Netting Set Manager. More...
#include <ored/portfolio/nettingsetmanager.hpp>
Public Member Functions | |
NettingSetManager () | |
void | reset () |
const bool | empty () const |
const bool | calculateIMAmount () const |
const std::set< NettingSetDetails > | calculateIMNettingSets () const |
bool | has (const string &id) const |
bool | has (const NettingSetDetails &nettingSetDetails) const |
void | add (const boost::shared_ptr< NettingSetDefinition > &nettingSet) |
boost::shared_ptr< NettingSetDefinition > | get (const string &id) const |
boost::shared_ptr< NettingSetDefinition > | get (const NettingSetDetails &nettingSetDetails) const |
vector< NettingSetDetails > | uniqueKeys () const |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) override |
const std::map< NettingSetDetails, const boost::shared_ptr< NettingSetDefinition > > & | nettingSetDefinitions () |
Public Member Functions inherited from XMLSerializable | |
void | fromFile (const std::string &filename) |
void | toFile (const std::string &filename) |
void | fromXMLString (const std::string &xml) |
Parse from XML string. | |
std::string | toXMLString () |
Parse from XML string. | |
Netting Set Manager.
This class is a manager to store netting set definitions
default constructor
void reset | ( | ) |
clears the manager of all data
const bool empty | ( | ) | const |
checks if the manager is empty
const bool calculateIMAmount | ( | ) | const |
checks if at least one of the netting set definitions has calculateIMAmount = true
const std::set<NettingSetDetails> calculateIMNettingSets | ( | ) | const |
returns the list of netting sets for which SIMM will be calculated as IM
bool has | ( | const string & | id | ) | const |
checks if object named id exists in manager
bool has | ( | const NettingSetDetails & | nettingSetDetails | ) | const |
checks if object with the given nettingSetDetails exists in manager
void add | ( | const boost::shared_ptr< NettingSetDefinition > & | nettingSet | ) |
adds a new NettingSetDefinition object to manager
boost::shared_ptr<NettingSetDefinition> get | ( | const string & | id | ) | const |
extracts a pointer to a NettingSetDefinition from manager
vector<NettingSetDetails> uniqueKeys | ( | ) | const |
vector containing the ids of all objects stored in manager