IMScheduleResults Class Reference

#include <orea/simm/imscheduleresults.hpp>

Public Member Functions
	IMScheduleResults (const std::string &ccy="")
void	add (const CrifRecord::ProductClass &pc, const std::string &calculationCurrency, const QuantLib::Real grossIM, const QuantLib::Real grossRC, const QuantLib::Real netRC, const QuantLib::Real ngr, const QuantLib::Real scheduleIM)
IMScheduleResult	get (const CrifRecord::ProductClass &pc) const
	Convert Schedule IM amounts to a different currency. More...
bool	has (const CrifRecord::ProductClass &pc) const
bool	empty () const
	Return true if the container is empty, otherwise false.
void	clear ()
	Clear the results from the container.
const std::map< CrifRecord::ProductClass, IMScheduleResult > &	data () const
	Return the map containing the results.
const std::string &	currency () const
std::string &	currency ()

Detailed Description

A container for Schedule IM results broken down by product class, risk class and margin type.

Member Function Documentation

add()

void add	(	const CrifRecord::ProductClass &	pc,
		const std::string &	calculationCurrency,
		const QuantLib::Real	grossIM,
		const QuantLib::Real	grossRC,
		const QuantLib::Real	netRC,
		const QuantLib::Real	ngr,
		const QuantLib::Real	scheduleIM
	)

Add initial margin value im to the results container for the given combination of Schedule product class, risk class and margin type

Remarks

If there is already a result in the container for that combination, it is overwritten. Can check this using the has method before adding.

get()

IMScheduleResult get

(

const CrifRecord::ProductClass &

pc

)

const

Convert Schedule IM amounts to a different currency.

Get the initial margin value from the results container for the given combination of Schedule product class, risk class and margin type

Warning:

returns QuantLib::Null<QuantLib::Real> if there is no initial margin value in the results for the given combination. Can avoid this by first checking the results using the has method.

has()

bool has

(

const CrifRecord::ProductClass &

pc

)

const

Check if there is an initial margin value in the results container for the given combination of Schedule product class, risk class and margin type