OREApp Class Reference

Orchestrates the processes covered by ORE, data loading, analytics and reporting. More...

#include <orea/app/oreapp.hpp>

Public Member Functions
	OREApp (QuantLib::ext::shared_ptr< Parameters > params, bool console=false, const boost::filesystem::path &logRootPath=boost::filesystem::path())
	Constructor that uses ORE parameters and input data from files.
	OREApp (const QuantLib::ext::shared_ptr< InputParameters > &inputs, const std::string &logFile="", Size logLevel=31, bool console=false, bool clearLog=true, const boost::filesystem::path &logRootPath=boost::filesystem::path())
	Constructor that assumes we have already assembled input parameters via API.
virtual	~OREApp ()
	Destructor.
virtual void	run ()
	Runs analytics and generates reports after using the first OREApp c'tor.
void	run (const std::vector< std::string > &marketData, const std::vector< std::string > &fixingData)
	Runs analytics and generates reports after using the second OREApp c'tor.
void	run (const QuantLib::ext::shared_ptr< MarketDataLoader > loader)
	Run taking a MarketDataLoader.
QuantLib::ext::shared_ptr< InputParameters >	getInputs ()
std::set< std::string >	getAnalyticTypes ()
std::set< std::string >	getSupportedAnalyticTypes ()
const QuantLib::ext::shared_ptr< Analytic > &	getAnalytic (std::string type)
std::set< std::string >	getReportNames ()
QuantLib::ext::shared_ptr< PlainInMemoryReport >	getReport (std::string reportName)
std::set< std::string >	getCubeNames ()
QuantLib::ext::shared_ptr< NPVCube >	getCube (std::string cubeName)
std::set< std::string >	getMarketCubeNames ()
QuantLib::ext::shared_ptr< AggregationScenarioData >	getMarketCube (std::string cubeName)
std::vector< std::string >	getErrors ()
QuantLib::ext::shared_ptr< BufferLogger >	getLogger (const std::string &name)
std::vector< std::string > &	getProgressLog ()
Real	getRunTime ()
	time for executing run(...) in seconds
std::string	version ()
std::string	gitHash ()
void	setupLog (QuantLib::Size mask=15, const std::string &path="", const std::string &file="", const boost::filesystem::path &logRootPath=boost::filesystem::path(), const std::string &progressLogFile="", QuantLib::Size progressLogRotationSize=100 *1024 *1024, bool progressLogToConsole=false, const std::string &structuredLogFile="", QuantLib::Size structuredLogRotationSize=100 *1024 *1024)
	set up logging
void	closeLog ()
	remove logs

Protected Member Functions
virtual void	analytics ()
void	buildInputParameters (QuantLib::ext::shared_ptr< InputParameters > inputs, const QuantLib::ext::shared_ptr< Parameters > &params)
	Populate InputParameters object from classic ORE key-value pairs in Parameters.
QuantLib::ext::shared_ptr< CSVLoader >	buildCsvLoader (const QuantLib::ext::shared_ptr< Parameters > &params)
void	initFromParams ()
void	initFromInputs ()

Protected Attributes
QuantLib::ext::shared_ptr< Parameters >	params_
	ORE Input parameters.
QuantLib::ext::shared_ptr< InputParameters >	inputs_
QuantLib::ext::shared_ptr< OutputParameters >	outputs_
QuantLib::ext::shared_ptr< AnalyticsManager >	analyticsManager_
QuantLib::ext::shared_ptr< StructuredLogger >	structuredLogger_
boost::timer::cpu_timer	runTimer_
string	logFile_
	Logging.
Size	logMask_
bool	console_
string	outputPath_
bool	clearLog_ = true
boost::filesystem::path	logRootPath_
string	progressLogFile_ = ""
QuantLib::Size	progressLogRotationSize_ = 100 * 1024 * 1024
bool	progressLogToConsole_ = false
string	structuredLogFile_ = ""
QuantLib::Size	structuredLogRotationSize_ = 100 * 1024 * 1024
std::vector< std::string >	errorMessages_

Detailed Description

Orchestrates the processes covered by ORE, data loading, analytics and reporting.