StringStreamCrifLoader Class Reference

Inheritance diagram for StringStreamCrifLoader:

Public Member Functions
	StringStreamCrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, bool allowUseCounterpartyTrade=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A")
Public Member Functions inherited from CrifLoader
	CrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, bool allowUseCounterpartyTrade=true)
virtual	~CrifLoader ()
virtual QuantLib::ext::shared_ptr< Crif >	loadCrif ()
const QuantLib::ext::shared_ptr< SimmConfiguration > &	simmConfiguration ()
	SIMM configuration getter.

Protected Member Functions
QuantLib::ext::shared_ptr< Crif >	loadCrifImpl () override
QuantLib::ext::shared_ptr< Crif >	loadFromStream (std::stringstream &&stream)
	Core CRIF loader from generic istream.
virtual std::stringstream	stream () const =0
void	processHeader (const std::vector< std::string > &headers)
	Process the elements of a header line of a CRIF file.
bool	process (const std::vector< std::string > &entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, const QuantLib::ext::shared_ptr< Crif > &result, std::vector< std::tuple< std::string, std::string, std::string, std::string > > &structuredErrors)
Protected Member Functions inherited from CrifLoader
void	addRecordToCrif (const QuantLib::ext::shared_ptr< Crif > &crif, CrifRecord &&recordToAdd) const
void	validateSimmRecord (const CrifRecord &cr) const
	Check if the record is a valid Simm Crif Record.
void	currencyOverrides (CrifRecord &crifRecord) const
	Override currency codes.
void	updateMapping (const CrifRecord &cr) const
	update bucket mappings

Protected Attributes
std::map< QuantLib::Size, QuantLib::Size >	columnIndex_
std::map< QuantLib::Size, std::set< std::string > >	additionalHeadersIndexMap_
char	eol_
char	delim_
char	quoteChar_
char	escapeChar_
std::string	nullString_
Protected Attributes inherited from CrifLoader
QuantLib::ext::shared_ptr< SimmConfiguration >	configuration_
	Simm configuration that is used during loading of CRIF records.
std::vector< std::set< std::string > >	additionalHeaders_
	Defines accepted column headers, beyond required and optional headers, see crifloader.cpp.
bool	updateMapper_
bool	aggregateTrades_
bool	allowUseCounterpartyTrade_

Additional Inherited Members
Static Protected Attributes inherited from CrifLoader
static std::map< QuantLib::Size, std::set< std::string > >	requiredHeaders
	Map giving required CRIF file headers and their allowable alternatives.
static std::map< QuantLib::Size, std::set< std::string > >	optionalHeaders
	Map giving optional CRIF file headers and their allowable alternatives.

Member Function Documentation

loadCrifImpl()

QuantLib::ext::shared_ptr< Crif > loadCrifImpl ( )

overrideprotectedvirtual

Implements CrifLoader.

process()

bool process ( const std::vector< std::string > & entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, const QuantLib::ext::shared_ptr< Crif > & result, std::vector< std::tuple< std::string, std::string, std::string, std::string > > & structuredErrors )

protected

Process a line of a CRIF file and return true if valid line or false if an invalid line

Member Data Documentation

columnIndex_

std::map<QuantLib::Size, QuantLib::Size> columnIndex_

protected

Internal map from known index of CRIF record member to file column For example, give trade ID an index of 0 and find the column index of trade ID in the CRIF file e.g. n. The map entry would be [0, n]