Reference manual - version orea_version
Files | |
| file | crif.hpp |
| Struct for holding CRIF records. | |
| file | crifconfiguration.hpp |
| CRIF configuration interface. | |
| file | crifloader.hpp |
| Class for loading CRIF records. | |
| file | crifrecord.hpp |
| Struct for holding a CRIF record. | |
| file | imschedulecalculator.hpp |
| Class for calculating SIMM. | |
| file | imscheduleresults.hpp |
| Class for holding IMSchedule results. | |
| file | simmbasicnamemapper.hpp |
| Basic SIMM class for mapping names to SIMM qualifiers. | |
| file | simmbucketmapper.hpp |
| Abstract base class for classes that map SIMM qualifiers to buckets. | |
| file | simmbucketmapperbase.hpp |
| Base SIMM class for mapping qualifiers to buckets. | |
| file | simmcalculator.hpp |
| Class for calculating SIMM. | |
| file | simmcalibration.hpp |
| SIMM class for defining SIMM risk weights, thresholds, buckets, and labels. Currently only supports the latest ISDA SIMM versions (apart from changes in the aforementioned four things). | |
| file | simmconcentration.hpp |
| Abstract base class for retrieving SIMM concentration thresholds. | |
| file | simmconcentrationcalibration.hpp |
| SIMM concentration thresholds built from SIMM calibration. | |
| file | simmconcentrationisdav1_3.hpp |
| SIMM concentration thresholds for SIMM version R1.3 (3.29) | |
| file | simmconcentrationisdav1_3_38.hpp |
| SIMM concentration thresholds for SIMM version 1.3.38. | |
| file | simmconcentrationisdav2_0.hpp |
| SIMM concentration thresholds for SIMM version 2.0 (1.3.44) | |
| file | simmconcentrationisdav2_1.hpp |
| SIMM concentration thresholds for SIMM version 2.0 (1.3.44) | |
| file | simmconcentrationisdav2_2.hpp |
| SIMM concentration thresholds for SIMM version 2.2. | |
| file | simmconcentrationisdav2_3.hpp |
| SIMM concentration thresholds for SIMM version 2.3. | |
| file | simmconcentrationisdav2_3_8.hpp |
| SIMM concentration thresholds for SIMM version 2.3.8. | |
| file | simmconcentrationisdav2_5.hpp |
| SIMM concentration thresholds for SIMM version 2.5. | |
| file | simmconcentrationisdav2_5a.hpp |
| SIMM concentration thresholds for SIMM version 2.5A. | |
| file | simmconcentrationisdav2_6.hpp |
| SIMM concentration thresholds for SIMM version 2.6. | |
| file | simmconfiguration.hpp |
| SIMM configuration interface. | |
| file | simmconfigurationbase.hpp |
| Base SIMM configuration class. | |
| file | simmconfigurationcalibration.hpp |
| SIMM configuration built for SIMM calibration. | |
| file | simmconfigurationisdav1_0.hpp |
| SIMM configuration for SIMM version R1.0 (v3.15) | |
| file | simmconfigurationisdav1_3.hpp |
| SIMM configuration for SIMM version R1.3 (3.29) | |
| file | simmconfigurationisdav1_3_38.hpp |
| SIMM configuration for SIMM version 1.3.38. | |
| file | simmconfigurationisdav2_0.hpp |
| SIMM configuration for SIMM version 2.0 (1.3.44) | |
| file | simmconfigurationisdav2_1.hpp |
| SIMM configuration for SIMM version 2.1 (2.0.6) | |
| file | simmconfigurationisdav2_2.hpp |
| SIMM configuration for SIMM version 2.2. | |
| file | simmconfigurationisdav2_3.hpp |
| SIMM configuration for SIMM version 2.3. | |
| file | simmconfigurationisdav2_3_8.hpp |
| SIMM configuration for SIMM version 2.3.8. | |
| file | simmconfigurationisdav2_5.hpp |
| SIMM configuration for SIMM version 2.5. | |
| file | simmconfigurationisdav2_5a.hpp |
| SIMM configuration for SIMM version 2.5A. | |
| file | simmconfigurationisdav2_6.hpp |
| SIMM configuration for SIMM version 2.6. | |
| file | simmnamemapper.hpp |
| Abstract base class for classes that map names to SIMM qualifiers. | |
| file | simmresults.hpp |
| Class for holding SIMM results. | |
| file | utilities.hpp |
| supporting utilities | |