CubeCsvReader Class Reference

Read an NPV cube from a human readable text file. More...

#include <orea/cube/cubecsvreader.hpp>

Public Member Functions
	CubeCsvReader (const std::string &filename, const bool useDoublePrecision=false)
	ctor
const std::string &	filename () const
	Return the filename this reader is reader from.
void	read (QuantLib::ext::shared_ptr< ore::analytics::NPVCube > &cube, std::map< std::string, std::string > &nettingSetMap)
	Read a cube from a csv file.

Detailed Description

Read an NPV cube from a human readable text file.