simmconfiguration.hpp File Reference

SIMM configuration interface. More...

#include <set>
#include <string>
#include <vector>
#include <ql/optional.hpp>
#include <orea/simm/crifconfiguration.hpp>
#include <orea/simm/crifrecord.hpp>
#include <ql/indexes/interestrateindex.hpp>
#include <ql/types.hpp>

Classes
class	SimmConfiguration
	Abstract base class defining the interface for a SIMM configuration. More...

Namespaces
namespace	ore
namespace	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::SimmSide &side)
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::RiskClass &rc)
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::MarginType &mt)
SimmConfiguration::SimmSide	parseSimmSide (const std::string &side)
SimmConfiguration::RiskClass	parseSimmRiskClass (const std::string &rc)
SimmConfiguration::MarginType	parseSimmMarginType (const std::string &mt)

Detailed Description

SIMM configuration interface.