Netting Set Manager. More...

#include <ored/portfolio/nettingsetmanager.hpp>

Inheritance diagram for NettingSetManager:

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 QuantLib::ext::shared_ptr< NettingSetDefinition > &nettingSet)

QuantLib::ext::shared_ptr< NettingSetDefinition >	get (const string &id) const

QuantLib::ext::shared_ptr< NettingSetDefinition >	get (const NettingSetDetails &nettingSetDetails) const

vector< NettingSetDetails >	uniqueKeys () const

void	fromXML (XMLNode *node) override

XMLNode *	toXML (XMLDocument &doc) const override

const std::map< NettingSetDetails, const QuantLib::ext::shared_ptr< NettingSetDefinition > > &	nettingSetDefinitions ()

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

Netting Set Manager.

This class is a manager to store netting set definitions

Constructor & Destructor Documentation

◆ NettingSetManager()

NettingSetManager ( )

default constructor

Member Function Documentation

◆ reset()

void reset ( )

clears the manager of all data

◆ empty()

const bool empty ( ) const

checks if the manager is empty

◆ calculateIMAmount()

const bool calculateIMAmount ( ) const

checks if at least one of the netting set definitions has calculateIMAmount = true

◆ calculateIMNettingSets()

const std::set<NettingSetDetails> calculateIMNettingSets ( ) const

returns the list of netting sets for which SIMM will be calculated as IM

◆ has() [1/2]

bool has ( const string & id ) const

checks if object named id 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< NettingSetDefinition > & nettingSet )

adds a new NettingSetDefinition object to manager

◆ get()

QuantLib::ext::shared_ptr<NettingSetDefinition> get ( const string & id ) const

extracts a pointer to a NettingSetDefinition from manager

◆ uniqueKeys()

vector<NettingSetDetails> uniqueKeys ( ) const

vector containing the ids of all objects stored in manager

Public Member Functions