crifrecord.hpp File Reference

Struct for holding a CRIF record. More...

#include <ored/portfolio/nettingsetdetails.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <string>
#include <variant>

Classes
struct	CrifRecord

Namespaces
	ore
	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const CrifRecord &cr)
	Enable writing of a CrifRecord.
std::ostream &	operator<< (std::ostream &out, const CrifRecord::RiskType &rt)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::ProductClass &pc)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::CurvatureScenario &scenario)
CrifRecord::RiskType	parseRiskType (const std::string &rt)
CrifRecord::ProductClass	parseProductClass (const std::string &pc)
CrifRecord::CurvatureScenario	parseFrtbCurvatureScenario (const std::string &scenario)

Detailed Description

Struct for holding a CRIF record.