex(CrifRecord &record) (defined in Crif) | Crif | |
| updateLabel1Index(const std::string &value) (defined in Crif) | Crif | |
| updateLabel2Index(const std::string &value) (defined in Crif) | Crif | |
| updateLabel3Index(const std::string &value) (defined in Crif) | Crif | |
| updateLongShortIndIndex(const std::string &value) (defined in Crif) | Crif | |
| updateNettingSetDetailsIndex(const ore::data::NettingSetDetails &value) (defined in Crif) | Crif | |
| updateNettingSetNumberIndex(const std::string &value) (defined in Crif) | Crif | |
| updateQualifierIndex(const std::string &value) (defined in Crif) | Crif | |
| updateResultCurrencyIndex(const std::string &value) (defined in Crif) | Crif | |
| updateTradeIdIndex(const std::string &value) (defined in Crif) | Crif | |
| updateTradeTypeIndex(const std::string &value) (defined in Crif) | Crif | |
| updateTrancheThicknessIndex(const std::string &value) (defined in Crif) | Crif | |
| updateValuationDateIndex(const QuantLib::Date &value) (defined in Crif) | Crif |