testmarket.cpp File Reference

#include <boost/make_shared.hpp>
#include <boost/test/unit_test.hpp>
#include <ql/currencies/america.hpp>
#include <ql/indexes/inflation/euhicp.hpp>
#include <ql/indexes/inflation/ukrpi.hpp>
#include <ql/termstructures/inflation/inflationhelpers.hpp>
#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp>
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>
#include <ql/termstructures/inflation/piecewisezeroinflationcurve.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>
#include <ql/termstructures/volatility/optionlet/constantoptionletvol.hpp>
#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/calendars/unitedstates.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <qle/indexes/inflationindexwrapper.hpp>
#include <qle/indexes/equityindex.hpp>
#include <qle/termstructures/blackvariancecurve3.hpp>
#include <qle/termstructures/pricecurve.hpp>
#include <qle/termstructures/swaptionvolcube2.hpp>
#include <qle/termstructures/swaptionvolcubewithatm.hpp>
#include <qle/termstructures/yoyinflationcurveobserverstatic.hpp>
#include <qle/termstructures/zeroinflationcurveobserverstatic.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <iostream>
#include <test/testmarket.hpp>

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Namespaces
namespace	testsuite

Functions
ore::analytics::SensitivityScenarioData::CurveShiftParData	createCurveData ()