simm Directory Reference

Files
file	crif.cpp [code]
	Struct for holding CRIF records.
file	crif.hpp [code]
	Struct for holding CRIF records.
file	crifconfiguration.cpp [code]
file	crifconfiguration.hpp [code]
	CRIF configuration interface.
file	crifloader.cpp [code]
file	crifloader.hpp [code]
	Class for loading CRIF records.
file	crifrecord.cpp [code]
file	crifrecord.hpp [code]
	Struct for holding a CRIF record.
file	imschedulecalculator.cpp [code]
file	imschedulecalculator.hpp [code]
	Class for calculating SIMM.
file	imscheduleresults.cpp [code]
file	imscheduleresults.hpp [code]
	Class for holding IMSchedule results.
file	simmbasicnamemapper.cpp [code]
file	simmbasicnamemapper.hpp [code]
	Basic SIMM class for mapping names to SIMM qualifiers.
file	simmbucketmapper.hpp [code]
	Abstract base class for classes that map SIMM qualifiers to buckets.
file	simmbucketmapperbase.cpp [code]
file	simmbucketmapperbase.hpp [code]
	Base SIMM class for mapping qualifiers to buckets.
file	simmcalculator.cpp [code]
file	simmcalculator.hpp [code]
	Class for calculating SIMM.
file	simmcalibration.cpp [code]
file	simmcalibration.hpp [code]
	SIMM class for defining SIMM risk weights, thresholds, buckets, and labels. Currently only supports the latest ISDA SIMM versions (apart from changes in the aforementioned four things).
file	simmconcentration.cpp [code]
file	simmconcentration.hpp [code]
	Abstract base class for retrieving SIMM concentration thresholds.
file	simmconcentrationcalibration.cpp [code]
file	simmconcentrationcalibration.hpp [code]
	SIMM concentration thresholds built from SIMM calibration.
file	simmconcentrationisdav1_3.cpp [code]
file	simmconcentrationisdav1_3.hpp [code]
	SIMM concentration thresholds for SIMM version R1.3 (3.29)
file	simmconcentrationisdav1_3_38.cpp [code]
file	simmconcentrationisdav1_3_38.hpp [code]
	SIMM concentration thresholds for SIMM version 1.3.38.
file	simmconcentrationisdav2_0.cpp [code]
file	simmconcentrationisdav2_0.hpp [code]
	SIMM concentration thresholds for SIMM version 2.0 (1.3.44)
file	simmconcentrationisdav2_1.cpp [code]
file	simmconcentrationisdav2_1.hpp [code]
	SIMM concentration thresholds for SIMM version 2.0 (1.3.44)
file	simmconcentrationisdav2_2.cpp [code]
file	simmconcentrationisdav2_2.hpp [code]
	SIMM concentration thresholds for SIMM version 2.2.
file	simmconcentrationisdav2_3.cpp [code]
file	simmconcentrationisdav2_3.hpp [code]
	SIMM concentration thresholds for SIMM version 2.3.
file	simmconcentrationisdav2_3_8.cpp [code]
file	simmconcentrationisdav2_3_8.hpp [code]
	SIMM concentration thresholds for SIMM version 2.3.8.
file	simmconcentrationisdav2_5.cpp [code]
file	simmconcentrationisdav2_5.hpp [code]
	SIMM concentration thresholds for SIMM version 2.5.
file	simmconcentrationisdav2_5a.cpp [code]
file	simmconcentrationisdav2_5a.hpp [code]
	SIMM concentration thresholds for SIMM version 2.5A.
file	simmconcentrationisdav2_6.cpp [code]
file	simmconcentrationisdav2_6.hpp [code]
	SIMM concentration thresholds for SIMM version 2.6.
file	simmconfiguration.cpp [code]
file	simmconfiguration.hpp [code]
	SIMM configuration interface.
file	simmconfigurationbase.cpp [code]
file	simmconfigurationbase.hpp [code]
	Base SIMM configuration class.
file	simmconfigurationcalibration.cpp [code]
file	simmconfigurationcalibration.hpp [code]
	SIMM configuration built for SIMM calibration.
file	simmconfigurationisdav1_0.cpp [code]
file	simmconfigurationisdav1_0.hpp [code]
	SIMM configuration for SIMM version R1.0 (v3.15)
file	simmconfigurationisdav1_3.cpp [code]
file	simmconfigurationisdav1_3.hpp [code]
	SIMM configuration for SIMM version R1.3 (3.29)
file	simmconfigurationisdav1_3_38.cpp [code]
file	simmconfigurationisdav1_3_38.hpp [code]
	SIMM configuration for SIMM version 1.3.38.
file	simmconfigurationisdav2_0.cpp [code]
file	simmconfigurationisdav2_0.hpp [code]
	SIMM configuration for SIMM version 2.0 (1.3.44)
file	simmconfigurationisdav2_1.cpp [code]
file	simmconfigurationisdav2_1.hpp [code]
	SIMM configuration for SIMM version 2.1 (2.0.6)
file	simmconfigurationisdav2_2.cpp [code]
file	simmconfigurationisdav2_2.hpp [code]
	SIMM configuration for SIMM version 2.2.
file	simmconfigurationisdav2_3.cpp [code]
file	simmconfigurationisdav2_3.hpp [code]
	SIMM configuration for SIMM version 2.3.
file	simmconfigurationisdav2_3_8.cpp [code]
file	simmconfigurationisdav2_3_8.hpp [code]
	SIMM configuration for SIMM version 2.3.8.
file	simmconfigurationisdav2_5.cpp [code]
file	simmconfigurationisdav2_5.hpp [code]
	SIMM configuration for SIMM version 2.5.
file	simmconfigurationisdav2_5a.cpp [code]
file	simmconfigurationisdav2_5a.hpp [code]
	SIMM configuration for SIMM version 2.5A.
file	simmconfigurationisdav2_6.cpp [code]
file	simmconfigurationisdav2_6.hpp [code]
	SIMM configuration for SIMM version 2.6.
file	simmnamemapper.hpp [code]
	Abstract base class for classes that map names to SIMM qualifiers.
file	simmresults.cpp [code]
file	simmresults.hpp [code]
	Class for holding SIMM results.
file	utilities.cpp [code]
file	utilities.hpp [code]
	supporting utilities