SaccrTradeData Class Reference

Inheritance diagram for SaccrTradeData:

Classes
struct	AdjustedNotional
struct	FxAmounts
struct	Dates
struct	HedgingData
struct	UnderlyingData
struct	Contribution
class	Impl

Public Types
enum	AssetClass : char {   IR , FX , Credit , Equity ,   Commodity , None }
enum class	CommodityHedgingSet : char { Energy , Agriculture , Metal , Other }

Public Member Functions
	SaccrTradeData (const QuantLib::ext::shared_ptr< ore::data::Market > &market, const QuantLib::ext::shared_ptr< ore::analytics::SimmNameMapper > &nameMapper, const QuantLib::ext::shared_ptr< ore::analytics::SimmBucketMapper > &bucketMapper, const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &refDataManager, const std::string &baseCurrency, const std::string &nullString="#N/A", const QuantLib::ext::shared_ptr< ore::data::NettingSetManager > &nettingSetManager=nullptr, const QuantLib::ext::shared_ptr< ore::data::CounterpartyManager > &counterpartyManager=nullptr, const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &collateralBalances=nullptr, const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &calculatedCollateralBalances=nullptr)
void	initialise (const QuantLib::ext::shared_ptr< ore::data::Portfolio > &portfolio)
QuantLib::ext::shared_ptr< ore::data::Portfolio > &	portfolio ()
QuantLib::ext::shared_ptr< ore::data::Market > &	market ()
std::string	getUnderlyingName (const std::string &index, const ore::data::AssetClass &assetClass, bool withPrefix=false) const
std::string	getSimmQualifier (const std::string &name) const
std::string	getCommodityHedgingSet (const std::string &comm) const
std::string	getCommodityHedgingSubset (const std::string &comm, bool mapQualifier=true) const
std::string	getQualifierCommodityMapping (const std::string &qualifier) const
QuantLib::Real	getFxRate (const std::string &ccyPair) const
const std::string &	counterparty (const ore::data::NettingSetDetails &nsd) const
const QuantLib::Real	NPV (const ore::data::NettingSetDetails &nsd) const
const QuantLib::ext::shared_ptr< ore::analytics::SimmNameMapper > &	nameMapper () const
const QuantLib::ext::shared_ptr< ore::analytics::SimmBucketMapper > &	bucketMapper () const
const QuantLib::ext::shared_ptr< ore::data::ReferenceDataManager > &	refDataManager () const
const QuantLib::ext::shared_ptr< ore::data::NettingSetManager > &	nettingSetManager () const
const QuantLib::ext::shared_ptr< ore::data::CounterpartyManager > &	counterpartyManager () const
const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &	collateralBalances () const
const QuantLib::ext::shared_ptr< ore::data::CollateralBalances > &	calculatedCollateralBalances () const
const std::string &	nullString () const
const std::set< ore::data::NettingSetDetails > &	nettingSets () const
const std::set< ore::data::NettingSetDetails > &	defaultIMBalances () const
const std::set< ore::data::NettingSetDetails > &	defaultVMBalances () const
const std::string &	baseCurrency () const
const std::map< std::string, QuantLib::ext::shared_ptr< SaccrTradeData::Impl > > &	data () const
QuantLib::Size	size () const
QuantLib::Size	tradeCount (const ore::data::NettingSetDetails &nsd) const

Static Public Member Functions
static std::set< ore::data::AssetClass >	saccrAssetClassToOre (const AssetClass &saccrAssetClass)
static AssetClass	oreAssetClassToSaccr (const ore::data::AssetClass &oreAssetClass)