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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
modelcgimpl.cpp File Reference
#include <ored/scripting/models/modelcgimpl.hpp>
#include <ored/scripting/utilities.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/to_string.hpp>
#include <qle/ad/computationgraph.hpp>
#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <qle/indexes/inflationindexwrapper.hpp>
#include <qle/math/randomvariable_ops.hpp>
#include <ql/math/comparison.hpp>
#include <ql/quotes/simplequote.hpp>

Go to the source code of this file.

Namespaces

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

Functions

std::size_t addModelParameter (ComputationGraph &g, std::vector< std::pair< std::size_t, std::function< double(void)> > > &m, const std::string &id, std::function< double(void)> f)
 
Date getSloppyDate (const Date &d, const bool sloppyDates, const std::set< Date > &dates)
 

Variable Documentation

◆ indexInput_

const std::string indexInput_

Definition at line 167 of file modelcgimpl.cpp.