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Reference manual - version orea_version
Classes | Public Member Functions | List of all members
SimmCalibration::RiskClassData Class Reference
+ Inheritance diagram for SimmCalibration::RiskClassData:

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