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CrifType | type () const |
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void | addRecord (const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true) |
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void | addRecords (const Crif &crif, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualfier=true) |
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void | clear () |
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std::set< CrifRecord >::const_iterator | begin () const |
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std::set< CrifRecord >::const_iterator | end () const |
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std::set< CrifRecord >::const_iterator | find (const CrifRecord &r) const |
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std::set< CrifRecord >::const_iterator | findBy (const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const |
| | Find first element.
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bool | empty () const |
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size_t | size () const |
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const bool | hasCrifRecords () const |
| | check if there are crif records beside simmParameters
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| const std::set< std::string > & | portfolioIds () const |
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const std::set< ore::data::NettingSetDetails > & | nettingSetDetails () const |
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const bool | hasSimmParameters () const |
| | check if the Crif contains simmParameters
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Crif | filterNonZeroAmount (double threshold=0.0, std::string alwaysIncludeFxRiskCcy="") const |
| | returns a crif without zero amount records, FXRisk entries in currency alwaysIncludeFxRiskCcy are always included
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Crif | simmParameters () const |
| | returns a Crif containing only simmParameter entries
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void | setSimmParameters (const Crif &crif) |
| | deletes all existing simmParameter and replaces them with the new one
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void | setCrifRecords (const Crif &crif) |
| | deletes all existing simmParameter and replaces them with the new one
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| void | fillAmountUsd (const QuantLib::ext::shared_ptr< ore::data::Market > market) |
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bool | hasNettingSetDetails () const |
| | Check if netting set details are used anywhere, instead of just the netting set ID.
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Crif | aggregate () const |
| | Aggregate all existing records.
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size_t | countMatching (const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const |
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std::set< CrifRecord::ProductClass > | ProductClassesByNettingSetDetails (const NettingSetDetails nsd) const |
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std::set< std::string > | qualifiersBy (const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const |
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std::vector< CrifRecord > | filterByQualifierAndBucket (const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier, const std::string &bucket) const |
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std::vector< CrifRecord > | filterByQualifier (const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const |
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std::vector< CrifRecord > | filterByBucket (const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &bucket) const |
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std::vector< CrifRecord > | filterBy (const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const |
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std::vector< CrifRecord > | filterBy (const CrifRecord::RiskType rt) const |
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std::vector< CrifRecord > | filterByTradeId (const std::string &id) const |
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std::set< std::string > | tradeIds () const |
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