This is the complete list of members for Crif, including all inherited members.
addFrtbCrifRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false, bool sortFxVolQualifer=true) | Crif | private |
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) | Crif | private |
addSimmParameterRecord(const CrifRecord &record) | Crif | private |
aggregate() const | Crif | |
begin() const | Crif | |
clear() | Crif | |
countMatching(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const | Crif | |
Crif()=default | Crif | |
CrifType enum name | Crif | |
diffAmountCurrenciesIndex_ | Crif | private |
empty() const | Crif | |
end() const | Crif | |
fillAmountUsd(const QuantLib::ext::shared_ptr< ore::data::Market > market) | Crif | |
filterBy(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const | Crif | |
filterBy(const CrifRecord::RiskType rt) const | Crif | |
filterByBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &bucket) const | Crif | |
filterByQualifier(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const | Crif | |
filterByQualifierAndBucket(const NettingSetDetails &nsd, const CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier, const std::string &bucket) const | Crif | |
filterByTradeId(const std::string &id) const | Crif | |
filterNonZeroAmount(double threshold=0.0, std::string alwaysIncludeFxRiskCcy="") const | Crif | |
find(const CrifRecord &r) const | Crif | |
findBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt, const std::string &qualifier) const | Crif | |
hasCrifRecords() const | Crif | |
hasNettingSetDetails() const | Crif | |
hasSimmParameters() const | Crif | |
insertCrifRecord(const CrifRecord &record, bool aggregateDifferentAmountCurrencies=false) | Crif | private |
nettingSetDetails() const | Crif | |
nettingSetDetails_ | Crif | private |
portfolioIds() const | Crif | |
portfolioIds_ | Crif | private |
ProductClassesByNettingSetDetails(const NettingSetDetails nsd) const | Crif | |
qualifiersBy(const NettingSetDetails nsd, CrifRecord::ProductClass pc, const CrifRecord::RiskType rt) const | Crif | |
records_ | Crif | private |
setCrifRecords(const Crif &crif) | Crif | |
setSimmParameters(const Crif &crif) | Crif | |
simmParameters() const | Crif | |
size() const | Crif | |
tradeIds() const | Crif | |
type() const | Crif | |
type_ | Crif | private |
updateAmountExistingRecord(std::set< CrifRecord >::iterator &it, const CrifRecord &record) | Crif | private |
updateAmountExistingRecord(std::map< CrifRecord::SimmAmountCcyKey, const CrifRecord * >::iterator &it, const CrifRecord &record) | Crif | private |