marketdata.cpp File Reference

#include <ored/configuration/conventions.hpp>
#include <ored/utilities/currencyparser.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/marketdata.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/utilities/to_string.hpp>
#include <boost/algorithm/string.hpp>

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

Functions
string	xccyCurveName (const string &ccyCode)
Handle< YieldTermStructure >	xccyYieldCurve (const QuantLib::ext::shared_ptr< Market > &market, const string &ccyCode, const string &configuration)
Handle< YieldTermStructure >	xccyYieldCurve (const QuantLib::ext::shared_ptr< Market > &market, const string &ccyCode, bool &outXccyExists, const string &configuration)
Handle< YieldTermStructure >	indexOrYieldCurve (const QuantLib::ext::shared_ptr< Market > &market, const std::string &name, const std::string &configuration)
std::string	securitySpecificCreditCurveName (const std::string &securityId, const std::string &creditCurveId)
std::string	creditCurveNameFromSecuritySpecificCreditCurveName (const std::string &name)
QuantLib::Handle< QuantExt::CreditCurve >	securitySpecificCreditCurve (const QuantLib::ext::shared_ptr< Market > &market, const std::string &securityId, const std::string &creditCurveId, const std::string &configuration)
std::string	prettyPrintInternalCurveName (std::string name)
QuantLib::ext::shared_ptr< QuantExt::FxIndex >	buildFxIndex (const string &fxIndex, const string &domestic, const string &foreign, const QuantLib::ext::shared_ptr< Market > &market, const string &configuration, bool useXbsCurves)
std::tuple< Natural, Calendar, BusinessDayConvention >	getFxIndexConventions (const string &index)
std::pair< std::string, QuantLib::Period >	splitCurveIdWithTenor (const std::string &creditCurveId)
QuantLib::Handle< QuantExt::CreditCurve >	indexCdsDefaultCurve (const QuantLib::ext::shared_ptr< Market > &market, const std::string &creditCurveId, const std::string &config)

Variables
const string	xccyCurveNamePrefix = "__XCCY__"