adding swig input parameters

Author: Andrew Packard

OREAnalytics-SWIG/SWIG/orea_app.i

@@ -137,7 +137,13 @@ public:
     // const std::map<std::pair<RiskFactorKey, RiskFactorKey>, Real>& covarianceData();
     // TODO: API for setting a sensitivity stream
     // const boost::shared_ptr<SensitivityStream>& sensitivityStream();
-    // Setters for exposure simulation 
+    // Setters for exposure simulation
+    void setSimmVersion(const std::string& s) { simmVersion_ = s; }
+    void setCrifFromBuffer(const std::string& csvBuffer,
+                           char eol = '\n', char delim = ',', char quoteChar = '\0', char escapeChar = '\\');
+    void setSimmCalculationCurrency(const std::string& s) { simmCalculationCurrency_ = s; }
+    void setSimmResultCurrency(const std::string& s) { simmResultCurrency_ = s; }
+    void setSimmReportingCurrency(const std::string& s) { simmReportingCurrency_ = s; }
     void setAmc(bool b);
     void setAmcTradeTypes(const std::string& s); // todo: parse to set<string>
     void setExposureBaseCurrency(const std::string& s);
@@ -217,6 +223,12 @@ public:
     void setKvaTheirPdFloor(Real r);
     void setKvaOurCvaRiskWeight(Real r);
     void setKvaTheirCvaRiskWeight(Real r);
+    // Setters for Credit Simulation
+    void setCreditMigrationAnalytic(bool b) { creditMigrationAnalytic_ = b; }
+    void setCreditMigrationDistributionGrid(const std::vector<Real>& grid) { creditMigrationDistributionGrid_ = grid; }
+    void setCreditMigrationTimeSteps(const std::vector<Size>& ts) { creditMigrationTimeSteps_ = ts; }
+    void setCreditSimulationParametersFromFile(const std::string& fileName);
+    void setCreditMigrationOutputFiles(const std::string& s) { creditMigrationOutputFiles_ = s; }
     // Setters for cashflow npv and dynamic backtesting
     void setCashflowHorizon(const std::string& s); 
     void setPortfolioFilterDate(const std::string& s); 

OREData-SWIG/SWIG/ored.i

@@ -40,6 +40,7 @@
 
 %}
 
+
 %include ored_conventions.i
 %include ored_parsers.i
 %include ored_market.i
@@ -48,5 +49,6 @@
 %include ored_loader.i
 %include ored_marketdatum.i
 %include ored_reports.i
+%include ored_calendarAdjustmentConfig.i
 
 #endif

OREData-SWIG/SWIG/ored_calendarAdjustmentConfig.i

@@ -0,0 +1,69 @@
+/*
+ Copyright (C) 2018, 2020 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.
+*/
+
+#ifndef ored_CalendarAdjustmentConfig_i
+#define ored_CalendarAdjustmentConfig_i
+
+%{
+// put c++ declarations here
+using ore::data::CalendarAdjustmentConfig;
+using std::map;
+using std::set;
+using std::string;
+using std::vector;
+using QuantLib::DateGeneration;
+using QuantLib::Calendar;
+%}
+
+%shared_ptr(CalendarAdjustmentConfig)
+class CalendarAdjustmentConfig {
+  public:
+    // default constructor
+    CalendarAdjustmentConfig();
+
+    // This method adds d to the list of holidays for cal name.
+    void addHolidays(const string& calname, const Date& d);
+
+    // This method adds d to the list of business days for cal name.
+    void addBusinessDays(const string& calname, const Date& d);
+
+    // This method adds s as a base calendar for cal name.
+    void addBaseCalendar(const string& calname, const string& d);
+
+    // Returns all the holidays for a given cal name
+    const set<Date>& getHolidays(const string& calname) const;
+
+    // Returns all the business days for a given calname
+    const set<Date>& getBusinessDays(const string& calname) const;
+
+    set<string> getCalendars() const;
+
+    const string& getBaseCalendar(const string& calname) const;
+
+    // add all holidays and business days from c to this instance
+    void append(const CalendarAdjustmentConfig& c);
+  private:
+    map<string, string> baseCalendars_;
+    map<string, set<Date>> additionalHolidays_;
+    map<string, set<Date>> additionalBusinessDays_;
+
+    string normalisedName(const string&) const;
+};
+
+
+#endif