structuredmodelwarning.hpp

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/*
 Copyright (C) 2024 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file ored/model/structuredmodelerror.hpp
    \brief Error for model calibration / building
    \ingroup marketdata
*/
 
#pragma once
 
#include <boost/algorithm/string.hpp>
#include <ored/utilities/log.hpp>
 
namespace ore {
namespace data {
 
//! Utility class for Structured Model errors
class StructuredModelWarningMessage : public StructuredMessage {
public:
    StructuredModelWarningMessage(const std::string& exceptionType, const std::string& exceptionWhat,
                                const std::string& contextId)
        : StructuredMessage(
              Category::Warning, Group::Model, exceptionWhat,
              std::map<std::string, std::string>({{"exceptionType", exceptionType}, {"context-id", contextId}})) {}
};
 
} // namespace data
} // namespace ore