crif.hpp File Reference

Struct for holding CRIF records. More...

#include <boost/multi_index/detail/hash_index_iterator.hpp>
#include <orea/simm/crifrecord.hpp>
#include <ored/report/report.hpp>
#include <ored/marketdata/market.hpp>
#include <boost/bimap.hpp>
#include <boost/multi_index/composite_key.hpp>
#include <boost/multi_index/mem_fun.hpp>
#include <boost/multi_index/identity.hpp>
#include <boost/multi_index/member.hpp>
#include <boost/multi_index/ordered_index.hpp>
#include <boost/multi_index_container.hpp>
#include <ored/portfolio/nettingsetdetails.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <string>
#include <boost/variant.hpp>

Classes
class	SlimCrifRecord
struct	QualifierTag
struct	BucketTag
struct	QualifierBucketTag
struct	RiskTypeTag
struct	crifRecordIsSimmParameter
class	Crif

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs

typedef boost::multi_index_container< SlimCrifRecord, boost::multi_index::indexed_by< boost::multi_index::ordered_unique< boost::multi_index::identity< SlimCrifRecord > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< QualifierTag >, boost::multi_index::composite_key< SlimCrifRecord, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::nettingSetDetails >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::ProductClass &, &SlimCrifRecord::productClass >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::RiskType &, &SlimCrifRecord::riskType >, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::qualifier > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< BucketTag >, boost::multi_index::composite_key< SlimCrifRecord, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::nettingSetDetails >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::ProductClass &, &SlimCrifRecord::productClass >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::RiskType &, &SlimCrifRecord::riskType >, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::bucket > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< QualifierBucketTag >, boost::multi_index::composite_key< SlimCrifRecord, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::nettingSetDetails >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::ProductClass &, &SlimCrifRecord::productClass >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::RiskType &, &SlimCrifRecord::riskType >, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::qualifier >, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::bucket > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< RiskTypeTag >, boost::multi_index::composite_key< SlimCrifRecord, boost::multi_index::const_mem_fun< SlimCrifRecord, const int &, &SlimCrifRecord::nettingSetDetails >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::ProductClass &, &SlimCrifRecord::productClass >, boost::multi_index::const_mem_fun< SlimCrifRecord, const CrifRecord::RiskType &, &SlimCrifRecord::riskType > > > > >

SlimCrifRecordContainer

Functions
std::ostream &	operator<< (std::ostream &out, const SlimCrifRecord &cr)
	Enable writing of a CrifRecord.

Detailed Description

Struct for holding CRIF records.