simmconfiguration.hpp File Reference

SIMM configuration interface. More...

#include <set>
#include <string>
#include <vector>
#include <boost/optional.hpp>
#include <orea/simm/crifconfiguration.hpp>
#include <orea/simm/crifrecord.hpp>
#include <ql/indexes/interestrateindex.hpp>
#include <ql/types.hpp>

Classes
class	SimmConfiguration
	Abstract base class defining the interface for a SIMM configuration. More...

Namespaces
	ore
	ore::analytics

Functions
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::SimmSide &side)
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::RiskClass &rc)
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::MarginType &mt)
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::IMModel &model)
std::ostream &	operator<< (std::ostream &out, const SimmConfiguration::Regulation &regulation)
SimmConfiguration::SimmSide	parseSimmSide (const std::string &side)
SimmConfiguration::RiskClass	parseSimmRiskClass (const std::string &rc)
SimmConfiguration::MarginType	parseSimmMarginType (const std::string &mt)
SimmConfiguration::IMModel	parseIMModel (const std::string &pc)
SimmConfiguration::Regulation	parseRegulation (const std::string &regulation)
std::string	combineRegulations (const std::string &, const std::string &)
std::set< std::string >	parseRegulationString (const std::string &regsString, const std::set< std::string > &valueIfEmpty={"Unspecified"})
	Reads a string containing regulations applicable for a given CRIF record.
std::string	sortRegulationString (const std::string &regsString)
std::string	removeRegulations (const std::string &regsString, const std::vector< std::string > &regsToRemove)
	Removes a given vector of regulations from a string of regulations and returns a string with the regulations removed.
std::string	filterRegulations (const std::string &regsString, const std::vector< std::string > &regsToFilter)
SimmConfiguration::Regulation	getWinningRegulation (const std::vector< std::string > &winningRegulations)
	From a vector of regulations, determine the winning regulation based on order of priority.

Detailed Description

SIMM configuration interface.