utilities.hpp File Reference

supporting utilities More...

#include <ored/portfolio/trade.hpp>
#include <orea/simm/simmcalibration.hpp>
#include <orea/simm/simmbucketmapper.hpp>
#include <orea/simm/simmconfiguration.hpp>
#include <ql/math/matrix.hpp>
#include <string>
#include <vector>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Enumerations
enum class	SimmVersion {   V1_0 , V1_1 , V1_2 , V1_3 ,   V1_3_38 , V2_0 , V2_1 , V2_2 ,   V2_3 , V2_3_8 , V2_5 , V2_5A ,   V2_6 }
	Ordered SIMM versions. More...

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 std::string &simmVersion, const QuantLib::ext::shared_ptr< SimmBucketMapper > &simmBucketMapper, const QuantLib::ext::shared_ptr< SimmCalibrationData > &simmCalibrationData=nullptr, const QuantExt::Size &mporDays=10)
std::string	escapeCommaSeparatedList (const std::string &str, const char &csvQuoteChar)

Detailed Description

supporting utilities

Definition in file utilities.hpp.