NpvRecord Struct Reference

#include <orea/engine/npvrecord.hpp>

Collaboration diagram for NpvRecord:

Public Member Functions
bool	operator< (const NpvRecord &nr) const
	Define how CRIF records are compared. More...
bool	operator== (const NpvRecord &nr) const

Public Attributes
std::string	tradeId
std::string	portfolioId
std::string	baseCurrency
QuantLib::Real	baseAmount
QuantLib::Date	valuationDate

Detailed Description

A container for holding single NPV record or aggregated NPV records.

Definition at line 41 of file npvrecord.hpp.

Member Function Documentation

operator<()

bool operator<

(

const NpvRecord &

nr

)

const

Define how CRIF records are compared.

Definition at line 49 of file npvrecord.hpp.

                                              {
        return std::tie(tradeId, portfolioId, valuationDate, baseCurrency) <
            std::tie(nr.tradeId, nr.portfolioId, nr.valuationDate, nr.baseCurrency);
    }

operator==()

bool operator==

(

const NpvRecord &

nr

)

const

Definition at line 53 of file npvrecord.hpp.

                                               {
        return std::tie(tradeId, portfolioId, valuationDate, baseCurrency) ==
            std::tie(nr.tradeId, nr.portfolioId, nr.valuationDate, nr.baseCurrency);
    }

Member Data Documentation

tradeId

std::string tradeId

Definition at line 42 of file npvrecord.hpp.

portfolioId

std::string portfolioId

Definition at line 43 of file npvrecord.hpp.

baseCurrency

std::string baseCurrency

Definition at line 44 of file npvrecord.hpp.

baseAmount

QuantLib::Real baseAmount

Definition at line 45 of file npvrecord.hpp.

valuationDate

QuantLib::Date valuationDate

Definition at line 46 of file npvrecord.hpp.