Reference manual - version orea_version
Orchestrates the processes covered by ORE, data loading, analytics and reporting. More...
#include <orea/app/oreapp.hpp>
Public Member Functions | |
| OREApp (QuantLib::ext::shared_ptr< Parameters > params, bool console=false, const boost::filesystem::path &logRootPath=boost::filesystem::path()) | |
| Constructor that uses ORE parameters and input data from files. | |
| OREApp (const QuantLib::ext::shared_ptr< InputParameters > &inputs, const std::string &logFile, Size logLevel=31, bool console=false, const boost::filesystem::path &logRootPath=boost::filesystem::path()) | |
| Constructor that assumes we have already assembled input parameters via API. | |
| virtual | ~OREApp () |
| Destructor. | |
| virtual void | run () |
| Runs analytics and generates reports after using the first OREApp c'tor. | |
| void | run (const std::vector< std::string > &marketData, const std::vector< std::string > &fixingData) |
| Runs analytics and generates reports after using the second OREApp c'tor. | |
| QuantLib::ext::shared_ptr< InputParameters > | getInputs () |
| std::set< std::string > | getAnalyticTypes () |
| std::set< std::string > | getSupportedAnalyticTypes () |
| const QuantLib::ext::shared_ptr< Analytic > & | getAnalytic (std::string type) |
| std::set< std::string > | getReportNames () |
| QuantLib::ext::shared_ptr< PlainInMemoryReport > | getReport (std::string reportName) |
| std::set< std::string > | getCubeNames () |
| QuantLib::ext::shared_ptr< NPVCube > | getCube (std::string cubeName) |
| std::set< std::string > | getMarketCubeNames () |
| QuantLib::ext::shared_ptr< AggregationScenarioData > | getMarketCube (std::string cubeName) |
| std::vector< std::string > | getErrors () |
| Real | getRunTime () |
| time for executing run(...) in seconds | |
| std::string | version () |
Protected Member Functions | |
| virtual void | analytics () |
| void | buildInputParameters (QuantLib::ext::shared_ptr< InputParameters > inputs, const QuantLib::ext::shared_ptr< Parameters > ¶ms) |
| Populate InputParameters object from classic ORE key-value pairs in Parameters. | |
| QuantLib::ext::shared_ptr< CSVLoader > | buildCsvLoader (const QuantLib::ext::shared_ptr< Parameters > ¶ms) |
| void | setupLog (const std::string &path, const std::string &file, QuantLib::Size mask, const boost::filesystem::path &logRootPath, const std::string &progressLogFile="", QuantLib::Size progressLogRotationSize=100 *1024 *1024, bool progressLogToConsole=false, const std::string &structuredLogFile="", QuantLib::Size structuredLogRotationSize=100 *1024 *1024) |
| set up logging | |
| void | closeLog () |
| remove logs | |
| void | initFromParams () |
| void | initFromInputs () |
Protected Attributes | |
| QuantLib::ext::shared_ptr< Parameters > | params_ |
| ORE Input parameters. | |
| QuantLib::ext::shared_ptr< InputParameters > | inputs_ |
| QuantLib::ext::shared_ptr< OutputParameters > | outputs_ |
| QuantLib::ext::shared_ptr< AnalyticsManager > | analyticsManager_ |
| QuantLib::ext::shared_ptr< StructuredLogger > | structuredLogger_ |
| boost::timer::cpu_timer | runTimer_ |
| string | logFile_ |
| Logging. | |
| Size | logMask_ |
| bool | console_ |
| string | outputPath_ |
| boost::filesystem::path | logRootPath_ |
| string | progressLogFile_ = "" |
| QuantLib::Size | progressLogRotationSize_ = 100 * 1024 * 1024 |
| bool | progressLogToConsole_ = false |
| string | structuredLogFile_ = "" |
| QuantLib::Size | structuredLogRotationSize_ = 100 * 1024 * 1024 |
| std::vector< std::string > | errorMessages_ |
Orchestrates the processes covered by ORE, data loading, analytics and reporting.