riskfilter.cpp File Reference

#include <ored/utilities/to_string.hpp>
#include <orea/engine/riskfilter.hpp>
#include <ql/errors.hpp>
#include <boost/algorithm/string.hpp>
#include <boost/assign.hpp>
#include <boost/bimap.hpp>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Typedefs
template<typename T >
using	bm = boost::bimap< T, boost::bimaps::set_of< string, string_cmp > >

Functions
ostream &	operator<< (ostream &out, const MarketRiskConfiguration::RiskClass &rc)
ostream &	operator<< (ostream &out, const MarketRiskConfiguration::RiskType &mt)
MarketRiskConfiguration::RiskClass	parseVarRiskClass (const string &rc)
MarketRiskConfiguration::RiskType	parseVarMarginType (const string &mt)

Variables
const bm< MarketRiskConfiguration::RiskClass >	riskClassMap
const bm< MarketRiskConfiguration::RiskType >	riskTypeMap