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Fully annotated reference manual - version 1.8.12
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oredtestmarket.hpp File Reference
#include <ored/marketdata/marketimpl.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/parsers.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/credit/flathazardrate.hpp>
#include <ql/termstructures/credit/piecewisedefaultcurve.hpp>
#include <ql/termstructures/voltermstructure.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/termstructures/yield/piecewiseyieldcurve.hpp>
#include <ql/termstructures/yield/ratehelpers.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actual360.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <qle/termstructures/crossccybasisswaphelper.hpp>
#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp>
#include <qle/termstructures/oisratehelper.hpp>

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Classes

class  OredTestMarket
 Simple flat market setup to be used in the test suite, plain copy from OREAP test suite. More...