CrifRecord Struct Reference

#include <orea/simm/crifrecord.hpp>

Public Member Functions
	CrifRecord (std::string tradeId, std::string tradeType, NettingSetDetails nettingSetDetails, SimmConfiguration::ProductClass productClass, SimmConfiguration::RiskType riskType, std::string qualifier, std::string bucket, std::string label1, std::string label2, std::string amountCurrency, QuantLib::Real amount, QuantLib::Real amountUsd, std::string imModel="", std::string collectRegulations="", std::string postRegulations="", std::string endDate="", std::map< std::string, std::string > additionalFields={})
	CrifRecord (std::string tradeId, std::string tradeType, std::string portfolioId, SimmConfiguration::ProductClass productClass, SimmConfiguration::RiskType riskType, std::string qualifier, std::string bucket, std::string label1, std::string label2, std::string amountCurrency, QuantLib::Real amount, QuantLib::Real amountUsd, std::string imModel="", std::string collectRegulations="", std::string postRegulations="", std::string endDate="", std::map< std::string, std::string > additionalFields={})
bool	hasAmountCcy () const
bool	hasAmount () const
bool	hasAmountUsd () const
bool	hasResultCcy () const
bool	hasAmountResultCcy () const
bool	requiresAmountUsd () const
bool	isSimmParameter () const
bool	operator< (const CrifRecord &cr) const
	Define how CRIF records are compared.
bool	operator== (const CrifRecord &cr) const

Static Public Member Functions
static bool	amountCcyLTCompare (const CrifRecord &cr1, const CrifRecord &cr2)
static bool	amountCcyEQCompare (const CrifRecord &cr1, const CrifRecord &cr2)

Public Attributes
std::string	tradeId
std::string	portfolioId
SimmConfiguration::ProductClass	productClass = SimmConfiguration::ProductClass::Empty
SimmConfiguration::RiskType	riskType = SimmConfiguration::RiskType::Notional
std::string	qualifier
std::string	bucket
std::string	label1
std::string	label2
std::string	amountCurrency
QuantLib::Real	amount = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	amountUsd = QuantLib::Null<QuantLib::Real>()
std::string	resultCurrency
QuantLib::Real	amountResultCcy = QuantLib::Null<QuantLib::Real>()
std::string	tradeType
std::string	agreementType
std::string	callType
std::string	initialMarginType
std::string	legalEntityId
NettingSetDetails	nettingSetDetails
std::string	imModel
std::string	collectRegulations
std::string	postRegulations
std::string	endDate
std::map< std::string, std::string >	additionalFields

Static Public Attributes
static std::map< QuantLib::Size, std::set< std::string > >	additionalHeaders

Detailed Description

A container for holding single CRIF records or aggregated CRIF records. A CRIF record is a row of the CRIF file outlined in the document: ISDA SIMM Methodology, Risk Data Standards. Version 1.36: 1 February 2017. or an updated version thereof.