ores::refdata::domain Namespace Reference

Domain types for risk management. More...

Classes
struct	asset_class_info
	An asset class entry from the refdata catalogue. More...
struct	book
	Operational ledger leaf that holds trades. More...
struct	book_status
	Lifecycle states for book records. More...
struct	business_centre
	Represents a business centre using FpML-style codes. More...
struct	business_day_convention
	A business day convention code from the FpML BusinessDayConventionEnum. More...
struct	business_unit
	Internal organizational unit within a party. More...
struct	business_unit_type
	Classification of organisational unit roles within a hierarchy. More...
struct	calendar_adjustment
	Overrides applied to a named ORE calendar. More...
struct	cds_convention
	Conventions for a credit default swap (CDS). More...
struct	compounding_method
	A compounding method code from the CDM CompoundingMethodEnum. More...
struct	contact_type
	Classification of contact information purpose. More...
struct	counterparty
	An external trading partner participating in financial transactions. More...
struct	counterparty_contact_information
	Contact details for a counterparty organised by purpose. More...
struct	counterparty_identifier
	An external identifier for a counterparty under a specific scheme. More...
struct	country
	Represents a country using ISO 3166-1 standard codes. More...
struct	currency
	Represents a currency with its metadata and formatting rules. More...
struct	currency_market_tier
	Valid currency market tier classifications. More...
struct	currency_version
	Represents a specific version of a currency with metadata. More...
struct	currency_version_history
	Contains the full version history for a currency. More...
struct	day_count_fraction
	A day count fraction code from the FpML DayCountFractionEnum. More...
struct	deposit_convention
	Conventions for a money-market deposit or IBOR index fixing. More...
struct	fra_convention
	Conventions for a forward rate agreement (FRA). More...
struct	fx_convention
	Conventions for FX spot and forward contracts. More...
struct	ibor_index_convention
	Conventions for an interbank offered rate (IBOR) index. More...
struct	monetary_nature
	Valid monetary natures for currencies. More...
struct	ois_convention
	Conventions for an overnight index swap (OIS). More...
struct	overnight_index_convention
	Conventions for an overnight index (e.g. EONIA, SONIA, SOFR). More...
struct	party
	An internal legal entity participating in financial transactions. More...
struct	party_contact_information
	Contact details for a party organised by purpose. More...
struct	party_counterparty
	Links a party to a counterparty it can see. More...
struct	party_country
	Links a party to a country it can see. More...
struct	party_currency
	Links a party to a currency it can see. More...
struct	party_id_scheme
	Classification of external identifier types for parties. More...
struct	party_identifier
	An external identifier for a party under a specific scheme. More...
struct	party_status
	Lifecycle states for party and counterparty records. More...
struct	party_type
	Classification of legal entities participating in financial transactions. More...
struct	payment_frequency
	A payment frequency code from the CDM CalculationPeriodFrequencyEnum. More...
struct	portfolio
	Logical aggregation node for risk and reporting. More...
struct	purpose_type
	Classification of portfolio purpose. More...
struct	rounding_type
	Valid rounding methods per ORE XML schema. More...
struct	swap_convention
	Conventions for a vanilla interest rate swap. More...
struct	zero_convention
	Conventions for a zero-coupon yield curve. More...

Functions
std::ostream &	operator<< (std::ostream &s, const book &v)
	Dumps the book to a stream in JSON format.
std::ostream &	operator<< (std::ostream &s, const book_status &v)
	Dumps the book_status to a stream in JSON format.
std::string	convert_to_table (const std::vector< book > &v)
	Converts books to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< book > &v)
	Dumps the book objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const business_centre &v)
std::string	convert_to_table (const business_centre &c)
	Converts a single business centre to table format string.
std::string	convert_to_table (const std::vector< business_centre > &v)
	Converts a vector of business centres to table format string.
void	print_business_centre_table (std::ostream &s, const std::vector< business_centre > &v)
	Prints business centres to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< business_centre > &v)
	Dumps the business centre objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const business_unit &v)
	Dumps the business_unit to a stream in JSON format.
std::string	convert_to_table (const std::vector< business_unit > &v)
	Converts business_units to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< business_unit > &v)
	Dumps the business_unit objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const business_unit_type &v)
	Dumps the business_unit_type to a stream in JSON format.
std::string	convert_to_table (const std::vector< business_unit_type > &v)
	Converts business_unit_types to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< business_unit_type > &v)
	Dumps the business_unit_type objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const cds_convention &v)
	Dumps the cds_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< cds_convention > &v)
	Converts cds_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< cds_convention > &v)
	Dumps the cds_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const contact_type &v)
	Dumps the contact_type to a stream in JSON format.
std::string	convert_to_table (const std::vector< contact_type > &v)
	Converts contact_types to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< contact_type > &v)
	Dumps the contact_type objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const counterparty_contact_information &v)
	Dumps the counterparty_contact_information to a stream in JSON format.
std::string	convert_to_table (const std::vector< counterparty_contact_information > &v)
	Converts counterparty_contact_informations to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< counterparty_contact_information > &v)
	Dumps the counterparty_contact_information objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const counterparty_identifier &v)
	Dumps the counterparty_identifier to a stream in JSON format.
std::string	convert_to_table (const std::vector< counterparty_identifier > &v)
	Converts counterparty_identifiers to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< counterparty_identifier > &v)
	Dumps the counterparty_identifier objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const counterparty &v)
	Dumps the counterparty to a stream in JSON format.
std::string	convert_to_table (const std::vector< counterparty > &v)
	Converts counterparties to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< counterparty > &v)
	Dumps the counterparty objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const country &v)
std::string	convert_to_table (const country &c)
	Converts a single country to table format string.
std::string	convert_to_table (const std::vector< country > &v)
	Converts a vector of countries to table format string.
void	print_country_table (std::ostream &s, const std::vector< country > &v)
	Prints countries to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< country > &v)
	Dumps the country objects to a stream in table format.
std::string	convert_to_json (const currency &c)
	Converts a single currency to JSON format string.
std::string	convert_to_json (const std::vector< currency > &v)
	Converts a vector of currencies to JSON format string.
std::ostream &	operator<< (std::ostream &s, const currency &v)
std::ostream &	operator<< (std::ostream &s, const currency_market_tier &v)
	Dumps the currency_market_tier to a stream in JSON format.
std::string	convert_to_table (const std::vector< currency_market_tier > &v)
	Converts currency_market_tiers to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< currency_market_tier > &v)
	Dumps the currency_market_tier objects to a stream in table format.
std::string	convert_to_table (const currency &c)
	Converts a single currency to table format string.
std::string	convert_to_table (const std::vector< currency > &v)
	Converts a vector of currencies to table format string.
void	print_currency_table (std::ostream &s, const std::vector< currency > &v)
	Prints currencies to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< currency > &v)
	Dumps the currency object to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const currency_version_history &v)
std::string	convert_to_table (const std::vector< currency_version_history > &v)
	Converts currency version history to table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< currency_version_history > &v)
	Dumps the currency version history object to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const currency_version &v)
std::string	convert_to_table (const std::vector< currency_version > &v)
	Converts currency version to table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< currency_version > &v)
	Dumps the currency version object to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const deposit_convention &v)
	Dumps the deposit_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< deposit_convention > &v)
	Converts deposit_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< deposit_convention > &v)
	Dumps the deposit_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const fra_convention &v)
	Dumps the fra_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< fra_convention > &v)
	Converts fra_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< fra_convention > &v)
	Dumps the fra_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const fx_convention &v)
	Dumps the fx_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< fx_convention > &v)
	Converts fx_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< fx_convention > &v)
	Dumps the fx_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const ibor_index_convention &v)
	Dumps the ibor_index_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< ibor_index_convention > &v)
	Converts ibor_index_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< ibor_index_convention > &v)
	Dumps the ibor_index_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const monetary_nature &v)
	Dumps the monetary_nature to a stream in JSON format.
std::string	convert_to_table (const std::vector< monetary_nature > &v)
	Converts monetary_natures to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< monetary_nature > &v)
	Dumps the monetary_nature objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const ois_convention &v)
	Dumps the ois_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< ois_convention > &v)
	Converts ois_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< ois_convention > &v)
	Dumps the ois_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const overnight_index_convention &v)
	Dumps the overnight_index_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< overnight_index_convention > &v)
	Converts overnight_index_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< overnight_index_convention > &v)
	Dumps the overnight_index_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const party_contact_information &v)
	Dumps the party_contact_information to a stream in JSON format.
std::string	convert_to_table (const std::vector< party_contact_information > &v)
	Converts party_contact_informations to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< party_contact_information > &v)
	Dumps the party_contact_information objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const party_counterparty &v)
std::string	convert_to_table (const std::vector< party_counterparty > &v)
std::ostream &	operator<< (std::ostream &s, const std::vector< party_counterparty > &v)
std::ostream &	operator<< (std::ostream &s, const party_country &v)
std::string	convert_to_table (const std::vector< party_country > &v)
std::ostream &	operator<< (std::ostream &s, const std::vector< party_country > &v)
std::ostream &	operator<< (std::ostream &s, const party_currency &v)
std::string	convert_to_table (const std::vector< party_currency > &v)
std::ostream &	operator<< (std::ostream &s, const std::vector< party_currency > &v)
std::ostream &	operator<< (std::ostream &s, const party_id_scheme &v)
	Dumps the party_id_scheme to a stream in JSON format.
std::string	convert_to_table (const std::vector< party_id_scheme > &v)
	Converts party_id_schemes to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< party_id_scheme > &v)
	Dumps the party_id_scheme objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const party_identifier &v)
	Dumps the party_identifier to a stream in JSON format.
std::string	convert_to_table (const std::vector< party_identifier > &v)
	Converts party_identifiers to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< party_identifier > &v)
	Dumps the party_identifier objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const party &v)
	Dumps the party to a stream in JSON format.
std::ostream &	operator<< (std::ostream &s, const party_status &v)
	Dumps the party_status to a stream in JSON format.
std::string	convert_to_table (const std::vector< party_status > &v)
	Converts party_statuses to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< party_status > &v)
	Dumps the party_status objects to a stream in table format.
std::string	convert_to_table (const std::vector< party > &v)
	Converts parties to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< party > &v)
	Dumps the party objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const party_type &v)
	Dumps the party_type to a stream in JSON format.
std::string	convert_to_table (const std::vector< party_type > &v)
	Converts party_types to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< party_type > &v)
	Dumps the party_type objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const portfolio &v)
	Dumps the portfolio to a stream in JSON format.
std::string	convert_to_table (const std::vector< portfolio > &v)
	Converts portfolios to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< portfolio > &v)
	Dumps the portfolio objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const purpose_type &v)
	Dumps the purpose_type to a stream in JSON format.
std::ostream &	operator<< (std::ostream &s, const rounding_type &v)
	Dumps the rounding_type to a stream in JSON format.
std::string	convert_to_table (const std::vector< rounding_type > &v)
	Converts rounding_types to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< rounding_type > &v)
	Dumps the rounding_type objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const swap_convention &v)
	Dumps the swap_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< swap_convention > &v)
	Converts swap_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< swap_convention > &v)
	Dumps the swap_convention objects to a stream in table format.
std::ostream &	operator<< (std::ostream &s, const zero_convention &v)
	Dumps the zero_convention to a stream in JSON format.
std::string	convert_to_table (const std::vector< zero_convention > &v)
	Converts zero_conventions to the table format.
std::ostream &	operator<< (std::ostream &s, const std::vector< zero_convention > &v)
	Dumps the zero_convention objects to a stream in table format.

Detailed Description

Domain types for risk management.

Contains core entity types following ORE (Open Source Risk Engine) specifications including currency and related entities. Each type has corresponding JSON I/O and table I/O support.