Caveats

Member CalibrationInstrumentFactory::build (const std::string &instrumentType)

If the instrumentType has not been added to the factory then a call to this method for that instrumentType will return a nullptr

Member LegDataFactory::build (const std::string &legType)

If the legType has not been added to the factory then a call to this method for that legType will return a nullptr

Class MMFutureQuote

expiry parameter is expected in the format YYYY-MM e.g. 2013-06 for Jun 2013, 1998-05 for May 1998, etc.

Class OIFutureQuote

expiry parameter is expected in the format YYYY-MM e.g. 2013-06 for Jun 2013, 1998-05 for May 1998, etc.

Member ore::data::parseIborIndex (const std::string &strIndex, std::string &outTenor, const QuantLib::Handle< QuantLib::YieldTermStructure > &h=QuantLib::Handle< QuantLib::YieldTermStructure >())

If the strIndex does not have a tenor component, as is the usual case for overnight indices, outTenor will be populated with the empty string.

Member Portfolio::fixings (const QuantLib::Date &settlementDate=QuantLib::Date()) const

This method will return an empty map if the Portfolio has not been built.

Member Trade::fixings (const QuantLib::Date &settlementDate=QuantLib::Date()) const

This method will return an empty map if the Trade has not been built.