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Fully annotated reference manual - version 1.8.12
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correlationmatrix.cpp File Reference
#include <boost/algorithm/string.hpp>
#include <ored/utilities/correlationmatrix.hpp>
#include <ored/utilities/parsers.hpp>
#include <ql/quotes/derivedquote.hpp>
#include <ql/quotes/simplequote.hpp>

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Namespaces

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

Functions

Compare <code>CorrelationFactor</code>s.
bool operator< (const CorrelationFactor &lhs, const CorrelationFactor &rhs)
 
bool operator== (const CorrelationFactor &lhs, const CorrelationFactor &rhs)
 
bool operator!= (const CorrelationFactor &lhs, const CorrelationFactor &rhs)
 
ostream & operator<< (std::ostream &out, const CorrelationFactor &f)
 Allow CorrelationFactors to be written. More...
 
CorrelationFactor parseCorrelationFactor (const string &name, const char separator)