#include <orea/simm/simmresults.hpp>

Public Types
typedef SimmConfiguration::ProductClass	ProductClass

typedef SimmConfiguration::RiskClass	RiskClass

typedef SimmConfiguration::MarginType	MarginType

typedef std::tuple< ProductClass, RiskClass, MarginType, std::string >	Key

Public Member Functions
	SimmResults (const std::string &resultCcy="", const std::string &calcCcy="")

void	add (const SimmConfiguration::ProductClass &pc, const SimmConfiguration::RiskClass &rc, const SimmConfiguration::MarginType &mt, const std::string &b, QuantLib::Real im, const std::string &resultCurrency, const std::string &calculationCurrency, const bool overwrite)

void	convert (const boost::shared_ptr< ore::data::Market > &market, const std::string &currency)
	Convert SIMM amounts to a different currency.

void	convert (QuantLib::Real fxSpot, const std::string &currency)

QuantLib::Real	get (const SimmConfiguration::ProductClass &pc, const SimmConfiguration::RiskClass &rc, const SimmConfiguration::MarginType &mt, const std::string b) const

bool	has (const SimmConfiguration::ProductClass &pc, const SimmConfiguration::RiskClass &rc, const SimmConfiguration::MarginType &mt, const std::string b) const

bool	empty () const
	Return true if the container is empty, otherwise false.

void	clear ()
	Clear the results from the container.

const std::map< Key, QuantLib::Real > &	data () const
	Return the map containing the results.

std::map< Key, QuantLib::Real > &	data ()

std::string &	resultCurrency ()

const std::string &	resultCurrency () const

std::string &	calculationCurrency ()

const std::string &	calculationCurrency () const

Detailed Description

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

Member Function Documentation

void add	(	const SimmConfiguration::ProductClass &	pc,
		const SimmConfiguration::RiskClass &	rc,
		const SimmConfiguration::MarginType &	mt,
		const std::string &	b,
		QuantLib::Real	im,
		const std::string &	resultCurrency,
		const std::string &	calculationCurrency,
		const bool	overwrite
	)

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

Remarks: If there is already a result in the container for that combination, it is overwritten if overwrite=true. Otherwise, the amounts are added together. Can check this using the has method before adding.

QuantLib::Real get	(	const SimmConfiguration::ProductClass &	pc,
		const SimmConfiguration::RiskClass &	rc,
		const SimmConfiguration::MarginType &	mt,
		const std::string	b
	)		const

Get the initial margin value from the results container for the given combination of SIMM 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.

bool has	(	const SimmConfiguration::ProductClass &	pc,
		const SimmConfiguration::RiskClass &	rc,
		const SimmConfiguration::MarginType &	mt,
		const std::string	b
	)		const

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