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Reference manual - version orea_version
SimmCalibration Class Reference
Inheritance diagram for SimmCalibration:

Classes

class  Amount
class  RiskClassData

Public Types

typedef std::map< std::tuple< std::string, std::string, std::string >, std::string > Amounts
typedef std::map< std::tuple< std::string, std::string, std::string >, std::set< std::string > > CurrencyLists

Public Member Functions

 SimmCalibration (ore::data::XMLNode *node)
const std::string & version () const
const std::vector< std::string > & versionNames () const
const std::vector< std::pair< std::string, std::string > > & additionalFields () const

Serialisation

ore::data::XMLNode * toXML (ore::data::XMLDocument &doc) const override
void fromXML (ore::data::XMLNode *node) override
const std::map< SimmConfiguration::RiskClass, QuantLib::ext::shared_ptr< RiskClassData > > & riskClassData () const
const Amounts & riskClassCorrelations () const
void validate () const
const std::string & id () const