utilities.hpp File Reference

supporting utilities More...

#include <ored/portfolio/trade.hpp>
#include <orea/simm/simmbucketmapper.hpp>
#include <orea/simm/simmconfiguration.hpp>
#include <ql/math/matrix.hpp>
#include <string>
#include <vector>

Namespaces
	ore
	ore::analytics

Enumerations
enum class	SimmVersion {   V1_0 , V1_1 , V1_2 , V1_3 ,   V1_3_38 , V2_0 , V2_1 , V2_2 ,   V2_3 , V2_3_8 , V2_5 , V2_5A ,   V2_6 }
	Ordered SIMM versions.

Functions
std::vector< std::string >	loadFactorList (const std::string &inputFileName, const char delim='\n')
std::vector< std::vector< double > >	loadScenarios (const std::string &inputFileName, const char delim='\n')
QuantLib::Matrix	loadCovarianceMatrix (const std::string &inputFileName, const char delim='\n')
SimmVersion	parseSimmVersion (const std::string &version)
boost::shared_ptr< SimmConfiguration >	buildSimmConfiguration (const std::string &simmVersion, const boost::shared_ptr< SimmBucketMapper > &simmBucketMapper, const QuantExt::Size &mporDays=10)
std::string	escapeCommaSeparatedList (const std::string &str, const char &csvQuoteChar)

Detailed Description

supporting utilities