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Fully annotated reference manual - version 1.8.12
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structuredtradewarning.hpp
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1/*
2 Copyright (C) 2021 Quaternion Risk Management Ltd
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
19/*! \file ored/portfolio/structuredtradewarning.hpp
20 \brief Classes for structured trade warnings
21 \ingroup portfolio
22*/
23
24#pragma once
25
26#include <boost/algorithm/string.hpp>
29
30namespace ore {
31namespace data {
32
33//! Utility classes for Structured warnings, contains the Trade ID and Type
35public:
36 StructuredTradeWarningMessage(const QuantLib::ext::shared_ptr<ore::data::Trade>& trade, const std::string& warningType,
37 const std::string& warningWhat)
39 Category::Warning, Group::Trade, warningWhat,
40 std::map<std::string, std::string>(
41 {{"warningType", warningType}, {"tradeId", trade->id()}, {"tradeType", trade->tradeType()}})) {}
42
43 StructuredTradeWarningMessage(const std::string& tradeId, const std::string& tradeType,
44 const std::string& warningType, const std::string& warningWhat)
46 std::map<std::string, std::string>(
47 {{"warningType", warningType}, {"tradeId", tradeId}, {"tradeType", tradeType}})) {}
48};
49
50} // namespace data
51} // namespace ore
Utility classes for Structured warnings, contains the Trade ID and Type.
StructuredTradeWarningMessage(const QuantLib::ext::shared_ptr< ore::data::Trade > &trade, const std::string &warningType, const std::string &warningWhat)
StructuredTradeWarningMessage(const std::string &tradeId, const std::string &tradeType, const std::string &warningType, const std::string &warningWhat)
Trade base class.
Definition: trade.hpp:55
Classes and functions for log message handling.
@ data
Definition: log.hpp:77
Serializable Credit Default Swap.
Definition: namespaces.docs:23
base trade data model and serialization