Fully annotated reference manual - version 1.8.12
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orea
engine
npvrecord.cpp
Go to the documentation of this file.
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/*
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Copyright (C) 2020 Quaternion Risk Management Ltd
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All rights reserved.
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This file is part of ORE, a free-software/open-source library
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for transparent pricing and risk analysis - http://opensourcerisk.org
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ORE is free software: you can redistribute it and/or modify it
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under the terms of the Modified BSD License. You should have received a
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copy of the license along with this program.
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The license is also available online at <http://opensourcerisk.org>
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This program is distributed on the basis that it will form a useful
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contribution to risk analytics and model standardisation, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
orea/engine/npvrecord.hpp
>
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#include <iostream>
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using
std::ostream;
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using
std::string;
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namespace
ore
{
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namespace
analytics {
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ostream&
operator<<
(ostream& out,
const
NpvRecord
& nr) {
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return
out <<
"["
<<
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nr.
tradeId
<<
", "
<<
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nr.
portfolioId
<<
", "
<<
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nr.
valuationDate
<<
", "
<<
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nr.
baseCurrency
<<
", "
<<
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nr.
baseAmount
<<
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"]"
;
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}
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}
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}
QuantExt::operator<<
std::ostream & operator<<(std::ostream &out, EquityReturnType t)
ore
npvrecord.hpp
Struct for holding an NPV record.
ore::analytics::NpvRecord
Definition:
npvrecord.hpp:41
ore::analytics::NpvRecord::valuationDate
QuantLib::Date valuationDate
Definition:
npvrecord.hpp:46
ore::analytics::NpvRecord::baseAmount
QuantLib::Real baseAmount
Definition:
npvrecord.hpp:45
ore::analytics::NpvRecord::baseCurrency
std::string baseCurrency
Definition:
npvrecord.hpp:44
ore::analytics::NpvRecord::tradeId
std::string tradeId
Definition:
npvrecord.hpp:42
ore::analytics::NpvRecord::portfolioId
std::string portfolioId
Definition:
npvrecord.hpp:43
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