market.cpp File Reference

#include <ored/marketdata/market.hpp>
#include <ored/utilities/currencyparser.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/marketdata.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/termstructures/blackinvertedvoltermstructure.hpp>
#include <qle/termstructures//blacktriangulationatmvol.hpp>
#include <qle/termstructures/flatcorrelation.hpp>
#include <qle/termstructures/pricetermstructureadapter.hpp>
#include <ql/quotes/compositequote.hpp>
#include <ql/time/daycounters/actualactual.hpp>

Go to the source code of this file.

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

Functions
PseudoCurrencyMarketParameters	buildPseudoCurrencyMarketParameters (const std::map< string, string > &pricingEngineGlobalParameters=std::map< string, string >())
	Function to build parameters from PricingEngine GlobalParametrs. More...
std::ostream &	operator<< (std::ostream &os, const struct PseudoCurrencyMarketParameters &p)