databuilders.hpp File Reference

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

Macros
#define	ORE_REGISTER_LEG_DATA(NAME, CLASS, OVERWRITE)    ore::data::LegDataFactory::instance().addBuilder(NAME, &ore::data::createLegData<CLASS>, OVERWRITE);
#define	ORE_REGISTER_CALIBRATION_INSTRUMENT(NAME, CLASS, OVERWRITE)
#define	ORE_REGISTER_REFERENCE_DATUM(NAME, CLASS, OVERWRITE)
#define	ORE_REGISTER_BOND_BUILDER(NAME, CLASS, OVERWRITE)    ore::data::BondFactory::instance().addBuilder(NAME, QuantLib::ext::make_shared<CLASS>(), OVERWRITE);
#define	ORE_REGISTER_TRADE_BUILDER(NAME, CLASS, OVERWRITE)
#define	ORE_REGISTER_LEGBUILDER(NAME, CLASS, OVERWRITE)
#define	ORE_REGISTER_AMC_ENGINE_BUILDER(CLASS, OVERWRITE)
#define	ORE_REGISTER_AMCCG_ENGINE_BUILDER(CLASS, OVERWRITE)
#define	ORE_REGISTER_ENGINE_BUILDER(CLASS, OVERWRITE)
#define	ORE_REGISTER_TRS_UNDERLYING_BUILDER(NAME, CLASS, OVERWRITE)    ore::data::TrsUnderlyingBuilderFactory::instance().addBuilder(NAME, QuantLib::ext::make_shared<CLASS>(), OVERWRITE);
#define	ORE_REGISTER_COMPUTE_FRAMEWORK_CREATOR(NAME, CLASS, OVERWRITE)

Functions
void	dataBuilders ()

Macro Definition Documentation

ORE_REGISTER_LEG_DATA

#define ORE_REGISTER_LEG_DATA	(		NAME,
			CLASS,
			OVERWRITE
	)		ore::data::LegDataFactory::instance().addBuilder(NAME, &ore::data::createLegData<CLASS>, OVERWRITE);

Definition at line 25 of file databuilders.hpp.

ORE_REGISTER_CALIBRATION_INSTRUMENT

#define ORE_REGISTER_CALIBRATION_INSTRUMENT	(		NAME,
			CLASS,
			OVERWRITE
	)

Value:

    ore::data::CalibrationInstrumentFactory::instance().addBuilder(                                                    \
        NAME, &ore::data::createCalibrationInstrument<CLASS>, OVERWRITE);

Definition at line 28 of file databuilders.hpp.

ORE_REGISTER_REFERENCE_DATUM

#define ORE_REGISTER_REFERENCE_DATUM	(		NAME,
			CLASS,
			OVERWRITE
	)

Value:

    ore::data::ReferenceDatumFactory::instance().addBuilder(                                                           \
        NAME, &ore::data::createReferenceDatumBuilder<ore::data::ReferenceDatumBuilder<CLASS>>, OVERWRITE);

Definition at line 32 of file databuilders.hpp.

ORE_REGISTER_BOND_BUILDER

#define ORE_REGISTER_BOND_BUILDER	(		NAME,
			CLASS,
			OVERWRITE
	)		ore::data::BondFactory::instance().addBuilder(NAME, QuantLib::ext::make_shared<CLASS>(), OVERWRITE);

Definition at line 36 of file databuilders.hpp.

ORE_REGISTER_TRADE_BUILDER

#define ORE_REGISTER_TRADE_BUILDER	(		NAME,
			CLASS,
			OVERWRITE
	)

Value:

    ore::data::TradeFactory::instance().addBuilder(NAME, QuantLib::ext::make_shared<ore::data::TradeBuilder<CLASS>>(), \
                                                   OVERWRITE);

Definition at line 39 of file databuilders.hpp.

ORE_REGISTER_LEGBUILDER

#define ORE_REGISTER_LEGBUILDER	(		NAME,
			CLASS,
			OVERWRITE
	)

Value:

    ore::data::EngineBuilderFactory::instance().addLegBuilder([]() { return QuantLib::ext::make_shared<CLASS>(); },    \
                                                              OVERWRITE);

Definition at line 43 of file databuilders.hpp.

ORE_REGISTER_AMC_ENGINE_BUILDER

#define ORE_REGISTER_AMC_ENGINE_BUILDER	(		CLASS,
			OVERWRITE
	)

Value:

    ore::data::EngineBuilderFactory::instance().addAmcEngineBuilder(                                                   \
        [](const QuantLib::ext::shared_ptr<QuantExt::CrossAssetModel>& cam,                                            \
           const std::vector<ore::data::Date>& grid) { return QuantLib::ext::make_shared<CLASS>(cam, grid); },         \
        OVERWRITE);

Definition at line 47 of file databuilders.hpp.

ORE_REGISTER_AMCCG_ENGINE_BUILDER

#define ORE_REGISTER_AMCCG_ENGINE_BUILDER	(		CLASS,
			OVERWRITE
	)

Value:

    ore::data::EngineBuilderFactory::instance().addAmcCgEngineBuilder(                                                 \
        [](const QuantLib::ext::shared_ptr<ore::data::ModelCG>& model, const std::vector<ore::data::Date>& grid) {     \
            return QuantLib::ext::make_shared<CLASS>(model, grid);                                                     \
        },                                                                                                             \
        OVERWRITE);

Definition at line 53 of file databuilders.hpp.

ORE_REGISTER_ENGINE_BUILDER

#define ORE_REGISTER_ENGINE_BUILDER	(		CLASS,
			OVERWRITE
	)

Value:

    ore::data::EngineBuilderFactory::instance().addEngineBuilder([]() { return QuantLib::ext::make_shared<CLASS>(); }, \
                                                                 OVERWRITE);

Definition at line 60 of file databuilders.hpp.

ORE_REGISTER_TRS_UNDERLYING_BUILDER

#define ORE_REGISTER_TRS_UNDERLYING_BUILDER	(		NAME,
			CLASS,
			OVERWRITE
	)		ore::data::TrsUnderlyingBuilderFactory::instance().addBuilder(NAME, QuantLib::ext::make_shared<CLASS>(), OVERWRITE);

Definition at line 64 of file databuilders.hpp.

ORE_REGISTER_COMPUTE_FRAMEWORK_CREATOR

#define ORE_REGISTER_COMPUTE_FRAMEWORK_CREATOR	(		NAME,
			CLASS,
			OVERWRITE
	)

Value:

    QuantExt::ComputeFrameworkRegistry::instance().add(NAME, &QuantExt::createComputeFrameworkCreator<CLASS>,          \
                                                       OVERWRITE);

Definition at line 67 of file databuilders.hpp.