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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces | Typedefs | Functions
ast.hpp File Reference

abstract syntax tree for payoff scripting More...

#include <ored/scripting/value.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <boost/fusion/container/vector.hpp>
#include <boost/fusion/include/at_c.hpp>
#include <ql/shared_ptr.hpp>
#include <iostream>
#include <string>
#include <vector>

Go to the source code of this file.

Classes

struct  LocationInfo
 
struct  ASTNode
 
struct  OperatorPlusNode
 
struct  OperatorMinusNode
 
struct  OperatorMultiplyNode
 
struct  OperatorDivideNode
 
struct  NegateNode
 
struct  FunctionAbsNode
 
struct  FunctionExpNode
 
struct  FunctionLogNode
 
struct  FunctionSqrtNode
 
struct  FunctionNormalCdfNode
 
struct  FunctionNormalPdfNode
 
struct  FunctionMaxNode
 
struct  FunctionMinNode
 
struct  FunctionPowNode
 
struct  FunctionBlackNode
 
struct  FunctionDcfNode
 
struct  FunctionDaysNode
 
struct  FunctionPayNode
 
struct  FunctionLogPayNode
 
struct  FunctionNpvNode
 
struct  FunctionNpvMemNode
 
struct  HistFixingNode
 
struct  FunctionDiscountNode
 
struct  FunctionFwdCompNode
 
struct  FunctionFwdAvgNode
 
struct  FunctionAboveProbNode
 
struct  FunctionBelowProbNode
 
struct  FunctionDateIndexNode
 
struct  SortNode
 
struct  PermuteNode
 
struct  ConstantNumberNode
 
struct  VariableNode
 
struct  SizeOpNode
 
struct  VarEvaluationNode
 
struct  AssignmentNode
 
struct  RequireNode
 
struct  DeclarationNumberNode
 
struct  SequenceNode
 
struct  ConditionEqNode
 
struct  ConditionNeqNode
 
struct  ConditionLtNode
 
struct  ConditionLeqNode
 
struct  ConditionGtNode
 
struct  ConditionGeqNode
 
struct  ConditionNotNode
 
struct  ConditionAndNode
 
struct  ConditionOrNode
 
struct  IfThenElseNode
 
struct  LoopNode
 

Namespaces

namespace  ore
 Serializable Credit Default Swap.
 
namespace  ore::data
 

Typedefs

using ASTNodePtr = QuantLib::ext::shared_ptr< ASTNode >
 

Functions

std::string to_string (const LocationInfo &l)
 

Detailed Description

abstract syntax tree for payoff scripting

Definition in file ast.hpp.