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Fully annotated reference manual - version 1.8.12
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Crif Member List

This is the complete list of members for Crif, including all inherited members.

addFrtbCrifRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true)Crifprivate
addRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true)Crif
addRecords(const Crif &crif, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualfier=true)Crif
addSimmCrifRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true)Crifprivate
addSimmParameterRecord(const CrifRecord &record)Crifprivate
aggregate() constCrif
begin() constCrif
clear()Crif
countMatching(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) constCrif
Crif()=defaultCrif
CrifType enum nameCrif
diffAmountCurrenciesIndex_Crifprivate
empty() constCrif
end() constCrif
fillAmountUsd(const QuantLib::ext::shared_ptr< ore::data::Market > market)Crif
filterBy(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) constCrif
filterBy(const CrifRecord::RiskType rt) constCrif
filterByBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &bucket) constCrif
filterByQualifier(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) constCrif
filterByQualifierAndBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier, const std::string &bucket) constCrif
filterByTradeId(const std::string &id) constCrif
filterNonZeroAmount(double threshold=0.0, std::string alwaysIncludeFxRiskCcy="") constCrif
find(const CrifRecord &r) constCrif
findBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) constCrif
hasCrifRecords() constCrif
hasNettingSetDetails() constCrif
hasSimmParameters() constCrif
insertCrifRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false)Crifprivate
nettingSetDetails() constCrif
nettingSetDetails_Crifprivate
portfolioIds() constCrif
portfolioIds_Crifprivate
ProductClassesByNettingSetDetails(const NettingSetDetails nsd) constCrif
qualifiersBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) constCrif
records_Crifprivate
setCrifRecords(const Crif &crif)Crif
setSimmParameters(const Crif &crif)Crif
simmParameters() constCrif
size() constCrif
tradeIds() constCrif
type() constCrif
type_Crifprivate
updateAmountExistingRecord(std::set< CrifRecord >::iterator &it, const CrifRecord &record)Crifprivate
updateAmountExistingRecord(std::map< CrifRecord::SimmAmountCcyKey, const CrifRecord * >::iterator &it, const CrifRecord &record)Crifprivate