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Fully annotated reference manual - version 1.8.12
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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.