fixingdates.cpp File Reference

#include <ored/configuration/iborfallbackconfig.hpp>
#include <ored/marketdata/curvespecparser.hpp>
#include <ored/portfolio/fixingdates.hpp>
#include <ored/utilities/indexnametranslator.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ql/cashflow.hpp>
#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/experimental/coupons/cmsspreadcoupon.hpp>
#include <ql/experimental/coupons/strippedcapflooredcoupon.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
#include <qle/cashflows/averageonindexedcoupon.hpp>
#include <qle/cashflows/bondtrscashflow.hpp>
#include <qle/cashflows/cappedflooredaveragebmacoupon.hpp>
#include <qle/cashflows/cmbcoupon.hpp>
#include <qle/cashflows/commodityindexedaveragecashflow.hpp>
#include <qle/cashflows/commodityindexedcashflow.hpp>
#include <qle/cashflows/equitycoupon.hpp>
#include <qle/cashflows/equitymargincoupon.hpp>
#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>
#include <qle/cashflows/fxlinkedcashflow.hpp>
#include <qle/cashflows/indexedcoupon.hpp>
#include <qle/cashflows/nonstandardyoyinflationcoupon.hpp>
#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <qle/cashflows/subperiodscoupon.hpp>
#include <qle/indexes/commoditybasisfutureindex.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/indexes/compositeindex.hpp>
#include <qle/indexes/fallbackiborindex.hpp>
#include <qle/indexes/fallbackovernightindex.hpp>
#include <qle/indexes/genericindex.hpp>
#include <qle/indexes/offpeakpowerindex.hpp>

Go to the source code of this file.

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

Functions
bool	operator< (const RequiredFixings::FixingEntry &lhs, const RequiredFixings::FixingEntry &rhs)
bool	operator< (const RequiredFixings::InflationFixingEntry &lhs, const RequiredFixings::InflationFixingEntry &rhs)
bool	operator< (const RequiredFixings::ZeroInflationFixingEntry &lhs, const RequiredFixings::ZeroInflationFixingEntry &rhs)
std::ostream &	operator<< (std::ostream &out, const ore::data::RequiredFixings::FixingEntry &f)
std::ostream &	operator<< (std::ostream &out, const std::set< ore::data::RequiredFixings::FixingEntry > &entries)
std::ostream &	operator<< (std::ostream &out, const std::set< ore::data::RequiredFixings::InflationFixingEntry > &entries)
std::ostream &	operator<< (std::ostream &out, const std::set< ore::data::RequiredFixings::ZeroInflationFixingEntry > &entries)
std::ostream &	operator<< (std::ostream &out, const RequiredFixings &requiredFixings)
void	addToRequiredFixings (const QuantLib::Leg &leg, const QuantLib::ext::shared_ptr< FixingDateGetter > &fixingDateGetter)
void	amendInflationFixingDates (std::map< std::string, RequiredFixings::FixingDates > &fixings)
void	addMarketFixingDates (const Date &asof, map< string, RequiredFixings::FixingDates > &fixings, const TodaysMarketParameters &mktParams, const Period &iborLookback, const Period &oisLookback, const Period &bmaLookback, const Period &inflationLookback)