formulabasedindexbuilder.cpp File Reference

#include <ored/portfolio/formulabasedindexbuilder.hpp>
#include <ored/utilities/formulaparser.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ql/time/calendars/jointcalendar.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <boost/make_shared.hpp>

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

Functions
QuantLib::ext::shared_ptr< QuantExt::FormulaBasedIndex >	makeFormulaBasedIndex (const std::string &formula, const QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, std::map< std::string, QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex > > &indexMaps, const Calendar &fixingCalendar)