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Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
CsvBufferCrifLoader Class Reference
+ Inheritance diagram for CsvBufferCrifLoader:

Public Member Functions

 CsvBufferCrifLoader (const std::string &buffer, const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string >> &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A")
 
- Public Member Functions inherited from StringStreamCrifLoader
 StringStreamCrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string >> &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A")
 
- Public Member Functions inherited from CrifLoader
 CrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string >> &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true)
 
virtual ~CrifLoader ()
 
virtual Crif loadCrif ()
 
const QuantLib::ext::shared_ptr< SimmConfiguration > & simmConfiguration ()
 SIMM configuration getter.
 

Protected Member Functions

std::stringstream stream () const override
 
- Protected Member Functions inherited from StringStreamCrifLoader
Crif loadCrifImpl () override
 
Crif loadFromStream (std::stringstream &&stream)
 Core CRIF loader from generic istream.
 
void processHeader (const std::vector< std::string > &headers)
 Process the elements of a header line of a CRIF file.
 
bool process (const std::vector< std::string > &entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, Crif &result)
 
- Protected Member Functions inherited from CrifLoader
void addRecordToCrif (Crif &crif, CrifRecord &&recordToAdd) const
 
void validateSimmRecord (const CrifRecord &cr) const
 Check if the record is a valid Simm Crif Record.
 
void currencyOverrides (CrifRecord &crifRecord) const
 Override currency codes.
 
void updateMapping (const CrifRecord &cr) const
 update bucket mappings
 

Protected Attributes

std::string buffer_
 
- Protected Attributes inherited from StringStreamCrifLoader
std::map< QuantLib::Size, QuantLib::Size > columnIndex_
 
std::map< QuantLib::Size, std::set< std::string > > additionalHeadersIndexMap_
 
char eol_
 
char delim_
 
char quoteChar_
 
char escapeChar_
 
std::string nullString_
 
- Protected Attributes inherited from CrifLoader
QuantLib::ext::shared_ptr< SimmConfigurationconfiguration_
 Simm configuration that is used during loading of CRIF records.
 
std::vector< std::set< std::string > > additionalHeaders_
 Defines accepted column headers, beyond required and optional headers, see crifloader.cpp.
 
bool updateMapper_
 
bool aggregateTrades_
 

Additional Inherited Members

- Static Protected Attributes inherited from CrifLoader
static std::map< QuantLib::Size, std::set< std::string > > requiredHeaders
 Map giving required CRIF file headers and their allowable alternatives.
 
static std::map< QuantLib::Size, std::set< std::string > > optionalHeaders
 Map giving optional CRIF file headers and their allowable alternatives.