importer Class Reference

Imports domain objects from their ORE XML representation. More...

#include <importer.hpp>

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Static Public Member Functions
static std::string	validate_currency (const refdata::domain::currency &currency)
	Validates a currency against XSD schema requirements.
static std::vector< refdata::domain::currency >	import_currency_config (const std::filesystem::path &path)
static std::string	validate_calendar_adjustment (const refdata::domain::calendar_adjustment &ca)
	Validates a calendar adjustment entry.
static std::vector< refdata::domain::calendar_adjustment >	import_calendar_adjustments (const std::filesystem::path &path)
	Imports calendar adjustments from an ORE calendaradjustment XML file.
static domain::mapped_conventions	import_conventions (const std::filesystem::path &path)
	Imports all recognised conventions from an ORE conventions XML file.
static std::string	validate_trade (const trading::domain::trade &trade)
	Validates a trade against minimum import requirements.
static std::vector< trade_import_item >	import_portfolio_with_context (const std::filesystem::path &path)
	Imports trades from an ORE portfolio XML file with mapping context.

Detailed Description

Imports domain objects from their ORE XML representation.

Member Function Documentation

validate_currency()

std::string validate_currency ( const refdata::domain::currency &  currency )

static

Validates a currency against XSD schema requirements.

Performs lightweight validation checking required fields per assets/xsds/currencyconfig.xsd without requiring external libraries.

Parameters

currency

Currency to validate

Returns

Empty string if valid, otherwise error message describing issues

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validate_calendar_adjustment()

std::string validate_calendar_adjustment ( const refdata::domain::calendar_adjustment &  ca )

static

Validates a calendar adjustment entry.

Parameters

ca	Calendar adjustment to validate

Returns

Empty string if valid, otherwise error message

import_calendar_adjustments()

std::vector< refdata::domain::calendar_adjustment > import_calendar_adjustments ( const std::filesystem::path &  path )

static

Imports calendar adjustments from an ORE calendaradjustment XML file.

Reads additional holidays and business day overrides for named ORE calendars. The file format is defined by calendaradjustment.xsd.

Parameters

path	Path to the calendaradjustment.xml file

Returns

Vector of calendar adjustments, one per <Calendar> element

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import_conventions()

domain::mapped_conventions import_conventions ( const std::filesystem::path &  path )

static

Imports all recognised conventions from an ORE conventions XML file.

Parses the ORE conventions.xml and maps the nine supported convention categories (Zero, Deposit, Swap, OIS, FRA, IborIndex, OvernightIndex, FX, CDS) to ORES refdata domain types. Additional ORE convention types (AverageOIS, TenorBasisSwap, CrossCurrencyBasis, InflationSwap, etc.) are present in the file but are not yet modelled and are silently skipped.

Parameters

path	Path to the conventions.xml file

Returns

mapped_conventions struct containing one vector per convention type

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validate_trade()

std::string validate_trade ( const trading::domain::trade &  trade )

static

Validates a trade against minimum import requirements.

Checks that the trade has at least the fields that can be directly mapped from ORE XML: external_id and trade_type. Fields that require external mapping (book_id, counterparty_id, etc.) are not validated here.

Parameters

trade

Trade to validate

Returns

Empty string if valid, otherwise error message describing issues

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import_portfolio_with_context()

std::vector< trade_import_item > import_portfolio_with_context ( const std::filesystem::path &  path )

static

Imports trades from an ORE portfolio XML file with mapping context.

Parses the portfolio XML, maps each trade to the ORES trading domain, and captures the raw ORE CounterParty string from each trade envelope. All UUID fields (trade.id, instrument_id, book_id, etc.) are left nil; the caller (e.g. ore_import_planner) is responsible for minting UUIDs via trading::domain::stamp_ids and populating context fields.

Parameters

path	Path to the ORE portfolio XML file

Returns

Vector of trade_import_item with product_type set, all UUIDs nil

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