Merge remote-tracking branch 'origin/master' into QPR-12437

Author: mgroncki

OREData/ored/CMakeLists.txt

@@ -311,6 +311,7 @@ portfolio/windowbarrieroption.cpp
 portfolio/worstofbasketswap.cpp
 report/csvreport.cpp
 report/inmemoryreport.cpp
+report/utilities.cpp
 scripting/ast.cpp
 scripting/astprinter.cpp
 scripting/astresetter.cpp

OREData/ored/report/utilities.cpp

@@ -0,0 +1,66 @@
+/*
+ Copyright (C) 2016 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.
+*/
+
+
+#include <ored/report/utilities.hpp>
+
+namespace ore {
+namespace data {
+
+//! Adds a column to an existing InMemoryReport, the column value will be set to *value* for all existing rows
+//! Caution: This copies all existing values of the report and create a new one
+// TODO: Improve the report class to allow to add new columns to avoid copies
+QuantLib::ext::shared_ptr<ore::data::InMemoryReport>
+addColumnToExisitingReport(const std::string& columnName, const std::string& value,
+                           const QuantLib::ext::shared_ptr<ore::data::InMemoryReport>& report) {
+    QuantLib::ext::shared_ptr<ore::data::InMemoryReport> newReport =
+        QuantLib::ext::make_shared<ore::data::InMemoryReport>();
+    if (report != nullptr) {
+        newReport->addColumn(columnName, string());
+        for (size_t i = 0; i < report->columns(); i++) {
+            newReport->addColumn(report->header(i), report->columnType(i), report->columnPrecision(i));
+        }
+        for (size_t row = 0; row < report->rows(); row++) {
+            newReport->next();
+            newReport->add(value);
+            for (size_t col = 0; col < report->columns(); col++) {
+                newReport->add(report->data(col)[row]);
+            }
+        }
+        newReport->end();
+    }
+    return newReport;
+}
+
+QuantLib::ext::shared_ptr<ore::data::InMemoryReport>
+concatenateReports(const std::vector<QuantLib::ext::shared_ptr<ore::data::InMemoryReport>>& reports) {
+    if (!reports.empty() && reports.front() != nullptr) {
+        auto firstReport = reports.front();
+        QuantLib::ext::shared_ptr<InMemoryReport> concatenatedReport =
+            QuantLib::ext::make_shared<InMemoryReport>(*firstReport);
+        for (size_t i = 1; i < reports.size(); i++) {
+            if (reports[i] != nullptr) {
+                concatenatedReport->add(*reports[i]);
+            }
+        }
+        return concatenatedReport;
+    }
+    return nullptr;
+}
+} // namespace data
+} // namespace ore

OREData/ored/report/utilities.hpp

@@ -33,25 +33,7 @@ namespace data {
 // TODO: Improve the report class to allow to add new columns to avoid copies
 QuantLib::ext::shared_ptr<ore::data::InMemoryReport>
 addColumnToExisitingReport(const std::string& columnName, const std::string& value,
-                           const QuantLib::ext::shared_ptr<ore::data::InMemoryReport>& report) {
-    QuantLib::ext::shared_ptr<ore::data::InMemoryReport> newReport =
-        QuantLib::ext::make_shared<ore::data::InMemoryReport>();
-    if (report != nullptr) {
-        newReport->addColumn(columnName, string());
-        for (size_t i = 0; i < report->columns(); i++) {
-            newReport->addColumn(report->header(i), report->columnType(i), report->columnPrecision(i));
-        }
-        for (size_t row = 0; row < report->rows(); row++) {
-            newReport->next();
-            newReport->add(value);
-            for (size_t col = 0; col < report->columns(); col++) {
-                newReport->add(report->data(col)[row]);
-            }
-        }
-        newReport->end();
-    }
-    return newReport;
-}
+                           const QuantLib::ext::shared_ptr<ore::data::InMemoryReport>& report);
 
 QuantLib::ext::shared_ptr<ore::data::InMemoryReport>
 addColumnsToExisitingReport(const QuantLib::ext::shared_ptr<ore::data::InMemoryReport>& newColsReport,
@@ -82,19 +64,7 @@ addColumnsToExisitingReport(const QuantLib::ext::shared_ptr<ore::data::InMemoryR
 }
 
 QuantLib::ext::shared_ptr<ore::data::InMemoryReport>
-concatenateReports(const std::vector<QuantLib::ext::shared_ptr<ore::data::InMemoryReport>>& reports) {
-    if (!reports.empty() && reports.front() != nullptr) {
-        auto firstReport = reports.front();
-        QuantLib::ext::shared_ptr<InMemoryReport> concatenatedReport =
-            QuantLib::ext::make_shared<InMemoryReport>(*firstReport);
-        for (size_t i = 1; i < reports.size(); i++) {
-            if (reports[i] != nullptr) {
-                concatenatedReport->add(*reports[i]);
-            }
-        }
-        return concatenatedReport;
-    }
-    return nullptr;
-}
+concatenateReports(const std::vector<QuantLib::ext::shared_ptr<ore::data::InMemoryReport>>& reports);
+
 } // namespace data
 } // namespace ore