#include <orea/simm/crifloader.hpp>

Inheritance diagram for CsvFileCrifLoader:

Collaboration diagram for CsvFileCrifLoader:

Public Member Functions
	CsvFileCrifLoader (const std::string &filename, 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	filename_

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...

Detailed Description

Definition at line 138 of file crifloader.hpp.

Constructor & Destructor Documentation

◆ CsvFileCrifLoader()

CsvFileCrifLoader	(	const std::string &	filename,
		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"`
	)

Definition at line 140 of file crifloader.hpp.

                                                                              {},
                      bool updateMapper = false, bool aggregateTrades = true, char eol = '\n', char delim = '\t',
                      char quoteChar = '\0', char escapeChar = '\\', const std::string& nullString = "#N/A")
        : StringStreamCrifLoader(configuration, additionalHeaders, updateMapper, aggregateTrades, eol, delim, quoteChar,
                                 escapeChar, nullString),
          filename_(filename) {}

Member Function Documentation

◆ stream()

std::stringstream stream ( ) const

overrideprotectedvirtual

Implements StringStreamCrifLoader.

Definition at line 216 of file crifloader.cpp.

                                                {
    // Try to open the file
    ifstream file;
    std::stringstream result;
    file.open(filename_);
    QL_REQUIRE(file.is_open(), "error opening file " << filename_);
    result << file.rdbuf();
    file.close();
    return result;
}

Member Data Documentation

◆ filename_

std::string filename_

protected

Definition at line 149 of file crifloader.hpp.

Public Member Functions

Protected Member Functions

Protected Attributes