Fully annotated reference manual - version 1.8.12
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#include <ored/configuration/basecorrelationcurveconfig.hpp>#include <ored/configuration/bootstrapconfig.hpp>#include <ored/configuration/capfloorvolcurveconfig.hpp>#include <ored/configuration/cdsvolcurveconfig.hpp>#include <ored/configuration/commoditycurveconfig.hpp>#include <ored/configuration/commodityvolcurveconfig.hpp>#include <ored/configuration/conventions.hpp>#include <ored/configuration/correlationcurveconfig.hpp>#include <ored/configuration/currencyconfig.hpp>#include <ored/configuration/curveconfig.hpp>#include <ored/configuration/curveconfigurations.hpp>#include <ored/configuration/defaultcurveconfig.hpp>#include <ored/configuration/equitycurveconfig.hpp>#include <ored/configuration/equityvolcurveconfig.hpp>#include <ored/configuration/fxspotconfig.hpp>#include <ored/configuration/fxvolcurveconfig.hpp>#include <ored/configuration/genericyieldvolcurveconfig.hpp>#include <ored/configuration/iborfallbackconfig.hpp>#include <ored/configuration/inflationcapfloorvolcurveconfig.hpp>#include <ored/configuration/inflationcurveconfig.hpp>#include <ored/configuration/onedimsolverconfig.hpp>#include <ored/configuration/parametricsmileconfiguration.hpp>#include <ored/configuration/reportconfig.hpp>#include <ored/configuration/securityconfig.hpp>#include <ored/configuration/swaptionvolcurveconfig.hpp>#include <ored/configuration/volatilityconfig.hpp>#include <ored/configuration/yieldcurveconfig.hpp>#include <ored/configuration/yieldvolcurveconfig.hpp>#include <ored/marketdata/adjustedinmemoryloader.hpp>#include <ored/marketdata/adjustmentfactors.hpp>#include <ored/marketdata/basecorrelationcurve.hpp>#include <ored/marketdata/bondspreadimply.hpp>#include <ored/marketdata/bondspreadimplymarket.hpp>#include <ored/marketdata/capfloorvolcurve.hpp>#include <ored/marketdata/cdsvolcurve.hpp>#include <ored/marketdata/clonedloader.hpp>#include <ored/marketdata/commoditycurve.hpp>#include <ored/marketdata/commodityvolcurve.hpp>#include <ored/marketdata/compositeloader.hpp>#include <ored/marketdata/correlationcurve.hpp>#include <ored/marketdata/csvloader.hpp>#include <ored/marketdata/curvespec.hpp>#include <ored/marketdata/curvespecparser.hpp>#include <ored/marketdata/defaultcurve.hpp>#include <ored/marketdata/dependencygraph.hpp>#include <ored/marketdata/dummymarket.hpp>#include <ored/marketdata/equitycurve.hpp>#include <ored/marketdata/equityvolcurve.hpp>#include <ored/marketdata/expiry.hpp>#include <ored/marketdata/fittedbondcurvehelpermarket.hpp>#include <ored/marketdata/fixings.hpp>#include <ored/marketdata/fxtriangulation.hpp>#include <ored/marketdata/fxvolcurve.hpp>#include <ored/marketdata/genericyieldvolcurve.hpp>#include <ored/marketdata/inflationcapfloorvolcurve.hpp>#include <ored/marketdata/inflationcurve.hpp>#include <ored/marketdata/inmemoryloader.hpp>#include <ored/marketdata/loader.hpp>#include <ored/marketdata/market.hpp>#include <ored/marketdata/marketdatum.hpp>#include <ored/marketdata/marketdatumparser.hpp>#include <ored/marketdata/marketimpl.hpp>#include <ored/marketdata/security.hpp>#include <ored/marketdata/strike.hpp>#include <ored/marketdata/structuredcurveerror.hpp>#include <ored/marketdata/swaptionvolcurve.hpp>#include <ored/marketdata/todaysmarket.hpp>#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>#include <ored/marketdata/todaysmarketparameters.hpp>#include <ored/marketdata/wrappedmarket.hpp>#include <ored/marketdata/yieldcurve.hpp>#include <ored/marketdata/yieldvolcurve.hpp>#include <ored/model/blackscholesmodelbuilder.hpp>#include <ored/model/blackscholesmodelbuilderbase.hpp>#include <ored/model/calibrationbasket.hpp>#include <ored/model/calibrationconfiguration.hpp>#include <ored/model/calibrationinstrumentfactory.hpp>#include <ored/model/calibrationinstruments/cpicapfloor.hpp>#include <ored/model/calibrationinstruments/yoycapfloor.hpp>#include <ored/model/calibrationinstruments/yoyswap.hpp>#include <ored/model/calibrationpointcache.hpp>#include <ored/model/commodityschwartzmodelbuilder.hpp>#include <ored/model/commodityschwartzmodeldata.hpp>#include <ored/model/crcirbuilder.hpp>#include <ored/model/crcirdata.hpp>#include <ored/model/crlgmbuilder.hpp>#include <ored/model/crlgmdata.hpp>#include <ored/model/crossassetmodelbuilder.hpp>#include <ored/model/crossassetmodeldata.hpp>#include <ored/model/eqbsbuilder.hpp>#include <ored/model/eqbsdata.hpp>#include <ored/model/fxbsbuilder.hpp>#include <ored/model/fxbsdata.hpp>#include <ored/model/hwbuilder.hpp>#include <ored/model/inflation/infdkbuilder.hpp>#include <ored/model/inflation/infdkdata.hpp>#include <ored/model/inflation/infjybuilder.hpp>#include <ored/model/inflation/infjydata.hpp>#include <ored/model/inflation/inflationmodeldata.hpp>#include <ored/model/irhwmodeldata.hpp>#include <ored/model/irlgmdata.hpp>#include <ored/model/irmodeldata.hpp>#include <ored/model/lgmbuilder.hpp>#include <ored/model/lgmdata.hpp>#include <ored/model/localvolmodelbuilder.hpp>#include <ored/model/modeldata.hpp>#include <ored/model/modelparameter.hpp>#include <ored/model/structuredmodelerror.hpp>#include <ored/model/structuredmodelwarning.hpp>#include <ored/model/utilities.hpp>#include <ored/portfolio/accumulator.hpp>#include <ored/portfolio/ascot.hpp>#include <ored/portfolio/asianoption.hpp>#include <ored/portfolio/autocallable_01.hpp>#include <ored/portfolio/balanceguaranteedswap.hpp>#include <ored/portfolio/barrierdata.hpp>#include <ored/portfolio/barrieroption.hpp>#include <ored/portfolio/barrieroptionwrapper.hpp>#include <ored/portfolio/basketdata.hpp>#include <ored/portfolio/basketoption.hpp>#include <ored/portfolio/basketvarianceswap.hpp>#include <ored/portfolio/bestentryoption.hpp>#include <ored/portfolio/bond.hpp>#include <ored/portfolio/bondbasket.hpp>#include <ored/portfolio/bondoption.hpp>#include <ored/portfolio/bondposition.hpp>#include <ored/portfolio/bondrepo.hpp>#include <ored/portfolio/bondtotalreturnswap.hpp>#include <ored/portfolio/bondutils.hpp>#include <ored/portfolio/builders/ascot.hpp>#include <ored/portfolio/builders/asianoption.hpp>#include <ored/portfolio/builders/balanceguaranteedswap.hpp>#include <ored/portfolio/builders/bond.hpp>#include <ored/portfolio/builders/bondoption.hpp>#include <ored/portfolio/builders/bondrepo.hpp>#include <ored/portfolio/builders/bondtotalreturnswap.hpp>#include <ored/portfolio/builders/cachingenginebuilder.hpp>#include <ored/portfolio/builders/capfloor.hpp>#include <ored/portfolio/builders/capflooredaveragebmacouponleg.hpp>#include <ored/portfolio/builders/capflooredaverageonindexedcouponleg.hpp>#include <ored/portfolio/builders/capflooredcpileg.hpp>#include <ored/portfolio/builders/capfloorediborleg.hpp>#include <ored/portfolio/builders/capfloorednonstandardyoyleg.hpp>#include <ored/portfolio/builders/capflooredovernightindexedcouponleg.hpp>#include <ored/portfolio/builders/capflooredyoyleg.hpp>#include <ored/portfolio/builders/cbo.hpp>#include <ored/portfolio/builders/cdo.hpp>#include <ored/portfolio/builders/cliquetoption.hpp>#include <ored/portfolio/builders/cms.hpp>#include <ored/portfolio/builders/cmsspread.hpp>#include <ored/portfolio/builders/commodityapo.hpp>#include <ored/portfolio/builders/commodityapomodelbuilder.hpp>#include <ored/portfolio/builders/commodityasianoption.hpp>#include <ored/portfolio/builders/commodityforward.hpp>#include <ored/portfolio/builders/commodityoption.hpp>#include <ored/portfolio/builders/commodityspreadoption.hpp>#include <ored/portfolio/builders/commodityswap.hpp>#include <ored/portfolio/builders/commodityswaption.hpp>#include <ored/portfolio/builders/convertiblebond.hpp>#include <ored/portfolio/builders/cpicapfloor.hpp>#include <ored/portfolio/builders/creditdefaultswap.hpp>#include <ored/portfolio/builders/creditdefaultswapoption.hpp>#include <ored/portfolio/builders/creditlinkedswap.hpp>#include <ored/portfolio/builders/currencyswap.hpp>#include <ored/portfolio/builders/deltagammaengines.hpp>#include <ored/portfolio/builders/durationadjustedcms.hpp>#include <ored/portfolio/builders/equityasianoption.hpp>#include <ored/portfolio/builders/equitybarrieroption.hpp>#include <ored/portfolio/builders/equitycompositeoption.hpp>#include <ored/portfolio/builders/equitydigitaloption.hpp>#include <ored/portfolio/builders/equitydoublebarrieroption.hpp>#include <ored/portfolio/builders/equitydoubletouchoption.hpp>#include <ored/portfolio/builders/equityforward.hpp>#include <ored/portfolio/builders/equityfuturesoption.hpp>#include <ored/portfolio/builders/equityoption.hpp>#include <ored/portfolio/builders/equityoutperformanceoption.hpp>#include <ored/portfolio/builders/equitytouchoption.hpp>#include <ored/portfolio/builders/flexiswap.hpp>#include <ored/portfolio/builders/formulabasedcoupon.hpp>#include <ored/portfolio/builders/forwardbond.hpp>#include <ored/portfolio/builders/fxasianoption.hpp>#include <ored/portfolio/builders/fxbarrieroption.hpp>#include <ored/portfolio/builders/fxdigitalbarrieroption.hpp>#include <ored/portfolio/builders/fxdigitaloption.hpp>#include <ored/portfolio/builders/fxdoublebarrieroption.hpp>#include <ored/portfolio/builders/fxdoubletouchoption.hpp>#include <ored/portfolio/builders/fxforward.hpp>#include <ored/portfolio/builders/fxoption.hpp>#include <ored/portfolio/builders/fxtouchoption.hpp>#include <ored/portfolio/builders/indexcreditdefaultswap.hpp>#include <ored/portfolio/builders/indexcreditdefaultswapoption.hpp>#include <ored/portfolio/builders/multilegoption.hpp>#include <ored/portfolio/builders/pairwisevarianceswap.hpp>#include <ored/portfolio/builders/quantoequityoption.hpp>#include <ored/portfolio/builders/quantovanillaoption.hpp>#include <ored/portfolio/builders/riskparticipationagreement.hpp>#include <ored/portfolio/builders/scriptedtrade.hpp>#include <ored/portfolio/builders/swap.hpp>#include <ored/portfolio/builders/swaption.hpp>#include <ored/portfolio/builders/vanillaoption.hpp>#include <ored/portfolio/builders/varianceswap.hpp>#include <ored/portfolio/builders/yoycapfloor.hpp>#include <ored/portfolio/callableswap.hpp>#include <ored/portfolio/capfloor.hpp>#include <ored/portfolio/cbo.hpp>#include <ored/portfolio/cdo.hpp>#include <ored/portfolio/cliquetoption.hpp>#include <ored/portfolio/collateralbalance.hpp>#include <ored/portfolio/commodityapo.hpp>#include <ored/portfolio/commoditydigitalapo.hpp>#include <ored/portfolio/commoditydigitaloption.hpp>#include <ored/portfolio/commodityforward.hpp>#include <ored/portfolio/commoditylegbuilder.hpp>#include <ored/portfolio/commoditylegdata.hpp>#include <ored/portfolio/commodityoption.hpp>#include <ored/portfolio/commodityoptionstrip.hpp>#include <ored/portfolio/commodityposition.hpp>#include <ored/portfolio/commodityspreadoption.hpp>#include <ored/portfolio/commodityswap.hpp>#include <ored/portfolio/commodityswaption.hpp>#include <ored/portfolio/compositeinstrumentwrapper.hpp>#include <ored/portfolio/compositetrade.hpp>#include <ored/portfolio/convertiblebond.hpp>#include <ored/portfolio/convertiblebonddata.hpp>#include <ored/portfolio/convertiblebondreferencedata.hpp>#include <ored/portfolio/creditdefaultswap.hpp>#include <ored/portfolio/creditdefaultswapdata.hpp>#include <ored/portfolio/creditdefaultswapoption.hpp>#include <ored/portfolio/creditlinkedswap.hpp>#include <ored/portfolio/crosscurrencyswap.hpp>#include <ored/portfolio/doubledigitaloption.hpp>#include <ored/portfolio/durationadjustedcmslegbuilder.hpp>#include <ored/portfolio/durationadjustedcmslegdata.hpp>#include <ored/portfolio/enginedata.hpp>#include <ored/portfolio/enginefactory.hpp>#include <ored/portfolio/envelope.hpp>#include <ored/portfolio/equitybarrieroption.hpp>#include <ored/portfolio/equityderivative.hpp>#include <ored/portfolio/equitydigitaloption.hpp>#include <ored/portfolio/equitydoublebarrieroption.hpp>#include <ored/portfolio/equitydoubletouchoption.hpp>#include <ored/portfolio/equityeuropeanbarrieroption.hpp>#include <ored/portfolio/equityforward.hpp>#include <ored/portfolio/equityfuturesoption.hpp>#include <ored/portfolio/equityfxlegbuilder.hpp>#include <ored/portfolio/equityfxlegdata.hpp>#include <ored/portfolio/equityoption.hpp>#include <ored/portfolio/equityoptionposition.hpp>#include <ored/portfolio/equityoutperformanceoption.hpp>#include <ored/portfolio/equityposition.hpp>#include <ored/portfolio/equityswap.hpp>#include <ored/portfolio/equitytouchoption.hpp>#include <ored/portfolio/europeanoptionbarrier.hpp>#include <ored/portfolio/failedtrade.hpp>#include <ored/portfolio/fixingdates.hpp>#include <ored/portfolio/flexiswap.hpp>#include <ored/portfolio/formulabasedindexbuilder.hpp>#include <ored/portfolio/formulabasedlegbuilder.hpp>#include <ored/portfolio/formulabasedlegdata.hpp>#include <ored/portfolio/forwardbond.hpp>#include <ored/portfolio/forwardrateagreement.hpp>#include <ored/portfolio/fxaverageforward.hpp>#include <ored/portfolio/fxbarrieroption.hpp>#include <ored/portfolio/fxderivative.hpp>#include <ored/portfolio/fxdigitalbarrieroption.hpp>#include <ored/portfolio/fxdigitaloption.hpp>#include <ored/portfolio/fxdoublebarrieroption.hpp>#include <ored/portfolio/fxdoubletouchoption.hpp>#include <ored/portfolio/fxeuropeanbarrieroption.hpp>#include <ored/portfolio/fxforward.hpp>#include <ored/portfolio/fxkikobarrieroption.hpp>#include <ored/portfolio/fxoption.hpp>#include <ored/portfolio/fxswap.hpp>#include <ored/portfolio/fxtouchoption.hpp>#include <ored/portfolio/genericbarrieroption.hpp>#include <ored/portfolio/indexcreditdefaultswap.hpp>#include <ored/portfolio/indexcreditdefaultswapdata.hpp>#include <ored/portfolio/indexcreditdefaultswapoption.hpp>#include <ored/portfolio/indexing.hpp>#include <ored/portfolio/inflationswap.hpp>#include <ored/portfolio/instrumentwrapper.hpp>#include <ored/portfolio/knockoutswap.hpp>#include <ored/portfolio/legbuilders.hpp>#include <ored/portfolio/legdata.hpp>#include <ored/portfolio/legdatafactory.hpp>#include <ored/portfolio/makenonstandardlegs.hpp>#include <ored/portfolio/multilegoption.hpp>#include <ored/portfolio/nettingsetdefinition.hpp>#include <ored/portfolio/nettingsetdetails.hpp>#include <ored/portfolio/nettingsetmanager.hpp>#include <ored/portfolio/optiondata.hpp>#include <ored/portfolio/optionexercisedata.hpp>#include <ored/portfolio/optionpaymentdata.hpp>#include <ored/portfolio/optionwrapper.hpp>#include <ored/portfolio/pairwisevarianceswap.hpp>#include <ored/portfolio/performanceoption_01.hpp>#include <ored/portfolio/portfolio.hpp>#include <ored/portfolio/premiumdata.hpp>#include <ored/portfolio/rainbowoption.hpp>#include <ored/portfolio/rangebound.hpp>#include <ored/portfolio/referencedata.hpp>#include <ored/portfolio/referencedatafactory.hpp>#include <ored/portfolio/riskparticipationagreement.hpp>#include <ored/portfolio/schedule.hpp>#include <ored/portfolio/scriptedtrade.hpp>#include <ored/portfolio/simmcreditqualifiermapping.hpp>#include <ored/portfolio/structuredconfigurationerror.hpp>#include <ored/portfolio/structuredconfigurationwarning.hpp>#include <ored/portfolio/structuredtradeerror.hpp>#include <ored/portfolio/structuredtradewarning.hpp>#include <ored/portfolio/swap.hpp>#include <ored/portfolio/swaption.hpp>#include <ored/portfolio/tarf.hpp>#include <ored/portfolio/tlockdata.hpp>#include <ored/portfolio/trade.hpp>#include <ored/portfolio/tradeactions.hpp>#include <ored/portfolio/tradebarrier.hpp>#include <ored/portfolio/tradefactory.hpp>#include <ored/portfolio/trademonetary.hpp>#include <ored/portfolio/tradestrike.hpp>#include <ored/portfolio/tranche.hpp>#include <ored/portfolio/trs.hpp>#include <ored/portfolio/trsunderlyingbuilder.hpp>#include <ored/portfolio/trswrapper.hpp>#include <ored/portfolio/types.hpp>#include <ored/portfolio/underlying.hpp>#include <ored/portfolio/vanillaoption.hpp>#include <ored/portfolio/varianceswap.hpp>#include <ored/portfolio/windowbarrieroption.hpp>#include <ored/portfolio/worstofbasketswap.hpp>#include <ored/report/csvreport.hpp>#include <ored/report/inmemoryreport.hpp>#include <ored/report/report.hpp>#include <ored/report/utilities.hpp>#include <ored/scripting/ast.hpp>#include <ored/scripting/astprinter.hpp>#include <ored/scripting/astresetter.hpp>#include <ored/scripting/asttoscriptconverter.hpp>#include <ored/scripting/computationgraphbuilder.hpp>#include <ored/scripting/context.hpp>#include <ored/scripting/engines/analyticblackriskparticipationagreementengine.hpp>#include <ored/scripting/engines/analyticxccyblackriskparticipationagreementengine.hpp>#include <ored/scripting/engines/cliquetoptionmcscriptengine.hpp>#include <ored/scripting/engines/numericlgmriskparticipationagreementengine.hpp>#include <ored/scripting/engines/numericlgmriskparticipationagreementengine_tlock.hpp>#include <ored/scripting/engines/riskparticipationagreementbaseengine.hpp>#include <ored/scripting/engines/scriptedinstrumentamccalculator.hpp>#include <ored/scripting/engines/scriptedinstrumentpricingengine.hpp>#include <ored/scripting/engines/scriptedinstrumentpricingenginecg.hpp>#include <ored/scripting/grammar.hpp>#include <ored/scripting/models/amcmodel.hpp>#include <ored/scripting/models/blackscholes.hpp>#include <ored/scripting/models/blackscholesbase.hpp>#include <ored/scripting/models/blackscholescg.hpp>#include <ored/scripting/models/blackscholescgbase.hpp>#include <ored/scripting/models/dummymodel.hpp>#include <ored/scripting/models/fdblackscholesbase.hpp>#include <ored/scripting/models/fdgaussiancam.hpp>#include <ored/scripting/models/gaussiancam.hpp>#include <ored/scripting/models/gaussiancamcg.hpp>#include <ored/scripting/models/hwcg.hpp>#include <ored/scripting/models/lgmcg.hpp>#include <ored/scripting/models/localvol.hpp>#include <ored/scripting/models/model.hpp>#include <ored/scripting/models/modelcg.hpp>#include <ored/scripting/models/modelcgimpl.hpp>#include <ored/scripting/models/modelimpl.hpp>#include <ored/scripting/paylog.hpp>#include <ored/scripting/randomastgenerator.hpp>#include <ored/scripting/safestack.hpp>#include <ored/scripting/scriptedinstrument.hpp>#include <ored/scripting/scriptengine.hpp>#include <ored/scripting/scriptparser.hpp>#include <ored/scripting/staticanalyser.hpp>#include <ored/scripting/utilities.hpp>#include <ored/scripting/value.hpp>#include <ored/utilities/bondindexbuilder.hpp>#include <ored/utilities/calendaradjustmentconfig.hpp>#include <ored/utilities/calendarparser.hpp>#include <ored/utilities/conventionsbasedfutureexpiry.hpp>#include <ored/utilities/correlationmatrix.hpp>#include <ored/utilities/csvfilereader.hpp>#include <ored/utilities/currencyhedgedequityindexdecomposition.hpp>#include <ored/utilities/currencyparser.hpp>#include <ored/utilities/databuilders.hpp>#include <ored/utilities/dategrid.hpp>#include <ored/utilities/fileio.hpp>#include <ored/utilities/flowanalysis.hpp>#include <ored/utilities/formulaparser.hpp>#include <ored/utilities/indexnametranslator.hpp>#include <ored/utilities/indexparser.hpp>#include <ored/utilities/inflationstartdate.hpp>#include <ored/utilities/log.hpp>#include <ored/utilities/marketdata.hpp>#include <ored/utilities/osutils.hpp>#include <ored/utilities/parsers.hpp>#include <ored/utilities/progressbar.hpp>#include <ored/utilities/serializationdate.hpp>#include <ored/utilities/serializationdaycounter.hpp>#include <ored/utilities/serializationperiod.hpp>#include <ored/utilities/strike.hpp>#include <ored/utilities/timeperiod.hpp>#include <ored/utilities/to_string.hpp>#include <ored/utilities/vectorutils.hpp>#include <ored/utilities/wildcard.hpp>#include <ored/utilities/xmlutils.hpp>#include <ored/version.hpp>