Fully annotated reference manual - version 1.8.12
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This is the complete list of members for TestMarketParCurves, including all inherited members.
| addSwapIndex(const string &swapindex, const string &discountIndex, const string &configuration=Market::defaultConfiguration) const | MarketImpl | protected |
| asof_ | MarketImpl | protected |
| asofDate() const override | MarketImpl | virtual |
| asofDate() const override | MarketImpl | virtual |
| baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| baseCorrelations_ | MarketImpl | protected |
| baseCorrLossLevelsMap() const | TestMarketParCurves | |
| baseCorrLossLevelsMap_ | TestMarketParCurves | private |
| baseCorrRateHelperTenorsMap() const | TestMarketParCurves | |
| baseCorrRateHelperTenorsMap_ | TestMarketParCurves | private |
| baseCorrRateHelperValuesMap() const | TestMarketParCurves | |
| baseCorrRateHelperValuesMap_ | TestMarketParCurves | private |
| baseCpis(const string &index, const string &configuration=Market::defaultConfiguration) const | MarketImpl | |
| baseCpis(const string &index, const string &configuration=Market::defaultConfiguration) const | MarketImpl | |
| baseCpis_ | MarketImpl | protected |
| capFloorCurves_ | MarketImpl | protected |
| capFloorIndexBase_ | MarketImpl | protected |
| capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| capFloorVolIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| capFloorVolIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cdsVolRateHelperTenorsMap() const | TestMarketParCurves | |
| cdsVolRateHelperTenorsMap_ | TestMarketParCurves | private |
| cdsVolRateHelperValuesMap() const | TestMarketParCurves | |
| cdsVolRateHelperValuesMap_ | TestMarketParCurves | private |
| cdsVols_ | MarketImpl | protected |
| commodityCurveLookup(const string &pm) const | Market | |
| commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| commodityIndices_ | MarketImpl | protected |
| commodityPriceCurve(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityPriceCurve(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| ore::data::Market::commodityPriceCurve(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const=0 | Market | pure virtual |
| commodityVolatility(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityVolatility(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| ore::data::Market::commodityVolatility(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const=0 | Market | pure virtual |
| commodityVols_ | MarketImpl | protected |
| correlationCurve(const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| correlationCurve(const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| ore::data::Market::correlationCurve(const std::string &index1, const std::string &index2, const std::string &configuration=Market::defaultConfiguration) const=0 | Market | pure virtual |
| correlationCurves_ | MarketImpl | protected |
| cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cpiInflationCapFloorVolatilitySurfaces_ | MarketImpl | protected |
| cpr(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cpr(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cprs_ | MarketImpl | protected |
| createBaseCorrel(const string &name, const vector< Period > &tenors, const vector< string > &lossLevel, const vector< Real > quotes) | TestMarketParCurves | private |
| createCdsVolCurve(const string &name, const vector< Period > &parTenor, const vector< Real > &parRates) | TestMarketParCurves | private |
| createDefaultCurve(const string &name, const string &ccy, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates) | TestMarketParCurves | private |
| createDiscountCurve(const string &ccy, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates) | TestMarketParCurves | private |
| createEquityForecastCurve(const string &name, const string &ccy, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates) | TestMarketParCurves | private |
| createEquityVolCurve(const string &name, const string &ccy, const vector< Period > &parTenor, const vector< Real > &parRates) | TestMarketParCurves | private |
| createIborIndex(const string &idxName, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates, bool singleCurve) | TestMarketParCurves | private |
| createSwaptionVolCurve(const string &name, const vector< Period > &optionTenors, const vector< Period > &swapTenors, const vector< Real > &strikeSpreads, const vector< Real > &parRates) | TestMarketParCurves | private |
| createXccyDiscountCurve(const string &ccy, const string &baseCcy, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates) | TestMarketParCurves | private |
| createYoYInflationIndex(const string &idxName, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates, bool singleCurve) | TestMarketParCurves | private |
| createZeroInflationIndex(const string &idxName, const vector< string > &parInst, const vector< Period > &parTenor, const vector< Real > &parRates, bool singleCurve) | TestMarketParCurves | private |
| defaultConfiguration | Market | static |
| defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| defaultCurves_ | MarketImpl | protected |
| defaultRateHelperInstMap_ | TestMarketParCurves | private |
| defaultRateHelpersInstMap() const | TestMarketParCurves | |
| defaultRateHelpersMap() const | TestMarketParCurves | |
| defaultRateHelpersMap_ | TestMarketParCurves | private |
| defaultRateHelperTenorsMap() const | TestMarketParCurves | |
| defaultRateHelperTenorsMap_ | TestMarketParCurves | private |
| defaultRateHelperValuesMap() const | TestMarketParCurves | |
| defaultRateHelperValuesMap_ | TestMarketParCurves | private |
| discountCurve(const string &ccy, const string &configuration=Market::defaultConfiguration) const | Market | |
| discountCurve(const string &ccy, const string &configuration=Market::defaultConfiguration) const | Market | |
| discountCurveCache_ | Market | private |
| discountCurveImpl(const string &ccy, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| discountCurveImpl(const string &ccy, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| discountRateHelperInstMap_ | TestMarketParCurves | private |
| discountRateHelpersInstMap() const | TestMarketParCurves | |
| discountRateHelpersMap() const | TestMarketParCurves | |
| discountRateHelpersMap_ | TestMarketParCurves | private |
| discountRateHelperTenorsMap() const | TestMarketParCurves | |
| discountRateHelperTenorsMap_ | TestMarketParCurves | private |
| discountRateHelperValuesMap() const | TestMarketParCurves | |
| discountRateHelperValuesMap_ | TestMarketParCurves | private |
| equityCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityCurves_ | MarketImpl | protected |
| equityDividendCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityDividendCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityForecastRateHelperInstMap_ | TestMarketParCurves | private |
| equityForecastRateHelpersInstMap() const | TestMarketParCurves | |
| equityForecastRateHelpersMap() const | TestMarketParCurves | |
| equityForecastRateHelpersMap_ | TestMarketParCurves | private |
| equityForecastRateHelperTenorsMap() const | TestMarketParCurves | |
| equityForecastRateHelperTenorsMap_ | TestMarketParCurves | private |
| equityForecastRateHelperValuesMap() const | TestMarketParCurves | |
| equityForecastRateHelperValuesMap_ | TestMarketParCurves | private |
| equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equitySpots_ | MarketImpl | protected |
| equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| equityVolRateHelperTenorsMap() const | TestMarketParCurves | |
| equityVolRateHelperTenorsMap_ | TestMarketParCurves | private |
| equityVolRateHelperValuesMap() const | TestMarketParCurves | |
| equityVolRateHelperValuesMap_ | TestMarketParCurves | private |
| equityVols_ | MarketImpl | protected |
| flatRateCvs(Volatility vol, VolatilityType type=Normal, Real shift=0.0) | TestMarketParCurves | private |
| flatRateDcs(Volatility forward) | TestMarketParCurves | private |
| flatRateFxv(Volatility forward) | TestMarketParCurves | private |
| flatRateSvs(Volatility forward, VolatilityType type=ShiftedLognormal, Real shift=0.0) | TestMarketParCurves | private |
| flatRateYts(Real forward) | TestMarketParCurves | private |
| fx_ | MarketImpl | protected |
| fxIndex(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxIndex(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxIndicesCache_ | Market | private |
| fxRate(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxRate(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxRateCache_ | Market | private |
| fxRateImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxRateImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxSpot(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxSpot(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxSpotImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxSpotImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxVol(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxVol(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxVolImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxVolImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| fxVols_ | MarketImpl | protected |
| getCorrelationIndexName(const string &ccy) const | Market | private |
| getFxBaseQuote(const string &ccy, const string &config) const | Market | private |
| getFxSpotBaseQuote(const string &ccy, const string &config) const | Market | private |
| getVolatility(const string &ccy, const string &config) const | Market | private |
| handlePseudoCurrencies() const | Market | |
| handlePseudoCurrencies_ | Market | protected |
| iborIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| iborIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| iborIndices_ | MarketImpl | protected |
| inCcyConfiguration | Market | static |
| indexCurveRateHelperInstMap() const | TestMarketParCurves | |
| indexCurveRateHelperInstMap_ | TestMarketParCurves | private |
| indexCurveRateHelpersMap() const | TestMarketParCurves | |
| indexCurveRateHelpersMap_ | TestMarketParCurves | private |
| indexCurveRateHelperTenorsMap() const | TestMarketParCurves | |
| indexCurveRateHelperTenorsMap_ | TestMarketParCurves | private |
| indexCurveRateHelperValuesMap() const | TestMarketParCurves | |
| indexCurveRateHelperValuesMap_ | TestMarketParCurves | private |
| Market(const bool handlePseudoCurrencies) | Market | |
| MarketImpl(const bool handlePseudoCurrencies) | MarketImpl | |
| MarketImpl(const MarketImpl &)=delete | MarketImpl | |
| operator=(const MarketImpl &)=delete | MarketImpl | |
| recoveryRate(const string &, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| recoveryRate(const string &, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| recoveryRates_ | MarketImpl | protected |
| refresh(const string &configuration=Market::defaultConfiguration) override | MarketImpl | virtual |
| refreshTs_ | MarketImpl | protected |
| require(const MarketObject o, const string &name, const string &configuration, const bool forceBuild=false) const | MarketImpl | protectedvirtual |
| securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| securitySpreads_ | MarketImpl | protected |
| shortSwapIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| shortSwapIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| spotCache_ | Market | private |
| swapIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| swapIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| swapIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| swapIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| swapIndexBases(const string &key, const string &configuration=Market::defaultConfiguration) const | MarketImpl | private |
| swapIndices_ | MarketImpl | protected |
| swaptionCurves_ | MarketImpl | protected |
| swaptionIndexBases_ | MarketImpl | protected |
| swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| swaptionVolRateHelperSwapTenorsMap() const | TestMarketParCurves | |
| swaptionVolRateHelperSwapTenorsMap_ | TestMarketParCurves | private |
| swaptionVolRateHelperTenorsMap() const | TestMarketParCurves | |
| swaptionVolRateHelperTenorsMap_ | TestMarketParCurves | private |
| swaptionVolRateHelperValuesMap() const | TestMarketParCurves | |
| swaptionVolRateHelperValuesMap_ | TestMarketParCurves | private |
| TestMarketParCurves(const Date &asof) | TestMarketParCurves | |
| volCache_ | Market | private |
| yieldCurve(const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yieldCurve(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yieldCurve(const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yieldCurve(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yieldCurves_ | MarketImpl | protected |
| yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yieldVolCurves_ | MarketImpl | protected |
| yoyCapFloorVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yoyCapFloorVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yoyCapFloorVolSurfaces_ | MarketImpl | protected |
| yoyInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yoyInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| yoyInflationIndices_ | MarketImpl | protected |
| yoyInflationRateHelperInstMap() const | TestMarketParCurves | |
| yoyInflationRateHelperInstMap_ | TestMarketParCurves | private |
| yoyInflationRateHelperTenorsMap() const | TestMarketParCurves | |
| yoyInflationRateHelperTenorsMap_ | TestMarketParCurves | private |
| yoyInflationRateHelperValuesMap() const | TestMarketParCurves | |
| yoyInflationRateHelperValuesMap_ | TestMarketParCurves | private |
| zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| zeroInflationIndices_ | MarketImpl | protected |
| zeroInflationRateHelperInstMap() const | TestMarketParCurves | |
| zeroInflationRateHelperInstMap_ | TestMarketParCurves | private |
| zeroInflationRateHelperTenorsMap() const | TestMarketParCurves | |
| zeroInflationRateHelperTenorsMap_ | TestMarketParCurves | private |
| zeroInflationRateHelperValuesMap() const | TestMarketParCurves | |
| zeroInflationRateHelperValuesMap_ | TestMarketParCurves | private |
| ~Market() | Market | virtual |