Classes | |
class | ConcentrationThresholds |
class | Correlations |
class | CreditQCorrelations |
class | CreditQRiskWeights |
class | FXCorrelations |
class | FXRiskWeights |
class | IRCorrelations |
class | IRFXConcentrationThresholds |
class | IRRiskWeights |
class | RiskWeights |
Public Member Functions | |
RiskClassData (const SimmConfiguration::RiskClass &riskClass) | |
Public Member Functions inherited from XMLSerializable | |
void | fromXMLString (const std::string &xml) |
std::string | toXMLString () const |
Serialisation | |
ore::data::XMLNode * | toXML (ore::data::XMLDocument &doc) const override |
void | fromXML (ore::data::XMLNode *node) override |
const QuantLib::ext::shared_ptr< RiskWeights > & | riskWeights () const |
const QuantLib::ext::shared_ptr< Correlations > & | correlations () const |
const QuantLib::ext::shared_ptr< ConcentrationThresholds > & | concentrationThresholds () const |
const std::map< CrifRecord::RiskType, std::vector< std::string > > & | buckets () const |
const std::map< CrifRecord::RiskType, std::vector< std::string > > & | labels1 () const |
const std::map< CrifRecord::RiskType, std::vector< std::string > > & | labels2 () const |