crifrecord.hpp File Reference

Struct for holding a CRIF record. More...

#include <orea/simm/simmconfiguration.hpp>
#include <ored/portfolio/nettingsetdetails.hpp>
#include <boost/multi_index/composite_key.hpp>
#include <boost/multi_index/identity.hpp>
#include <boost/multi_index/member.hpp>
#include <boost/multi_index/ordered_index.hpp>
#include <boost/multi_index_container.hpp>
#include <string>

Classes
struct	CrifRecord
struct	TradeIdTag
struct	PortfolioTag
struct	ProductClassTag
struct	RiskTypeTag
struct	BucketTag
struct	BucketQualifierTag
struct	QualifierTag
struct	NoProductClassQualifierTag
struct	OnlyRiskTypeTag

Namespaces
	ore
	ore::analytics

Typedefs
typedef boost::multi_index_container< CrifRecord, boost::multi_index::indexed_by< boost::multi_index::ordered_unique< boost::multi_index::identity< CrifRecord > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< TradeIdTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, std::string, &CrifRecord::tradeId > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< PortfolioTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< OnlyRiskTypeTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, SimmConfiguration::RiskType, &CrifRecord::riskType > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< ProductClassTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails >, boost::multi_index::member< CrifRecord, SimmConfiguration::ProductClass, &CrifRecord::productClass > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< RiskTypeTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails >, boost::multi_index::member< CrifRecord, SimmConfiguration::ProductClass, &CrifRecord::productClass >, boost::multi_index::member< CrifRecord, SimmConfiguration::RiskType, &CrifRecord::riskType > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< QualifierTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails >, boost::multi_index::member< CrifRecord, SimmConfiguration::ProductClass, &CrifRecord::productClass >, boost::multi_index::member< CrifRecord, SimmConfiguration::RiskType, &CrifRecord::riskType >, boost::multi_index::member< CrifRecord, std::string, &CrifRecord::qualifier > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< NoProductClassQualifierTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails >, boost::multi_index::member< CrifRecord, SimmConfiguration::RiskType, &CrifRecord::riskType >, boost::multi_index::member< CrifRecord, std::string, &CrifRecord::qualifier > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< BucketQualifierTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails >, boost::multi_index::member< CrifRecord, SimmConfiguration::ProductClass, &CrifRecord::productClass >, boost::multi_index::member< CrifRecord, SimmConfiguration::RiskType, &CrifRecord::riskType >, boost::multi_index::member< CrifRecord, std::string, &CrifRecord::bucket >, boost::multi_index::member< CrifRecord, std::string, &CrifRecord::qualifier > > >, boost::multi_index::ordered_non_unique< boost::multi_index::tag< BucketTag >, boost::multi_index::composite_key< CrifRecord, boost::multi_index::member< CrifRecord, NettingSetDetails, &CrifRecord::nettingSetDetails >, boost::multi_index::member< CrifRecord, SimmConfiguration::ProductClass, &CrifRecord::productClass >, boost::multi_index::member< CrifRecord, SimmConfiguration::RiskType, &CrifRecord::riskType >, boost::multi_index::member< CrifRecord, std::string, &CrifRecord::bucket > > > > >	SimmNetSensitivities

Functions
std::ostream &	operator<< (std::ostream &out, const CrifRecord &cr)
	Enable writing of a CrifRecord.

Detailed Description

Struct for holding a CRIF record.