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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
marketdatum.cpp File Reference
#include <ored/marketdata/marketdatum.hpp>
#include <ored/utilities/parsers.hpp>
#include <boost/archive/binary_iarchive.hpp>
#include <boost/archive/binary_oarchive.hpp>
#include <boost/lexical_cast.hpp>

Go to the source code of this file.

Namespaces

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

Functions

bool operator< (const MarketDatum &a, const MarketDatum &b)
 
std::ostream & operator<< (std::ostream &out, const MarketDatum::QuoteType &type)
 
std::ostream & operator<< (std::ostream &out, const MarketDatum::InstrumentType &type)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::MoneyMarketQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::FRAQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::ImmFraQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::SwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::ZeroQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::DiscountQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::MMFutureQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::OIFutureQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::BasisSwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::BMASwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CrossCcyBasisSwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CrossCcyFixFloatSwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CdsQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::HazardRateQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::RecoveryRateQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::SwaptionQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::SwaptionShiftQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::BondOptionQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::BondOptionShiftQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CapFloorQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CapFloorShiftQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::FXSpotQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::FXForwardQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::FXOptionQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::ZcInflationSwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::InflationCapFloorQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::ZcInflationCapFloorQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::YoYInflationSwapQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::YyInflationCapFloorQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::SeasonalityQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::EquitySpotQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::EquityForwardQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::EquityDividendYieldQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::EquityOptionQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::SecuritySpreadQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::BaseCorrelationQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::IndexCDSOptionQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CommoditySpotQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CommodityForwardQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CommodityOptionQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CorrelationQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::CPRQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::BondPriceQuote)
 
 BOOST_CLASS_EXPORT_IMPLEMENT (ore::data::TransitionProbabilityQuote)
 

Function Documentation

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [1/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::MoneyMarketQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [2/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::FRAQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [3/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::ImmFraQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [4/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::SwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [5/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::ZeroQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [6/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::DiscountQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [7/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::MMFutureQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [8/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::OIFutureQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [9/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::BasisSwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [10/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::BMASwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [11/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CrossCcyBasisSwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [12/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CrossCcyFixFloatSwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [13/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CdsQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [14/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::HazardRateQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [15/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::RecoveryRateQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [16/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::SwaptionQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [17/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::SwaptionShiftQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [18/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::BondOptionQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [19/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::BondOptionShiftQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [20/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CapFloorQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [21/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CapFloorShiftQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [22/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::FXSpotQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [23/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::FXForwardQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [24/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::FXOptionQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [25/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::ZcInflationSwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [26/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::InflationCapFloorQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [27/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::ZcInflationCapFloorQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [28/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::YoYInflationSwapQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [29/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::YyInflationCapFloorQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [30/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::SeasonalityQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [31/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::EquitySpotQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [32/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::EquityForwardQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [33/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::EquityDividendYieldQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [34/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::EquityOptionQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [35/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::SecuritySpreadQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [36/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::BaseCorrelationQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [37/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::IndexCDSOptionQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [38/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CommoditySpotQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [39/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CommodityForwardQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [40/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CommodityOptionQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [41/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CorrelationQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [42/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::CPRQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [43/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::BondPriceQuote  )

◆ BOOST_CLASS_EXPORT_IMPLEMENT() [44/44]

BOOST_CLASS_EXPORT_IMPLEMENT ( ore::data::TransitionProbabilityQuote  )