Fully annotated reference manual - version 1.8.12
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This is the complete list of members for Market, including all inherited members.
| asofDate() const =0 | Market | pure virtual |
| baseCorrelation(const string &, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| capFloorVolIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| cdsVol(const string &, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| commodityCurveLookup(const string &pm) const | Market | |
| commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| commodityPriceCurve(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| commodityVolatility(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| correlationCurve(const std::string &index1, const std::string &index2, const std::string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| cpr(const string &securityID, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| defaultConfiguration | Market | static |
| defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| discountCurve(const string &ccy, const string &configuration=Market::defaultConfiguration) const | Market | |
| discountCurveCache_ | Market | mutableprivate |
| discountCurveImpl(const string &ccy, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| equityCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| equityDividendCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| fxIndex(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| fxIndicesCache_ | Market | mutableprivate |
| fxRate(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxRateCache_ | Market | mutableprivate |
| fxRateImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| fxSpot(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxSpotImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| fxVol(const string &ccypair, const string &configuration=Market::defaultConfiguration) const | Market | |
| fxVolImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| getCorrelationIndexName(const string &ccy) const | Market | private |
| getFxBaseQuote(const string &ccy, const string &config) const | Market | private |
| getFxSpotBaseQuote(const string &ccy, const string &config) const | Market | private |
| getVolatility(const string &ccy, const string &config) const | Market | private |
| handlePseudoCurrencies() const | Market | |
| handlePseudoCurrencies_ | Market | protected |
| iborIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| inCcyConfiguration | Market | static |
| Market(const bool handlePseudoCurrencies) | Market | explicit |
| recoveryRate(const string &, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| refresh(const string &) | Market | virtual |
| securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| shortSwapIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| spotCache_ | Market | mutableprivate |
| swapIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| swapIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| volCache_ | Market | mutableprivate |
| yieldCurve(const YieldCurveType &type, const string &name, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| yieldCurve(const string &name, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| yoyCapFloorVol(const string &indexName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| yoyInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const =0 | Market | pure virtual |
| ~Market() | Market | virtual |