#include <orea/simm/crifloader.hpp>
Public Member Functions | |
CsvBufferCrifLoader (const std::string &buffer, const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A") | |
Public Member Functions inherited from StringStreamCrifLoader | |
StringStreamCrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true, char eol='\n', char delim='\t', char quoteChar='\0', char escapeChar='\\', const std::string &nullString="#N/A") | |
Public Member Functions inherited from CrifLoader | |
CrifLoader (const QuantLib::ext::shared_ptr< SimmConfiguration > &configuration, const std::vector< std::set< std::string > > &additionalHeaders={}, bool updateMapper=false, bool aggregateTrades=true) | |
virtual | ~CrifLoader () |
virtual Crif | loadCrif () |
const QuantLib::ext::shared_ptr< SimmConfiguration > & | simmConfiguration () |
SIMM configuration getter. More... | |
Protected Member Functions | |
std::stringstream | stream () const override |
Protected Member Functions inherited from StringStreamCrifLoader | |
Crif | loadCrifImpl () override |
Crif | loadFromStream (std::stringstream &&stream) |
Core CRIF loader from generic istream. More... | |
virtual std::stringstream | stream () const =0 |
void | processHeader (const std::vector< std::string > &headers) |
Process the elements of a header line of a CRIF file. More... | |
bool | process (const std::vector< std::string > &entries, QuantLib::Size maxIndex, QuantLib::Size currentLine, Crif &result) |
Protected Member Functions inherited from CrifLoader | |
virtual Crif | loadCrifImpl ()=0 |
void | addRecordToCrif (Crif &crif, CrifRecord &&recordToAdd) const |
void | validateSimmRecord (const CrifRecord &cr) const |
Check if the record is a valid Simm Crif Record. More... | |
void | currencyOverrides (CrifRecord &crifRecord) const |
Override currency codes. More... | |
void | updateMapping (const CrifRecord &cr) const |
update bucket mappings More... | |
Protected Attributes | |
std::string | buffer_ |
Protected Attributes inherited from StringStreamCrifLoader | |
std::map< QuantLib::Size, QuantLib::Size > | columnIndex_ |
std::map< QuantLib::Size, std::set< std::string > > | additionalHeadersIndexMap_ |
char | eol_ |
char | delim_ |
char | quoteChar_ |
char | escapeChar_ |
std::string | nullString_ |
Protected Attributes inherited from CrifLoader | |
QuantLib::ext::shared_ptr< SimmConfiguration > | configuration_ |
Simm configuration that is used during loading of CRIF records. More... | |
std::vector< std::set< std::string > > | additionalHeaders_ |
Defines accepted column headers, beyond required and optional headers, see crifloader.cpp. More... | |
bool | updateMapper_ |
bool | aggregateTrades_ |
Additional Inherited Members | |
Static Protected Attributes inherited from CrifLoader | |
static std::map< QuantLib::Size, std::set< std::string > > | requiredHeaders |
Map giving required CRIF file headers and their allowable alternatives. More... | |
static std::map< QuantLib::Size, std::set< std::string > > | optionalHeaders |
Map giving optional CRIF file headers and their allowable alternatives. More... | |
Definition at line 153 of file crifloader.hpp.
CsvBufferCrifLoader | ( | const std::string & | buffer, |
const QuantLib::ext::shared_ptr< SimmConfiguration > & | configuration, | ||
const std::vector< std::set< std::string > > & | additionalHeaders = {} , |
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bool | updateMapper = false , |
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bool | aggregateTrades = true , |
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char | eol = '\n' , |
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char | delim = '\t' , |
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char | quoteChar = '\0' , |
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char | escapeChar = '\\' , |
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const std::string & | nullString = "#N/A" |
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) |
Definition at line 155 of file crifloader.hpp.
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overrideprotectedvirtual |
Implements StringStreamCrifLoader.
Definition at line 227 of file crifloader.cpp.
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protected |
Definition at line 164 of file crifloader.hpp.