todaysmarket.cpp File Reference

An concrete implementation of the Market class that loads todays market and builds the required curves. More...

#include <ored/marketdata/basecorrelationcurve.hpp>
#include <ored/marketdata/capfloorvolcurve.hpp>
#include <ored/marketdata/cdsvolcurve.hpp>
#include <ored/marketdata/commoditycurve.hpp>
#include <ored/marketdata/commodityvolcurve.hpp>
#include <ored/marketdata/correlationcurve.hpp>
#include <ored/marketdata/curvespecparser.hpp>
#include <ored/marketdata/defaultcurve.hpp>
#include <ored/marketdata/equitycurve.hpp>
#include <ored/marketdata/equityvolcurve.hpp>
#include <ored/marketdata/fxvolcurve.hpp>
#include <ored/marketdata/inflationcapfloorvolcurve.hpp>
#include <ored/marketdata/inflationcurve.hpp>
#include <ored/marketdata/security.hpp>
#include <ored/marketdata/structuredcurveerror.hpp>
#include <ored/marketdata/swaptionvolcurve.hpp>
#include <ored/marketdata/todaysmarket.hpp>
#include <ored/marketdata/yieldcurve.hpp>
#include <ored/marketdata/yieldvolcurve.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/indexnametranslator.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/to_string.hpp>
#include <qle/indexes/dividendmanager.hpp>
#include <qle/indexes/equityindex.hpp>
#include <qle/indexes/fallbackiborindex.hpp>
#include <qle/indexes/fallbackovernightindex.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/indexes/inflationindexwrapper.hpp>
#include <qle/termstructures/blackvolsurfacewithatm.hpp>
#include <qle/termstructures/pricetermstructureadapter.hpp>
#include <ql/tuple.hpp>
#include <boost/graph/topological_sort.hpp>
#include <boost/range/adaptor/map.hpp>
#include <boost/range/adaptor/reversed.hpp>
#include <boost/timer/timer.hpp>

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

Functions
std::ostream &	operator<< (std::ostream &o, const DependencyGraph::Node &n)

Detailed Description

An concrete implementation of the Market class that loads todays market and builds the required curves.

Definition in file todaysmarket.cpp.

Variable Documentation

count

std::size_t count = 0

Definition at line 96 of file todaysmarket.cpp.