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Fully annotated reference manual - version 1.8.12
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formulaparser.hpp File Reference

generic formula parser More...

#include <qle/math/compiledformula.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>
#include <boost/phoenix/core.hpp>
#include <boost/phoenix/operator.hpp>
#include <boost/spirit/include/qi.hpp>
#include <stack>
#include <string>

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Namespaces

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

Functions

template<class T >
parseFormula (const std::string &text, const std::function< T(std::string)> &variableMapping={})
 
QuantExt::CompiledFormula parseFormula (const std::string &text, std::vector< std::string > &variables)
 
double gtZero (const double x)
 
double geqZero (const double x)
 
double max (const double x, const double y)
 
double min (const double x, const double y)
 

Detailed Description

generic formula parser

Definition in file formulaparser.hpp.