reportwriter.cpp File Reference

#include <orea/app/reportwriter.hpp>
#include <orea/app/structuredanalyticserror.hpp>
#include <orea/simm/utilities.hpp>
#include <orea/scenario/scenariowriter.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/portfolio/structuredtradeerror.hpp>
#include <ored/utilities/indexnametranslator.hpp>
#include <ored/utilities/to_string.hpp>
#include <qle/cashflows/cappedflooredaveragebmacoupon.hpp>
#include <qle/cashflows/commodityindexedcashflow.hpp>
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/cashflows/averageonindexedcoupon.hpp>
#include <qle/cashflows/fxlinkedcashflow.hpp>
#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <qle/cashflows/indexedcoupon.hpp>
#include <qle/cashflows/equitycoupon.hpp>
#include <qle/currencies/currencycomparator.hpp>
#include <qle/instruments/cashflowresults.hpp>
#include <qle/cashflows/durationadjustedcmscoupon.hpp>
#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/errors.hpp>
#include <ql/experimental/coupons/strippedcapflooredcoupon.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/framework/accumulator_set.hpp>
#include <boost/accumulators/statistics.hpp>
#include <boost/accumulators/statistics/count.hpp>
#include <boost/accumulators/statistics/covariance.hpp>
#include <boost/accumulators/statistics/kurtosis.hpp>
#include <boost/accumulators/statistics/max.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/min.hpp>
#include <boost/accumulators/statistics/skewness.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/tail_quantile.hpp>
#include <boost/accumulators/statistics/variates/covariate.hpp>
#include <boost/lexical_cast.hpp>
#include <boost/range/adaptor/indexed.hpp>
#include <ostream>
#include <stdio.h>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs
typedef std::map< Currency, Matrix, CurrencyComparator >	result_type_matrix
typedef std::map< Currency, std::vector< Real >, CurrencyComparator >	result_type_vector
typedef std::map< Currency, Real, CurrencyComparator >	result_type_scalar
using	ProductClass = CrifRecord::ProductClass
using	RiskClass = SimmConfiguration::RiskClass
typedef SimmConfiguration::MarginType	MarginType
typedef SimmConfiguration::SimmSide	SimmSide
typedef IMScheduleCalculator::IMScheduleTradeData	IMScheduleTradeData

Functions
void	addNettingSetExposure (ore::data::Report &report, QuantLib::ext::shared_ptr< PostProcess > postProcess, const string &nettingSetId)
template<class T >
void	addMapResults (boost::any resultMap, const std::string &tradeId, const std::string &resultName, Report &report)
Real	aggregateTradeFlow (const std::string &tradeId, const Date &d0, const Date &d1, const ext::shared_ptr< InMemoryReport > &cashFlowReport, const ext::shared_ptr< ore::data::Market > &market, const std::string &baseCurrency)