Inheritance diagram for SimmBucketMapperBase:

Public Member Functions
	SimmBucketMapperBase (const boost::shared_ptr< ore::data::ReferenceDataManager > &refDataManager=nullptr, const boost::shared_ptr< SimmBasicNameMapper > &nameMapper=nullptr)
	Default constructor that adds fixed known mappings.

std::string	bucket (const SimmConfiguration::RiskType &riskType, const std::string &qualifier) const override

bool	hasBuckets (const SimmConfiguration::RiskType &riskType) const override
	Check if the given SIMM RiskType has a bucket structure.

bool	has (const SimmConfiguration::RiskType &riskType, const std::string &qualifier, boost::optional< bool > fallback=boost::none) const override
	Check if the given `riskType` and `qualifier` has a valid mapping.

Public Member Functions inherited from SimmBucketMapper
virtual	~SimmBucketMapper ()
	Destructor.

Public Member Functions inherited from XMLSerializable
void	fromXMLString (const std::string &xml)

std::string	toXMLString ()

Serialisation
std::map< SimmConfiguration::RiskType, std::map< std::string, std::set< BucketMapping > > >	bucketMapping_

std::set< SimmConfiguration::RiskType >	rtWithBuckets_
	Set of SIMM risk types that have buckets.

ore::data::XMLNode *	toXML (ore::data::XMLDocument &) override

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

void	addMapping (const SimmConfiguration::RiskType &riskType, const std::string &qualifier, const std::string &bucket, const std::string &validFrom="", const std::string &validTo="", bool fallback=false) override
	Add a single `bucket` mapping for `qualifier` with risk type `riskType`. More...

void	setSimmNameMapper (const boost::shared_ptr< SimmBasicNameMapper > nameMapper)
	Set the Reference data manager.

void	setRefDataManger (const boost::shared_ptr< ore::data::BasicReferenceDataManager > &refDataManager)
	Set the Reference data manager.

const std::set< FailedMapping > &	failedMappings () const override

virtual std::string	irBucket (const std::string &qualifier) const

void	checkRiskType (const SimmConfiguration::RiskType &riskType) const
	Check the risk type before adding a mapping entry.

Member Function Documentation

◆ bucket()

std::string bucket	(	const SimmConfiguration::RiskType &	riskType,
		const std::string &	qualifier
	)		const

overridevirtual

Return the SIMM bucket for a given SIMM RiskType and SIMM Qualifier. An error is thrown if there is no bucket for the combination.

void addMapping	(	const SimmConfiguration::RiskType &	riskType,
		const std::string &	qualifier,
		const std::string &	bucket,
		const std::string &	validFrom = `""`,
		const std::string &	validTo = `""`,
		bool	fallback = `false`
	)

overridevirtual

Add a single bucket mapping for qualifier with risk type riskType.

virtual std::string irBucket ( const std::string & qualifier ) const

protectedvirtual

Simple logic for RiskType Risk_IRCurve. Qualifier is a currency code and this is checked here.

std::map<SimmConfiguration::RiskType, std::map<std::string, std::set<BucketMapping> > > bucketMapping_

protected

Map from SIMM RiskType to another map that holds the SIMM Qualifier to SIMM bucket mappings