marketdata Directory Reference

Files
file	adjustedinmemoryloader.cpp [code]
file	adjustedinmemoryloader.hpp [code]
file	adjustmentfactors.cpp [code]
file	adjustmentfactors.hpp [code]
file	basecorrelationcurve.cpp [code]
file	basecorrelationcurve.hpp [code]
	Wrapper class for building base correlation structures.
file	bondspreadimply.cpp [code]
file	bondspreadimply.hpp [code]
	bond spread imply utility
file	bondspreadimplymarket.cpp [code]
file	bondspreadimplymarket.hpp [code]
	market that can be used to imply bond spreads
file	capfloorvolcurve.cpp [code]
file	capfloorvolcurve.hpp [code]
	Build optionlet volatility structures from cap floor configurations.
file	cdsvolcurve.cpp [code]
file	cdsvolcurve.hpp [code]
	Class for building cds volatility structures.
file	clonedloader.cpp [code]
file	clonedloader.hpp [code]
	loader providing cloned data from another loader
file	commoditycurve.cpp [code]
file	commoditycurve.hpp [code]
	Class for building a commodity price curve.
file	commodityvolcurve.cpp [code]
file	commodityvolcurve.hpp [code]
	Wrapper class for building commodity volatility structures.
file	compositeloader.hpp [code]
	Loader that is a composite of two loaders.
file	correlationcurve.cpp [code]
file	correlationcurve.hpp [code]
file	csvloader.cpp [code]
	Market Datum Loader impl.
file	csvloader.hpp [code]
	Market Datum Loader Implementation.
file	curvespec.cpp [code]
file	curvespec.hpp [code]
	Curve requirements specification.
file	curvespecparser.cpp [code]
file	curvespecparser.hpp [code]
	CurveSpec parser.
file	defaultcurve.cpp [code]
file	defaultcurve.hpp [code]
	Wrapper class for building Default curves.
file	dependencygraph.cpp [code]
	DependencyGraph class to establish build order of marketObjects and its dependency.
file	dependencygraph.hpp [code]
	DependencyGraph class to establish build order of marketObjects and its dependency.
file	dummymarket.hpp [code]
	Dummy Market class returning empty handles, used in tests.
file	equitycurve.cpp [code]
file	equitycurve.hpp [code]
	Wrapper class for building Equity curves.
file	equityvolcurve.cpp [code]
file	equityvolcurve.hpp [code]
	Wrapper class for building Equity volatility structures.
file	expiry.cpp [code]
file	expiry.hpp [code]
	Classes for representing an expiry for use in market quotes.
file	fittedbondcurvehelpermarket.cpp [code]
file	fittedbondcurvehelpermarket.hpp [code]
	A market implementation providing curves for setting up bond rate helpers.
file	fixings.cpp [code]
file	fixings.hpp [code]
file	fxtriangulation.cpp [code]
file	fxtriangulation.hpp [code]
	Intelligent FX price repository.
file	fxvolcurve.cpp [code]
file	fxvolcurve.hpp [code]
	Wrapper class for building FX volatility structures.
file	genericyieldvolcurve.cpp [code]
file	genericyieldvolcurve.hpp [code]
file	inflationcapfloorvolcurve.cpp [code]
file	inflationcapfloorvolcurve.hpp [code]
	Wrapper class for building YoY Inflation CapFloor volatility structures.
file	inflationcurve.cpp [code]
file	inflationcurve.hpp [code]
	inflation curve class
file	inmemoryloader.cpp [code]
file	inmemoryloader.hpp [code]
file	loader.cpp [code]
file	loader.hpp [code]
	Market Datum Loader Interface.
file	market.cpp [code]
file	market.hpp [code]
	Base Market class.
file	marketdatum.cpp [code]
file	marketdatum.hpp [code]
	Market data representation.
file	marketdatumparser.cpp [code]
file	marketdatumparser.hpp [code]
	Market Datum parser.
file	marketimpl.cpp [code]
file	marketimpl.hpp [code]
	An implementation of the Market class that stores the required objects in maps.
file	security.cpp [code]
file	security.hpp [code]
	A wrapper class for holding Bond Spread quotes.
file	strike.cpp [code]
file	strike.hpp [code]
	Classes for representing a strike using various conventions.
file	structuredcurveerror.hpp [code]
	Error for market data or curve.
file	swaptionvolcurve.cpp [code]
file	swaptionvolcurve.hpp [code]
	Wrapper class for building Swaption volatility structures.
file	todaysmarket.cpp [code]
	An concrete implementation of the Market class that loads todays market and builds the required curves.
file	todaysmarket.hpp [code]
	An concrete implementation of the Market class that loads todays market and builds the required curves.
file	todaysmarketcalibrationinfo.cpp [code]
file	todaysmarketcalibrationinfo.hpp [code]
	a container holding information on calibration results during the t0 market build
file	todaysmarketparameters.cpp [code]
file	todaysmarketparameters.hpp [code]
	A class to hold todays market configuration(s)
file	wrappedmarket.cpp [code]
file	wrappedmarket.hpp [code]
	wrapped market
file	yieldcurve.cpp [code]
file	yieldcurve.hpp [code]
	Wrapper class for QuantLib term structures.
file	yieldvolcurve.cpp [code]
file	yieldvolcurve.hpp [code]
	Wrapper class for building yield volatility structures.