utilities.cpp File Reference

#include <orea/simm/utilities.hpp>
#include <orea/simm/simmconfigurationisdav1_0.hpp>
#include <orea/simm/simmconfigurationisdav1_3.hpp>
#include <orea/simm/simmconfigurationisdav1_3_38.hpp>
#include <orea/simm/simmconfigurationisdav2_0.hpp>
#include <orea/simm/simmconfigurationisdav2_1.hpp>
#include <orea/simm/simmconfigurationisdav2_2.hpp>
#include <orea/simm/simmconfigurationisdav2_3.hpp>
#include <orea/simm/simmconfigurationisdav2_3_8.hpp>
#include <orea/simm/simmconfigurationisdav2_5.hpp>
#include <orea/simm/simmconfigurationisdav2_5a.hpp>
#include <orea/simm/simmconfigurationisdav2_6.hpp>
#include <orea/simm/simmconfigurationcalibration.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ql/math/matrixutilities/symmetricschurdecomposition.hpp>
#include <ql/utilities/null.hpp>
#include <boost/make_shared.hpp>
#include <boost/regex.hpp>
#include <fstream>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Functions
std::vector< std::string >	loadFactorList (const std::string &inputFileName, const char delim)
std::vector< std::vector< double > >	loadScenarios (const std::string &inputFileName, const char delim)
Matrix	loadCovarianceMatrix (const std::string &inputFileName, const char delim)
SimmVersion	parseSimmVersion (const string &version)
QuantLib::ext::shared_ptr< SimmConfiguration >	buildSimmConfiguration (const string &simmVersion, const QuantLib::ext::shared_ptr< SimmBucketMapper > &simmBucketMapper, const QuantLib::ext::shared_ptr< SimmCalibrationData > &simmCalibrationData, const Size &mporDays)
std::string	escapeCommaSeparatedList (const std::string &str, const char &csvQuoteChar)