simmtradedata.hpp File Reference

Class for holding a subset of trade data relevant for ISDA SIMM and CRIF generation. More...

#include <orea/simm/simmconfiguration.hpp>
#include <ored/marketdata/market.hpp>
#include <ored/portfolio/nettingsetdetails.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/referencedata.hpp>
#include <map>
#include <set>

Classes
class	SimmTradeData
class	SimmTradeData::TradeAttributes
	Class to hold additional trade attributes that may be needed during CRIF generation. More...
class	map< K, T >
	STL class. More...
class	vector< T >
	STL class. More...
class	pair< T1, T2 >
	STL class. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Class for holding a subset of trade data relevant for ISDA SIMM and CRIF generation.