marketdataloader.cpp File Reference

#include <orea/app/marketdataloader.hpp>
#include <qle/termstructures/optionpricesurface.hpp>
#include <ored/portfolio/indexcreditdefaultswap.hpp>
#include <ored/portfolio/indexcreditdefaultswapoption.hpp>
#include <ored/utilities/to_string.hpp>
#include <ored/utilities/currencyhedgedequityindexdecomposition.hpp>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Functions
void	additional_fx_fixings (const string &fixingId, const RequiredFixings::FixingDates &fixingDates, FixingMap &relevantFixings)
void	additional_commodity_fixings (const string &fixingId, const RequiredFixings::FixingDates &fixingDates, FixingMap &fixings, map< pair< string, Date >, set< Date > > &commodityMap)
void	additional_equity_fixings (map< string, RequiredFixings::FixingDates > &fixings, const TodaysMarketParameters &mktParams, const QuantLib::ext::shared_ptr< ReferenceDataManager > refData, const QuantLib::ext::shared_ptr< CurveConfigurations > &curveConfigs)