crifrecord.hpp File Reference

Struct for holding a CRIF record. More...

#include <ored/portfolio/nettingsetdetails.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <string>
#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>

Classes
struct	CrifRecord

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs
typedef boost::multi_index_container< CrifRecord, boost::multi_index::indexed_by< boost::multi_index::ordered_unique< boost::multi_index::identity< CrifRecord > > > >	CrifRecordContainer

Functions
std::ostream &	operator<< (std::ostream &out, const CrifRecord &cr)
	Enable writing of a CrifRecord.
std::ostream &	operator<< (std::ostream &out, const CrifRecord::RiskType &rt)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::ProductClass &pc)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::IMModel &model)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::CapitalModel &capitalModel)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::Regulation &regulation)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::SaccrRegulation &saccrRegulation)
std::ostream &	operator<< (std::ostream &out, const std::set< CrifRecord::Regulation > &regulation)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::CurvatureScenario &scenario)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::RecordType &recordType)
CrifRecord::RiskType	parseRiskType (const std::string &rt)
CrifRecord::ProductClass	parseProductClass (const std::string &pc)
CrifRecord::CurvatureScenario	parseFrtbCurvatureScenario (const std::string &scenario)
CrifRecord::IMModel	parseIMModel (const std::string &pc)
CrifRecord::Regulation	parseRegulation (const std::string &regulation)
std::string	combineRegulations (const std::string &, const std::string &)
std::set< CrifRecord::Regulation >	parseRegulationString (const std::string &regsString, const std::set< CrifRecord::Regulation > &valueIfEmpty={})
	Reads a string containing regulations applicable for a given CRIF record.
std::set< CrifRecord::Regulation >	removeRegulations (const std::set< CrifRecord::Regulation > &regs, const std::set< CrifRecord::Regulation > &regsToRemove)
	Removes a given vector of regulations from a string of regulations and returns a string with the regulations removed.
std::set< CrifRecord::Regulation >	filterRegulations (const std::set< CrifRecord::Regulation > &regs, const std::set< CrifRecord::Regulation > &regsToFilter)
CrifRecord::Regulation	getWinningRegulation (const std::set< CrifRecord::Regulation > &winningRegulations)
	From a vector of regulations, determine the winning regulation based on order of priority.
std::string	regulationsToString (const std::set< CrifRecord::Regulation > &regs)

Detailed Description

Struct for holding a CRIF record.