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damienbarkerjenkins
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QPR-12421 DoublePrecision and NPVCube to Swig, and extra setters in InputParameters
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OREAnalytics/orea/app/inputparameters.cpp

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@@ -323,6 +323,10 @@ void InputParameters::setCubeFromFile(const std::string& file) {
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storeCreditStateNPVs_ = *r.storeCreditStateNPVs;
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}
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void InputParameters::setCube(const ext::shared_ptr<NPVCube>& cube) {
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cube_ = cube;
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}
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void InputParameters::setNettingSetCubeFromFile(const std::string& file) {
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nettingSetCube_ = ore::analytics::loadCube(file).cube;
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}
@@ -333,6 +337,8 @@ void InputParameters::setCptyCubeFromFile(const std::string& file) {
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void InputParameters::setMarketCubeFromFile(const std::string& file) { mktCube_ = loadAggregationScenarioData(file); }
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void InputParameters::setMarketCube(const QuantLib::ext::shared_ptr<AggregationScenarioData>& cube) { mktCube_ = cube; }
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void InputParameters::setVarQuantiles(const std::string& s) {
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// parse to vector<Real>
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varQuantiles_ = parseListOfValues<Real>(s, &parseReal);

OREAnalytics/orea/app/inputparameters.hpp

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@@ -226,9 +226,11 @@ class InputParameters {
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cube. Therefore this method should be called after setScenarioGeneratorData(), setStoreFlows(),
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setStoreCreditStateNPVs() to ensure that the overwrite takes place. */
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void setCubeFromFile(const std::string& file);
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void setCube(const QuantLib::ext::shared_ptr<NPVCube>& cube);
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void setNettingSetCubeFromFile(const std::string& file);
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void setCptyCubeFromFile(const std::string& file);
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void setMarketCubeFromFile(const std::string& file);
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void setMarketCube(const QuantLib::ext::shared_ptr<AggregationScenarioData>& cube);
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// boost::shared_ptr<AggregationScenarioData> mktCube();
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void setFlipViewXVA(bool b) { flipViewXVA_ = b; }
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void setMporCashFlowMode(const MporCashFlowMode m) { mporCashFlowMode_ = m; }

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