crifrecord.hpp File Reference

Struct for holding a CRIF record. More...

#include <ored/portfolio/nettingsetdetails.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <string>
#include <variant>

Go to the source code of this file.

Classes
struct	CrifRecord

Namespaces
namespace	ore
namespace	ore::analytics

Functions
ostream &	operator<< (std::ostream &out, const CrifRecord &cr)
	Enable writing of a CrifRecord. More...
ostream &	operator<< (ostream &out, const CrifRecord::RiskType &rt)
ostream &	operator<< (ostream &out, const CrifRecord::ProductClass &pc)
std::ostream &	operator<< (std::ostream &out, const CrifRecord::CurvatureScenario &scenario)
CrifRecord::RiskType	parseRiskType (const string &rt)
CrifRecord::ProductClass	parseProductClass (const string &pc)
CrifRecord::CurvatureScenario	parseFrtbCurvatureScenario (const std::string &scenario)

Detailed Description

Struct for holding a CRIF record.

Definition in file crifrecord.hpp.