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| 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") |
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| 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") |
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| CrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string >> &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true) |
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virtual | ~CrifLoader () |
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virtual Crif | loadCrif () |
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const QuantLib::ext::shared_ptr< SimmConfiguration > & | simmConfiguration () |
| SIMM configuration getter.
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std::stringstream | stream () const override |
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Crif | loadCrifImpl () override |
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Crif | loadFromStream (std::stringstream &&stream) |
| Core CRIF loader from generic istream.
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void | processHeader (const std::vector< std::string > &headers) |
| Process the elements of a header line of a CRIF file.
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bool | process (const std::vector< std::string > &entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, Crif &result) |
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void | addRecordToCrif (Crif &crif, CrifRecord &&recordToAdd) const |
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void | validateSimmRecord (const CrifRecord &cr) const |
| Check if the record is a valid Simm Crif Record.
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void | currencyOverrides (CrifRecord &crifRecord) const |
| Override currency codes.
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void | updateMapping (const CrifRecord &cr) const |
| update bucket mappings
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