Files | |
file | bondindexbuilder.cpp [code] |
file | bondindexbuilder.hpp [code] |
Interface for building a bond index. | |
file | calendaradjustmentconfig.cpp [code] |
file | calendaradjustmentconfig.hpp [code] |
Interface for calendar modifications, additional holidays and business days. | |
file | calendarparser.cpp [code] |
file | calendarparser.hpp [code] |
calendar parser singleton class | |
file | conventionsbasedfutureexpiry.cpp [code] |
file | conventionsbasedfutureexpiry.hpp [code] |
Base class for classes that perform date calculations for future contracts. | |
file | correlationmatrix.cpp [code] |
file | correlationmatrix.hpp [code] |
configuration class for building correlation matrices | |
file | csvfilereader.cpp [code] |
file | csvfilereader.hpp [code] |
utility class to access CSV files | |
file | currencyhedgedequityindexdecomposition.cpp [code] |
file | currencyhedgedequityindexdecomposition.hpp [code] |
Helper function used for the index decompositon. | |
file | currencyparser.cpp [code] |
file | currencyparser.hpp [code] |
currency parser singleton class | |
file | databuilders.cpp [code] |
file | databuilders.hpp [code] |
file | dategrid.cpp [code] |
file | dategrid.hpp [code] |
The date grid class. | |
file | fileio.cpp [code] |
file | fileio.hpp [code] |
Wrapper class for retrying file IO operations. | |
file | flowanalysis.cpp [code] |
file | flowanalysis.hpp [code] |
Extended QuantLib flow analysis. | |
file | formulaparser.cpp [code] |
file | formulaparser.hpp [code] |
generic formula parser | |
file | indexnametranslator.cpp [code] |
file | indexnametranslator.hpp [code] |
translates between QuantLib::Index::name() and ORE names | |
file | indexparser.cpp [code] |
file | indexparser.hpp [code] |
Map text representations to QuantLib/QuantExt types. | |
file | inflationstartdate.cpp [code] |
file | inflationstartdate.hpp [code] |
file | log.cpp [code] |
file | log.hpp [code] |
Classes and functions for log message handling. | |
file | marketdata.cpp [code] |
file | marketdata.hpp [code] |
market data related utilties | |
file | osutils.cpp [code] |
file | osutils.hpp [code] |
Various OS specific utilities. | |
file | parsers.cpp [code] |
file | parsers.hpp [code] |
Map text representations to QuantLib/QuantExt types. | |
file | progressbar.cpp [code] |
file | progressbar.hpp [code] |
Classes for progress reporting. | |
file | serializationdate.hpp [code] |
support for QuantLib::Date serialization | |
file | serializationdaycounter.hpp [code] |
support for QuantLib::DayCounter serialization | |
file | serializationperiod.hpp [code] |
support for QuantLib::Period serialization | |
file | strike.cpp [code] |
file | strike.hpp [code] |
strike description | |
file | timeperiod.cpp [code] |
file | timeperiod.hpp [code] |
non-contiguous time period handling | |
file | to_string.cpp [code] |
file | to_string.hpp [code] |
string conversion utilities | |
file | vectorutils.hpp [code] |
Utilities for sorting vectors using permutations. | |
file | wildcard.cpp [code] |
file | wildcard.hpp [code] |
utilities for wildcard handling | |
file | xmlutils.cpp [code] |
file | xmlutils.hpp [code] |
XML utility functions. | |