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rolandlichtersjenkins
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start quant conference demos, use OREApp member inputs_
1 parent dd7e99f commit 4e0677c

2 files changed

Lines changed: 17 additions & 15 deletions

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OREAnalytics/orea/app/oreapp.cpp

Lines changed: 15 additions & 15 deletions
Original file line numberDiff line numberDiff line change
@@ -234,47 +234,47 @@ void OREApp::analytics() {
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// Read all inputs from params and files referenced in params
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CONSOLEW("Loading inputs");
237-
auto inputs = boost::make_shared<InputParameters>();
238-
buildInputParameters(inputs, params_);
237+
inputs_ = boost::make_shared<InputParameters>();
238+
buildInputParameters(inputs_, params_);
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auto outputs = boost::make_shared<OutputParameters>(params_);
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CONSOLE("OK");
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242242
// Set global evaluation date, though already set in the OREAppInputParameters c'tor
243-
Settings::instance().evaluationDate() = inputs->asof();
243+
Settings::instance().evaluationDate() = inputs_->asof();
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245245
// FIXME
246-
GlobalPseudoCurrencyMarketParameters::instance().set(inputs->pricingEngine()->globalParameters());
246+
GlobalPseudoCurrencyMarketParameters::instance().set(inputs_->pricingEngine()->globalParameters());
247247

248248
// Initialize the global conventions
249-
InstrumentConventions::instance().setConventions(inputs->conventions());
249+
InstrumentConventions::instance().setConventions(inputs_->conventions());
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251251
// Create a market data loader that reads market data, fixings, dividends from csv files
252252
auto csvLoader = buildCsvLoader(params_);
253-
auto loader = boost::make_shared<MarketDataCsvLoader>(inputs, csvLoader);
253+
auto loader = boost::make_shared<MarketDataCsvLoader>(inputs_, csvLoader);
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255255
// Create the analytics manager
256-
analyticsManager_ = boost::make_shared<AnalyticsManager>(inputs, loader);
256+
analyticsManager_ = boost::make_shared<AnalyticsManager>(inputs_, loader);
257257
LOG("Available analytics: " << to_string(analyticsManager_->validAnalytics()));
258258
CONSOLEW("Requested analytics");
259-
CONSOLE(to_string(inputs->analytics()));
260-
LOG("Requested analytics: " << to_string(inputs->analytics()));
259+
CONSOLE(to_string(inputs_->analytics()));
260+
LOG("Requested analytics: " << to_string(inputs_->analytics()));
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262262
// Run the requested analytics
263-
analyticsManager_->runAnalytics(inputs->analytics());
263+
analyticsManager_->runAnalytics(inputs_->analytics());
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265265
// Write reports to files in the results path
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Analytic::analytic_reports reports = analyticsManager_->reports();
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analyticsManager_->toFile(reports,
268-
inputs->resultsPath().string(), outputs->fileNameMap(),
269-
inputs->csvSeparator(), inputs->csvCommentCharacter(),
270-
inputs->csvQuoteChar(), inputs->reportNaString());
268+
inputs_->resultsPath().string(), outputs->fileNameMap(),
269+
inputs_->csvSeparator(), inputs_->csvCommentCharacter(),
270+
inputs_->csvQuoteChar(), inputs_->reportNaString());
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272272
// Write npv cube(s)
273273
for (auto a : analyticsManager_->npvCubes()) {
274274
for (auto b : a.second) {
275275
LOG("write npv cube " << b.first);
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string reportName = b.first;
277-
std::string fileName = inputs->resultsPath().string() + "/" + outputs->outputFileName(reportName, "dat");
277+
std::string fileName = inputs_->resultsPath().string() + "/" + outputs->outputFileName(reportName, "dat");
278278
LOG("write npv cube " << reportName << " to file " << fileName);
279279
saveCube(fileName, *b.second);
280280
}
@@ -284,7 +284,7 @@ void OREApp::analytics() {
284284
for (auto a : analyticsManager_->mktCubes()) {
285285
for (auto b : a.second) {
286286
string reportName = b.first;
287-
std::string fileName = inputs->resultsPath().string() + "/" + outputs->outputFileName(reportName, "dat");
287+
std::string fileName = inputs_->resultsPath().string() + "/" + outputs->outputFileName(reportName, "dat");
288288
LOG("write market cube " << reportName << " to file " << fileName);
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saveAggregationScenarioData(fileName, *b.second);
290290
}

OREAnalytics/orea/app/oreapp.hpp

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -88,6 +88,8 @@ class OREApp {
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buildEngineFactoryFromXMLString(const boost::shared_ptr<ore::data::Market>& market,
8989
const std::string& pricingEngineXML, const bool generateAdditionalResults = false);
9090

91+
const boost::shared_ptr<InputParameters>& getInputs() const { return inputs_; }
92+
9193
std::set<std::string> getAnalyticTypes();
9294
std::set<std::string> getSupportedAnalyticTypes();
9395
const boost::shared_ptr<Analytic>& getAnalytic(std::string type);

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