testmarket.hpp File Reference

#include <boost/make_shared.hpp>
#include <orea/scenario/scenariosimmarketparameters.hpp>
#include <orea/scenario/sensitivityscenariodata.hpp>
#include <ored/marketdata/marketimpl.hpp>
#include <ored/utilities/indexparser.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/termstructures/flatcorrelation.hpp>
#include <qle/termstructures/strippedcpivolatilitystructure.hpp>
#include <qle/termstructures/crossccybasisswaphelper.hpp>
#include <qle/termstructures/oisratehelper.hpp>
#include <ql/math/interpolations/flatextrapolation2d.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/credit/flathazardrate.hpp>
#include <ql/termstructures/credit/piecewisedefaultcurve.hpp>
#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp>
#include <ql/termstructures/yield/piecewiseyieldcurve.hpp>
#include <ql/termstructures/yield/ratehelpers.hpp>
#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
#include <ql/termstructures/volatility/inflation/constantcpivolatility.hpp>
#include <ql/termstructures/volatility/optionlet/constantoptionletvol.hpp>
#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp>
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <ql/time/daycounters/actual360.hpp>

Go to the source code of this file.

Classes
class	TestMarket
	Simple flat market setup to be used in the test suite. More...
class	TestMarketParCurves
class	TestConfigurationObjects
	Static class to allow for easy construction of configuration objects for use within tests. More...

Namespaces
namespace	testsuite