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| CsvBufferCrifLoader (const std::string &buffer, const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, bool allowUseCounterpartyTrade=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A") |
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| StringStreamCrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, bool allowUseCounterpartyTrade=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A") |
| | CrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, bool allowUseCounterpartyTrade=true) |
| virtual | ~CrifLoader () |
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virtual QuantLib::ext::shared_ptr< Crif > | loadCrif () |
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const QuantLib::ext::shared_ptr< SimmConfiguration > & | simmConfiguration () |
| | SIMM configuration getter.
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| std::stringstream | stream () const override |
| QuantLib::ext::shared_ptr< Crif > | loadCrifImpl () override |
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QuantLib::ext::shared_ptr< Crif > | loadFromStream (std::stringstream &&stream) |
| | Core CRIF loader from generic istream.
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void | processHeader (const std::vector< std::string > &headers) |
| | Process the elements of a header line of a CRIF file.
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| bool | process (const std::vector< std::string > &entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, const QuantLib::ext::shared_ptr< Crif > &result, std::vector< std::tuple< std::string, std::string, std::string, std::string > > &structuredErrors) |
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void | addRecordToCrif (const QuantLib::ext::shared_ptr< Crif > &crif, CrifRecord &&recordToAdd) const |
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void | validateSimmRecord (const CrifRecord &cr) const |
| | Check if the record is a valid Simm Crif Record.
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void | currencyOverrides (CrifRecord &crifRecord) const |
| | Override currency codes.
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void | updateMapping (const CrifRecord &cr) const |
| | update bucket mappings
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std::string | buffer_ |
| std::map< QuantLib::Size, QuantLib::Size > | columnIndex_ |
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std::map< QuantLib::Size, std::set< std::string > > | additionalHeadersIndexMap_ |
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char | eol_ |
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char | delim_ |
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char | quoteChar_ |
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char | escapeChar_ |
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std::string | nullString_ |
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QuantLib::ext::shared_ptr< SimmConfiguration > | configuration_ |
| | Simm configuration that is used during loading of CRIF records.
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std::vector< std::set< std::string > > | additionalHeaders_ |
| | Defines accepted column headers, beyond required and optional headers, see crifloader.cpp.
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| bool | updateMapper_ |
| bool | aggregateTrades_ |
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bool | allowUseCounterpartyTrade_ |