Collateral Balances. More...

#include <ored/portfolio/collateralbalance.hpp>

Inheritance diagram for CollateralBalances:

Public Member Functions
	CollateralBalances ()
void	reset ()
const bool	empty ()
bool	has (const std::string &nettingSetId) const
bool	has (const NettingSetDetails &nettingSetDetails) const
void	add (const QuantLib::ext::shared_ptr< CollateralBalance > &cb, const bool overwrite=false)
const QuantLib::ext::shared_ptr< CollateralBalance > &	get (const std::string &nettingSetId) const
const QuantLib::ext::shared_ptr< CollateralBalance > &	get (const NettingSetDetails &nettingSetDetails) const
void	currentIM (const std::string &baseCurrency, std::map< std::string, QuantLib::Real > &currentIM)
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const std::map< NettingSetDetails, QuantLib::ext::shared_ptr< CollateralBalance > > &	collateralBalances ()
Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename) const
void	fromXMLString (const std::string &xml)
	Parse from XML string.
std::string	toXMLString () const
	Parse from XML string.
std::string	toXMLStringUnformatted () const

Detailed Description

Collateral Balances.

This class hold collateral balances

Constructor & Destructor Documentation

◆ CollateralBalances()

CollateralBalances ( )

default constructor

Member Function Documentation

◆ reset()

void reset ( )

clears the manager of all data

◆ empty()

const bool empty ( )

checks if there are any collateral balance entries

◆ has() [1/2]

bool has ( const std::string & nettingSetId ) const

checks if object named nettingSetId exists in manager

◆ has() [2/2]

bool has ( const NettingSetDetails & nettingSetDetails ) const

checks if object with the given nettingSetDetails exists in manager

◆ add()

void add	(	const QuantLib::ext::shared_ptr< CollateralBalance > &	cb,
		const bool	overwrite = false )

adds a new collateral balance to manager

◆ get()

const QuantLib::ext::shared_ptr< CollateralBalance > & get ( const std::string & nettingSetId ) const

extracts a collateral balance from manager

◆ currentIM()

void currentIM	(	const std::string &	baseCurrency,
		std::map< std::string, QuantLib::Real > &	currentIM )

gets currentIM for DIM calculation

◆ fromXML()

void fromXML ( ore::data::XMLNode * node )

overridevirtual

Implements XMLSerializable.

◆ toXML()

ore::data::XMLNode * toXML ( ore::data::XMLDocument & doc ) const