Market Member List

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