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Fully annotated reference manual - version 1.8.12
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curvespecparser.hpp
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1/*
2 Copyright (C) 2016 Quaternion Risk Management Ltd
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
19/*! \file ored/marketdata/curvespecparser.hpp
20 \brief CurveSpec parser
21 \ingroup curves
22*/
23
24#pragma once
25
26#include <ql/shared_ptr.hpp>
28
29namespace ore {
30namespace data {
31
32//! function to convert a string into a curve spec
33/*! \ingroup curves
34 */
35QuantLib::ext::shared_ptr<CurveSpec> parseCurveSpec(const std::string&);
36
37//! function to convert a curve configuration node string into a curve spec type
38/*! \ingroup curves
39 */
41} // namespace data
42} // namespace ore
CurveType
Supported curve types.
Definition: curvespec.hpp:43
Curve requirements specification.
QuantLib::ext::shared_ptr< CurveSpec > parseCurveSpec(const string &s)
function to convert a string into a curve spec
CurveSpec::CurveType parseCurveConfigurationType(const std::string &s)
function to convert a curve configuration node string into a curve spec type
@ data
Definition: log.hpp:77
Serializable Credit Default Swap.
Definition: namespaces.docs:23