smrc.hpp File Reference

class for SMRC trade data More...

#include <map>
#include <utility>
#include <vector>
#include <ql/tuple.hpp>
#include <boost/tuple/tuple_comparison.hpp>
#include <ql/time/period.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <ored/portfolio/nettingsetmanager.hpp>
#include <ored/report/report.hpp>
#include <ored/portfolio/counterpartymanager.hpp>
#include <ored/portfolio/collateralbalance.hpp>

Classes
class	SMRC
	Compute standardize market risk capital charge. More...
struct	SMRC::TradeData

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

class for SMRC trade data