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Reference manual - version orea_version
Crif Member List

This is the complete list of members for Crif, including all inherited members.

addRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true) (defined in Crif)Crif
addRecords(const Crif &crif, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualfier=true) (defined in Crif)Crif
aggregate() constCrif
begin() const (defined in Crif)Crif
clear() (defined in Crif)Crif
countMatching(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const (defined in Crif)Crif
Crif()=default (defined in Crif)Crif
CrifType enum name (defined in Crif)Crif
empty() const (defined in Crif)Crif
end() const (defined in Crif)Crif
fillAmountUsd(const QuantLib::ext::shared_ptr< ore::data::Market > market)Crif
filterBy(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const (defined in Crif)Crif
filterBy(const CrifRecord::RiskType rt) const (defined in Crif)Crif
filterByBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &bucket) const (defined in Crif)Crif
filterByQualifier(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const (defined in Crif)Crif
filterByQualifierAndBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier, const std::string &bucket) const (defined in Crif)Crif
filterByTradeId(const std::string &id) const (defined in Crif)Crif
filterNonZeroAmount(double threshold=0.0, std::string alwaysIncludeFxRiskCcy="") constCrif
find(const CrifRecord &r) const (defined in Crif)Crif
findBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) constCrif
hasCrifRecords() constCrif
hasNettingSetDetails() constCrif
hasSimmParameters() constCrif
nettingSetDetails() const (defined in Crif)Crif
portfolioIds() constCrif
ProductClassesByNettingSetDetails(const NettingSetDetails nsd) const (defined in Crif)Crif
qualifiersBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const (defined in Crif)Crif
setCrifRecords(const Crif &crif)Crif
setSimmParameters(const Crif &crif)Crif
simmParameters() constCrif
size() const (defined in Crif)Crif
tradeIds() const (defined in Crif)Crif
type() const (defined in Crif)Crif