Inheritance diagram for SimmBucketMapper:

Classes
struct	FailedMapping

Public Member Functions
virtual	~SimmBucketMapper ()
	Destructor.
virtual std::string	bucket (const CrifRecord::RiskType &riskType, const std::string &qualifier) const =0
virtual bool	hasBuckets (const CrifRecord::RiskType &riskType) const =0
	Check if the given SIMM RiskType has a bucket structure.
virtual bool	has (const CrifRecord::RiskType &riskType, const std::string &qualifier, QuantLib::ext::optional< bool > fallback=QuantLib::ext::nullopt) const =0
	Check if the given `riskType` and `qualifier` has a mapping (which is valid, and matches the fallback flag if given).
virtual void	addMapping (const CrifRecord::RiskType &riskType, const std::string &qualifier, const std::string &bucket, const std::string &validFrom="", const std::string &validTo="", bool fallback=false)=0
	Add a single `bucket` mapping for `qualifier` with risk type `riskType`.
virtual const std::set< FailedMapping > &	failedMappings () const =0
void	updateFromCrif (const QuantLib::ext::shared_ptr< ore::analytics::Crif > &crif)

Member Function Documentation

◆ bucket()

virtual std::string bucket	(	const CrifRecord::RiskType &	riskType,
		const std::string &	qualifier ) const

pure virtual

Return the SIMM bucket for a given SIMM RiskType and SIMM Qualifier (using valid mappings only)

virtual bool hasBuckets ( const CrifRecord::RiskType & riskType ) const

pure virtual

Check if the given SIMM RiskType has a bucket structure.

virtual bool has	(	const CrifRecord::RiskType &	riskType,
		const std::string &	qualifier,
		QuantLib::ext::optional< bool >	fallback = QuantLib::ext::nullopt ) const

pure virtual

Check if the given riskType and qualifier has a mapping (which is valid, and matches the fallback flag if given).

pure virtual

Add a single bucket mapping for qualifier with risk type riskType.