marketdatumparser.cpp File Reference

#include <boost/algorithm/string.hpp>
#include <boost/make_shared.hpp>
#include <boost/range.hpp>
#include <map>
#include <ored/marketdata/expiry.hpp>
#include <ored/marketdata/marketdatumparser.hpp>
#include <ored/marketdata/strike.hpp>
#include <ored/portfolio/creditdefaultswapdata.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>

Go to the source code of this file.

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

Functions
Date	getDateFromDateOrPeriod (const string &token, Date asof, QuantLib::Calendar cal=QuantLib::WeekendsOnly(), QuantLib::BusinessDayConvention bdc=QuantLib::BusinessDayConvention::Following)
	Get a date from a date string or period. More...
boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString >	parseFxPeriod (const string &s)
	Convert text to QuantLib::Period of Fx forward string. More...
QuantLib::Period	fxFwdQuoteTenor (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > &term)
QuantLib::Period	fxFwdQuoteStartTenor (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > &term, const QuantLib::ext::shared_ptr< FXConvention > &fxConvention)
bool	matchFxFwdStringTerm (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > &term, const FXForwardQuote::FxFwdString &fxfwdString)
QuantLib::ext::shared_ptr< MarketDatum >	parseMarketDatum (const Date &asof, const string &datumName, const Real &value)
	Function to parse a market datum. More...

Variable Documentation

fxConvention

QuantLib::ext::shared_ptr<FXConvention> fxConvention

Definition at line 188 of file marketdatumparser.cpp.

fxFwdString

FXForwardQuote::FxFwdString fxFwdString

Definition at line 201 of file marketdatumparser.cpp.