CollateralBalances Class Reference

Collateral Balances. More...

#include <ored/portfolio/collateralbalance.hpp>

Inheritance diagram for CollateralBalances:

Public Member Functions
	CollateralBalances ()
void	reset ()
const bool	empty ()
bool	has (const std::string &nettingSetId) const
bool	has (const NettingSetDetails &nettingSetDetails) const
void	add (const QuantLib::ext::shared_ptr< CollateralBalance > &cb)
const QuantLib::ext::shared_ptr< CollateralBalance > &	get (const std::string &nettingSetId) const
const QuantLib::ext::shared_ptr< CollateralBalance > &	get (const NettingSetDetails &nettingSetDetails) const
void	currentIM (const std::string &baseCurrency, std::map< std::string, QuantLib::Real > &currentIM)
void	fromXML (ore::data::XMLNode *node) override
ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) const override
const std::map< NettingSetDetails, QuantLib::ext::shared_ptr< CollateralBalance > > &	collateralBalances ()
Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename) const
void	fromXMLString (const std::string &xml)
	Parse from XML string.
std::string	toXMLString () const
	Parse from XML string.

Detailed Description

Collateral Balances.

This class hold collateral balances

Constructor & Destructor Documentation

CollateralBalances()

CollateralBalances

(

)

default constructor

Member Function Documentation

reset()

void reset

(

)

clears the manager of all data

empty()

const bool empty

(

)

checks if there are any collateral balance entries

has() [1/2]

bool has

(

const std::string &

nettingSetId

)

const

checks if object named nettingSetId exists in manager

has() [2/2]

bool has

(

const NettingSetDetails &

nettingSetDetails

)

const

checks if object with the given nettingSetDetails exists in manager

add()

void add

(

const QuantLib::ext::shared_ptr< CollateralBalance > &

cb

)

adds a new collateral balance to manager

get()

const QuantLib::ext::shared_ptr<CollateralBalance>& get

(

const std::string &

nettingSetId

)

const

extracts a collateral balance from manager

currentIM()

void currentIM	(	const std::string &	baseCurrency,
		std::map< std::string, QuantLib::Real > &	currentIM
	)

gets currentIM for DIM calculation