Counterparty Manager. More...

#include <ored/portfolio/counterpartymanager.hpp>

Inheritance diagram for CounterpartyManager:

Public Member Functions
	CounterpartyManager ()
	default constructor
void	reset ()
	clears the manager of all data
const bool	empty ()
	checks if the manager is empty
bool	has (std::string id) const
	checks if object named id exists in manager
void	add (const QuantLib::ext::shared_ptr< CounterpartyInformation > &nettingSet)
	adds a new CounterpartyInformation object to manager
void	addCorrelation (const std::string &cpty1, const std::string &cpty2, QuantLib::Real correlation)
	adds a new CounterpartyInformation object to manager
QuantLib::ext::shared_ptr< CounterpartyInformation >	get (std::string id) const
	extracts a pointer to a CounterpartyInformation from manager
std::vector< std::string >	uniqueKeys () const
	vector containing the ids of all objects stored in manager
const QuantLib::ext::shared_ptr< CounterpartyCorrelationMatrix > &	counterpartyCorrelations () const
const std::map< std::string, const QuantLib::ext::shared_ptr< CounterpartyInformation > > &	counterpartyInformation () const
void	fromXML (ore::data::XMLNode *node) override
	loads NettingSetDefinition object from XML
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
	writes object to XML
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

Counterparty Manager.

This class is a container for a counterparty level information that is relevant for credit risk and credit risk capital calculation.

Member Function Documentation

◆ fromXML()

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

overridevirtual

loads NettingSetDefinition object from XML

Implements XMLSerializable.

◆ toXML()

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