Reference manual - version orea_version
Inheritance diagram for StringStreamCrifLoader:Public Member Functions | |
| StringStreamCrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string >> &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A") | |
| Public Member Functions inherited from CrifLoader | |
| CrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string >> &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true) | |
| virtual | ~CrifLoader () |
| virtual Crif | loadCrif () |
| const QuantLib::ext::shared_ptr< SimmConfiguration > & | simmConfiguration () |
| SIMM configuration getter. | |
Protected Member Functions | |
| Crif | loadCrifImpl () override |
| Crif | loadFromStream (std::stringstream &&stream) |
| Core CRIF loader from generic istream. | |
| virtual std::stringstream | stream () const =0 |
| void | processHeader (const std::vector< std::string > &headers) |
| Process the elements of a header line of a CRIF file. | |
| bool | process (const std::vector< std::string > &entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, Crif &result) |
| Protected Member Functions inherited from CrifLoader | |
| void | addRecordToCrif (Crif &crif, CrifRecord &&recordToAdd) const |
| void | validateSimmRecord (const CrifRecord &cr) const |
| Check if the record is a valid Simm Crif Record. | |
| void | currencyOverrides (CrifRecord &crifRecord) const |
| Override currency codes. | |
| void | updateMapping (const CrifRecord &cr) const |
| update bucket mappings | |
Protected Attributes | |
| std::map< QuantLib::Size, QuantLib::Size > | columnIndex_ |
| std::map< QuantLib::Size, std::set< std::string > > | additionalHeadersIndexMap_ |
| char | eol_ |
| char | delim_ |
| char | quoteChar_ |
| char | escapeChar_ |
| std::string | nullString_ |
| Protected Attributes inherited from CrifLoader | |
| QuantLib::ext::shared_ptr< SimmConfiguration > | configuration_ |
| Simm configuration that is used during loading of CRIF records. | |
| std::vector< std::set< std::string > > | additionalHeaders_ |
| Defines accepted column headers, beyond required and optional headers, see crifloader.cpp. | |
| bool | updateMapper_ |
| bool | aggregateTrades_ |
Additional Inherited Members | |
| Static Protected Attributes inherited from CrifLoader | |
| static std::map< QuantLib::Size, std::set< std::string > > | requiredHeaders |
| Map giving required CRIF file headers and their allowable alternatives. | |
| static std::map< QuantLib::Size, std::set< std::string > > | optionalHeaders |
| Map giving optional CRIF file headers and their allowable alternatives. | |
|
protected |
Process a line of a CRIF file and return true if valid line or false if an invalid line
|
protected |
Internal map from known index of CRIF record member to file column For example, give trade ID an index of 0 and find the column index of trade ID in the CRIF file e.g. n. The map entry would be [0, n]
