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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
value.cpp File Reference
#include <ored/scripting/value.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>

Go to the source code of this file.

Namespaces

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

Functions

std::ostream & operator<< (std::ostream &out, const EventVec &a)
 
std::ostream & operator<< (std::ostream &out, const CurrencyVec &a)
 
std::ostream & operator<< (std::ostream &out, const IndexVec &a)
 
std::ostream & operator<< (std::ostream &out, const DaycounterVec &a)
 
bool deterministic (const ValueType &v)
 
Size size (const ValueType &v)
 
bool operator== (const EventVec &a, const EventVec &b)
 
bool operator== (const CurrencyVec &a, const CurrencyVec &b)
 
bool operator== (const IndexVec &a, const IndexVec &b)
 
bool operator== (const DaycounterVec &a, const DaycounterVec &b)
 
ValueType operator+ (const ValueType &x, const ValueType &y)
 
ValueType operator- (const ValueType &x, const ValueType &y)
 
ValueType operator* (const ValueType &x, const ValueType &y)
 
ValueType operator/ (const ValueType &x, const ValueType &y)
 
ValueType min (const ValueType &x, const ValueType &y)
 
ValueType max (const ValueType &x, const ValueType &y)
 
ValueType pow (const ValueType &x, const ValueType &y)
 
ValueType operator- (const ValueType &x)
 
ValueType abs (const ValueType &x)
 
ValueType exp (const ValueType &x)
 
ValueType log (const ValueType &x)
 
ValueType sqrt (const ValueType &x)
 
ValueType normalCdf (const ValueType &x)
 
ValueType normalPdf (const ValueType &x)
 
ValueType typeSafeAssign (ValueType &x, const ValueType &y)
 
Filter equal (const ValueType &x, const ValueType &y)
 
Filter notequal (const ValueType &x, const ValueType &y)
 
Filter lt (const ValueType &x, const ValueType &y)
 
Filter gt (const ValueType &x, const ValueType &y)
 
Filter leq (const ValueType &x, const ValueType &y)
 
Filter geq (const ValueType &x, const ValueType &y)
 
Filter logicalNot (const ValueType &x)
 
Filter logicalAnd (const ValueType &x, const ValueType &y)
 
Filter logicalOr (const ValueType &x, const ValueType &y)
 

Variable Documentation

◆ op_

const std::function<RandomVariable(const RandomVariable&)> op_

Definition at line 66 of file value.cpp.

◆ op_rv

const std::function<Filter(const RandomVariable&)> op_rv

Definition at line 108 of file value.cpp.

◆ op_event

const std::function<Filter(const EventVec&)> op_event

Definition at line 109 of file value.cpp.

◆ op_index

const std::function<Filter(const IndexVec&)> op_index

Definition at line 110 of file value.cpp.

◆ op_currency

const std::function<Filter(const CurrencyVec&)> op_currency

Definition at line 111 of file value.cpp.

◆ op_daycounter

const std::function<Filter(const DaycounterVec&)> op_daycounter

Definition at line 112 of file value.cpp.

◆ op_filter

const std::function<Filter(const Filter&)> op_filter

Definition at line 113 of file value.cpp.