Fully annotated reference manual - version 1.8.12
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Curve requirements specification. More...
#include <ql/shared_ptr.hpp>#include <ostream>#include <string>Go to the source code of this file.
Classes | |
| class | CurveSpec |
| Curve Specification. More... | |
| class | YieldCurveSpec |
| Yield curve description. More... | |
| class | DefaultCurveSpec |
| Default curve description. More... | |
| class | CDSVolatilityCurveSpec |
| CDS Volatility curve description. More... | |
| class | BaseCorrelationCurveSpec |
| Base Correlation surface description. More... | |
| class | SwaptionVolatilityCurveSpec |
| Swaption Volatility curve description. More... | |
| class | YieldVolatilityCurveSpec |
| Yield volatility curve description. More... | |
| class | CapFloorVolatilityCurveSpec |
| Cap/Floor Volatility curve description. More... | |
| class | FXSpotSpec |
| FX Spot description. More... | |
| class | FXVolatilityCurveSpec |
| FX Volatility curve description. More... | |
| class | InflationCurveSpec |
| Inflation curve description. More... | |
| class | InflationCapFloorVolatilityCurveSpec |
| Inflation cap floor volatility description. More... | |
| class | EquityCurveSpec |
| Equity curve description. More... | |
| class | EquityVolatilityCurveSpec |
| Equity Volatility curve description. More... | |
| class | SecuritySpec |
| Security description. More... | |
| class | CommodityCurveSpec |
| Commodity curve description. More... | |
| class | CommodityVolatilityCurveSpec |
| Commodity volatility description. More... | |
| class | CorrelationCurveSpec |
| Correlation curve description. More... | |
Namespaces | |
| namespace | ore |
| Serializable Credit Default Swap. | |
| namespace | ore::data |
Functions | |
| std::ostream & | operator<< (std::ostream &os, const CurveSpec &spec) |
| Stream operator for CurveSpec. More... | |
| std::ostream & | operator<< (std::ostream &os, const CurveSpec::CurveType &t) |
| Stream operator for CurveType. More... | |
| bool | operator< (const CurveSpec &lhs, const CurveSpec &rhs) |
| Relational operators for CurveSpecs. More... | |
| bool | operator== (const CurveSpec &lhs, const CurveSpec &rhs) |
| bool | operator< (const QuantLib::ext::shared_ptr< CurveSpec > &lhs, const QuantLib::ext::shared_ptr< CurveSpec > &rhs) |
| bool | operator== (const QuantLib::ext::shared_ptr< CurveSpec > &lhs, const QuantLib::ext::shared_ptr< CurveSpec > &rhs) |
Curve requirements specification.
Definition in file curvespec.hpp.