Fully annotated reference manual - version 1.8.13.0
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Market data representation. More...
#include <ored/marketdata/expiry.hpp>#include <ored/marketdata/strike.hpp>#include <ored/utilities/parsers.hpp>#include <ored/utilities/serializationdate.hpp>#include <ored/utilities/serializationdaycounter.hpp>#include <ored/utilities/serializationperiod.hpp>#include <ored/utilities/strike.hpp>#include <ql/currency.hpp>#include <ql/quotes/simplequote.hpp>#include <ql/time/date.hpp>#include <ql/time/daycounter.hpp>#include <ql/types.hpp>#include <string>#include <boost/make_shared.hpp>#include <boost/optional.hpp>#include <boost/serialization/base_object.hpp>#include <boost/serialization/export.hpp>#include <boost/serialization/optional.hpp>#include <boost/serialization/shared_ptr.hpp>#include <boost/serialization/variant.hpp>Go to the source code of this file.
Classes | |
| class | MarketDatum |
| Base market data class. More... | |
| struct | SharedPtrMarketDatumComparator |
| class | MoneyMarketQuote |
| Money market data class. More... | |
| class | FRAQuote |
| FRA market data class. More... | |
| class | ImmFraQuote |
| IMM FRA market data class. More... | |
| class | SwapQuote |
| Swap market data class. More... | |
| class | ZeroQuote |
| class | DiscountQuote |
| Discount market data class. More... | |
| class | MMFutureQuote |
| Money Market Future data class. More... | |
| class | OIFutureQuote |
| Overnight index future data class. More... | |
| class | BasisSwapQuote |
| Basis Swap data class. More... | |
| class | BMASwapQuote |
| BMA Swap data class. More... | |
| class | CrossCcyBasisSwapQuote |
| Cross Currency Basis Swap data class. More... | |
| class | CrossCcyFixFloatSwapQuote |
| Cross Currency Fix Float Swap quote holder. More... | |
| class | CdsQuote |
| class | HazardRateQuote |
| Hazard rate data class. More... | |
| class | RecoveryRateQuote |
| Recovery rate data class. More... | |
| class | SwaptionQuote |
| Swaption data class. More... | |
| class | SwaptionShiftQuote |
| Shift data class (for SLN swaption volatilities) More... | |
| class | BondOptionQuote |
| Bond option data class. More... | |
| class | BondOptionShiftQuote |
| Shift data class (for SLN bond option volatilities) More... | |
| class | CapFloorQuote |
| Cap/Floor data class. More... | |
| class | CapFloorShiftQuote |
| Shift data class (for SLN cap/floor volatilities) More... | |
| class | FXSpotQuote |
| Foreign exchange rate data class. More... | |
| class | FXForwardQuote |
| Foreign exchange rate data class. More... | |
| class | FXOptionQuote |
| FX Option data class. More... | |
| class | ZcInflationSwapQuote |
| ZC Inflation swap data class. More... | |
| class | InflationCapFloorQuote |
| Inflation Cap Floor data class. More... | |
| class | ZcInflationCapFloorQuote |
| ZC Cap Floor data class. More... | |
| class | YoYInflationSwapQuote |
| YoY Inflation swap data class. More... | |
| class | YyInflationCapFloorQuote |
| YY Cap Floor data class. More... | |
| class | SeasonalityQuote |
| Inflation seasonality data class. More... | |
| class | EquitySpotQuote |
| Equity/Index spot price data class. More... | |
| class | EquityForwardQuote |
| Equity forward data class. More... | |
| class | EquityDividendYieldQuote |
| Equity/Index Dividend yield data class. More... | |
| class | EquityOptionQuote |
| Equity/Index Option data class. More... | |
| class | SecuritySpreadQuote |
| Bond spread data class. More... | |
| class | BaseCorrelationQuote |
| Base correlation data class. More... | |
| class | IndexCDSOptionQuote |
| CDS Index Option data class. More... | |
| class | CommoditySpotQuote |
| Commodity spot quote class. More... | |
| class | CommodityForwardQuote |
| Commodity forward quote class. More... | |
| class | CommodityOptionQuote |
| Commodity option data class. More... | |
| class | CorrelationQuote |
| Spread data class. More... | |
| class | CPRQuote |
| CPR data class. More... | |
| class | BondPriceQuote |
| Bond Price Quote. More... | |
| class | TransitionProbabilityQuote |
| Transition Probability data class. More... | |
Namespaces | |
| namespace | ore |
| Serializable Credit Default Swap. | |
| namespace | ore::data |
Market data representation.
Definition in file marketdatum.hpp.
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::MoneyMarketQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::FRAQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::ImmFraQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::SwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::ZeroQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::DiscountQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::MMFutureQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::OIFutureQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::BasisSwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::BMASwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CrossCcyBasisSwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CrossCcyFixFloatSwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CdsQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::HazardRateQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::RecoveryRateQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::SwaptionQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::SwaptionShiftQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::BondOptionQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::BondOptionShiftQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CapFloorQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CapFloorShiftQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::FXSpotQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::FXForwardQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::FXOptionQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::ZcInflationSwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::InflationCapFloorQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::ZcInflationCapFloorQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::YoYInflationSwapQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::YyInflationCapFloorQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::SeasonalityQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::EquitySpotQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::EquityForwardQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::EquityDividendYieldQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::EquityOptionQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::SecuritySpreadQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::BaseCorrelationQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::IndexCDSOptionQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CommoditySpotQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CommodityForwardQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CommodityOptionQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CorrelationQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::CPRQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::BondPriceQuote | ) |
| BOOST_CLASS_EXPORT_KEY | ( | ore::data::TransitionProbabilityQuote | ) |