Fully annotated reference manual - version 1.8.12
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#include <boost/algorithm/string.hpp>#include <map>#include <ored/utilities/calendarparser.hpp>#include <ored/utilities/currencyparser.hpp>#include <ored/utilities/indexparser.hpp>#include <ored/utilities/parsers.hpp>#include <ored/utilities/to_string.hpp>#include <ql/errors.hpp>#include <ql/indexes/all.hpp>#include <ql/time/daycounters/all.hpp>#include <ql/utilities/dataparsers.hpp>#include <qle/instruments/cashflowresults.hpp>#include <qle/time/yearcounter.hpp>#include <boost/lexical_cast.hpp>#include <regex>Go to the source code of this file.
Namespaces | |
| namespace | ore |
| Serializable Credit Default Swap. | |
| namespace | ore::data |
Typedefs | |
| using | ADCP = CommodityFutureConvention::AveragingData::CalculationPeriod |
| using | PST = PriceSegment::Type |
| using | CQF = CommodityQuantityFrequency |
Functions | |
| Date | parseDate (const string &s) |
| Convert std::string to QuantLib::Date. More... | |
| Real | parseReal (const string &s) |
| Convert text to Real. More... | |
| Real | parseRealOrNull (const string &s) |
| Convert text to Real, empty string to Null<Real>() More... | |
| bool | tryParseReal (const string &s, QuantLib::Real &result) |
| Attempt to convert text to Real. More... | |
| Integer | parseInteger (const string &s) |
| Convert text to QuantLib::Integer. More... | |
| bool | parseBool (const string &s) |
| Convert text to bool. More... | |
| Calendar | parseCalendar (const string &s) |
| Convert text to QuantLib::Calendar. More... | |
| bool | isOnePeriod (const string &s) |
| return true if s represents a period of the form [0-9][D|W|M|Y] (i.e. 1Y6M would return false) More... | |
| Period | parsePeriod (const string &s) |
| Convert text to QuantLib::Period. More... | |
| BusinessDayConvention | parseBusinessDayConvention (const string &s) |
| Convert text to QuantLib::BusinessDayConvention. More... | |
| DayCounter | parseDayCounter (const string &s) |
| Convert text to QuantLib::DayCounter. More... | |
| Currency | parseCurrency (const string &s) |
| Convert text to QuantLib::Currency. More... | |
| QuantExt::ConfigurableCurrency::Type | parseCurrencyType (const string &s) |
| Convert text to QuantExt::ConfigurableCurrency::Type (Major, Minor, Metal, Crypto) More... | |
| Currency | parseMinorCurrency (const string &s) |
| Convert text to QuantLib::Currency for minor currencies e.g GBp -> GBPCurrency() More... | |
| Currency | parseCurrencyWithMinors (const string &s) |
| Convert text to QuantLib::Currency. More... | |
| pair< Currency, Currency > | parseCurrencyPair (const string &s, const string &delimiters) |
| Convert text to std::pair<QuantLib::Currency, QuantLib::Currency> More... | |
| bool | checkCurrency (const string &code) |
| check for vaid currency code, including minors and pseudo currencies More... | |
| bool | isPseudoCurrency (const string &code) |
| check for pseudo currency = precious metal or crypto currency */ More... | |
| bool | isPreciousMetal (const string &code) |
| check for precious metal */ More... | |
| bool | isCryptoCurrency (const string &code) |
| check for crypto currency */ More... | |
| QuantLib::Real | convertMinorToMajorCurrency (const std::string &s, QuantLib::Real value) |
| Convert a value from a minor ccy to major. More... | |
| DateGeneration::Rule | parseDateGenerationRule (const string &s) |
| Convert text to QuantLib::DateGeneration::Rule. More... | |
| Frequency | parseFrequency (const string &s) |
| Convert text to QuantLib::Frequency. More... | |
| Compounding | parseCompounding (const string &s) |
| Convert text to QuantLib::Compounding;. More... | |
| QuantLib::Bond::Price::Type | parseBondPriceType (const string &s) |
| Convert text to QuantLib::Bond::Price::Type. More... | |
| Position::Type | parsePositionType (const string &s) |
| Convert text to QuantLib::Position::Type. More... | |
| Protection::Side | parseProtectionSide (const string &s) |
| Convert text to QuantLib::Protection::Side. More... | |
| Settlement::Type | parseSettlementType (const string &s) |
| Convert text to QuantLib::Settlement::Type. More... | |
| Settlement::Method | parseSettlementMethod (const string &s) |
| Convert text to QuantLib::Settlement::Method. More... | |
| Exercise::Type | parseExerciseType (const string &s) |
| Convert text to QuantLib::Exercise::Type. More... | |
| Option::Type | parseOptionType (const string &s) |
| Convert text to QuantLib::Option::Type. More... | |
| boost::variant< QuantLib::Date, QuantLib::Period > | parseDateOrPeriod (const string &s) |
| Convert text to QuantLib::Period or QuantLib::Date. More... | |
| void | parseDateOrPeriod (const string &s, Date &d, Period &p, bool &isDate) |
| QuantLib::LsmBasisSystem::PolynomialType | parsePolynomType (const std::string &s) |
| Convert text to QuantLib::LsmBasisSystem::PolynomialType. More... | |
| std::ostream & | operator<< (std::ostream &os, QuantLib::LsmBasisSystem::PolynomialType a) |
| Write QuantLib::LsmBasisSystem::PolynomialType to stream. More... | |
| SobolBrownianGenerator::Ordering | parseSobolBrownianGeneratorOrdering (const std::string &s) |
| Convert text to QuantLib::SobolBrownianGenerator::Ordering. More... | |
| SobolRsg::DirectionIntegers | parseSobolRsgDirectionIntegers (const std::string &s) |
| Convert text to QuantLib::SobolRsg::DirectionIntegers. More... | |
| Weekday | parseWeekday (const string &s) |
| Month | parseMonth (const string &s) |
| PaymentLag | parsePaymentLag (const string &s) |
| Convert text to PaymentLag. More... | |
| std::vector< string > | parseListOfValues (string s, const char escape, const char delim, const char quote) |
| AmortizationType | parseAmortizationType (const std::string &s) |
| SequenceType | parseSequenceType (const std::string &s) |
| Convert string to sequence type. More... | |
| QuantLib::CPI::InterpolationType | parseObservationInterpolation (const std::string &s) |
| Convert string to observation interpolation. More... | |
| FdmSchemeDesc | parseFdmSchemeDesc (const std::string &s) |
| Convert string to fdm scheme desc. More... | |
| AssetClass | parseAssetClass (const std::string &s) |
| Convert text to ore::data::AssetClass. More... | |
| std::ostream & | operator<< (std::ostream &os, AssetClass a) |
| Write ore::data::AssetClass to stream. More... | |
| DeltaVolQuote::AtmType | parseAtmType (const std::string &s) |
| Convert text to QuantLib::DeltaVolQuote::AtmType. More... | |
| DeltaVolQuote::DeltaType | parseDeltaType (const std::string &s) |
| Convert text to QuantLib::DeltaVolQuote::DeltaType. More... | |
| Extrapolation | parseExtrapolation (const string &s) |
| Parse Extrapolation from string. More... | |
| std::ostream & | operator<< (std::ostream &os, Extrapolation extrap) |
Write Extrapolation, extrap, to stream. More... | |
| VolatilityType | parseVolatilityQuoteType (const string &s) |
| CapFloor::Type | parseCapFloorType (const string &s) |
| YoYInflationCapFloor::Type | parseYoYInflationCapFloorType (const string &s) |
| QuantExt::CrossAssetModel::AssetType | parseCamAssetType (const string &s) |
| pair< string, string > | parseBoostAny (const boost::any &anyType, Size precision) |
| QuantLib::RateAveraging::Type | parseOvernightIndexFutureNettingType (const std::string &s) |
| Convert text to QuantLib::RateAveraging::Type. More... | |
| std::ostream & | operator<< (std::ostream &os, QuantLib::RateAveraging::Type t) |
| Write QuantLib::RateAveraging::Type to stream. More... | |
| FutureConvention::DateGenerationRule | parseFutureDateGenerationRule (const std::string &s) |
| Convert text to FutureConvention::DateGeneration. More... | |
| std::ostream & | operator<< (std::ostream &os, FutureConvention::DateGenerationRule t) |
| Write QuantLib::RateAveraging::Type to stream. More... | |
| InflationSwapConvention::PublicationRoll | parseInflationSwapPublicationRoll (const std::string &s) |
| Convert text to InflationSwapConvention::PublicationRoll. More... | |
| QuantLib::Rounding::Type | parseRoundingType (const std::string &s) |
| Convert text to QuantLib::Rounding. More... | |
| Barrier::Type | parseBarrierType (const string &s) |
| Convert std::string to QuantLib::BarrierType. More... | |
| DoubleBarrier::Type | parseDoubleBarrierType (const string &s) |
| Convert std::string to QuantLib::DoubleBarrierType. More... | |
| ostream & | operator<< (std::ostream &os, InflationSwapConvention::PublicationRoll pr) |
| Write InflationSwapConvention::PublicationRoll to stream. More... | |
| std::ostream & | operator<< (std::ostream &os, SobolBrownianGenerator::Ordering t) |
| Write QuantLib::SobolBrownianGenerator::Ordering to stream. More... | |
| std::ostream & | operator<< (std::ostream &os, SobolRsg::DirectionIntegers t) |
| Write QuantLib::SobolRsg::DirectionIntegers to stream. More... | |
| std::ostream & | operator<< (std::ostream &os, QuantExt::CrossAssetModel::Discretization type) |
| Enum to string used in ScenarioGeneratorData's toXML. More... | |
| ADCP | parseAveragingDataPeriod (const std::string &s) |
| Convert text to CommodityFutureConvention::AveragingData::CalculationPeriod. More... | |
| ostream & | operator<< (std::ostream &os, CommodityFutureConvention::AveragingData::CalculationPeriod cp) |
| Write CommodityFutureConvention::AveragingData::CalculationPeriod to stream. More... | |
| PriceSegment::Type | parsePriceSegmentType (const std::string &s) |
| Convert text to PriceSegment::Type. More... | |
| ostream & | operator<< (std::ostream &os, PriceSegment::Type pst) |
| Write PriceSegment::Type to stream. More... | |
| CommodityQuantityFrequency | parseCommodityQuantityFrequency (const std::string &s) |
| Convert text to QuantExt::CommodityQuantityFrequency. More... | |
| ostream & | operator<< (std::ostream &os, QuantExt::CommodityQuantityFrequency cqf) |
| Write QuantExt::CommodityQuantityFrequency to stream. More... | |
| ostream & | operator<< (ostream &os, Rounding::Type t) |
| CdsOption::StrikeType | parseCdsOptionStrikeType (const string &s) |
| Average::Type | parseAverageType (const std::string &s) |
| QuantExt::BondIndex::PriceQuoteMethod | parsePriceQuoteMethod (const std::string &s) |
| std::ostream & | operator<< (std::ostream &os, QuantExt::BondIndex::PriceQuoteMethod) |
| Write PriceQuoteMethod to stream. More... | |
| std::vector< std::string > | getCorrelationTokens (const std::string &name) |
| Helper function to get the two tokens in a correlation name Index2:Index1. More... | |
| string | fxDominance (const string &s1, const string &s2) |
| Convert FX pair to market standard dominance. More... | |
| string | normaliseFxIndex (const std::string &indexName) |
| Convert FX index name to market standard dominance. More... | |
| MomentType | parseMomentType (const std::string &s) |
| Convert text to ore::data::MomentType. More... | |
| CreditPortfolioSensitivityDecomposition | parseCreditPortfolioSensitivityDecomposition (const std::string &s) |
| Convert text to CreditPortfolioSensitivitiyDecomposition. More... | |
| std::ostream & | operator<< (std::ostream &os, const CreditPortfolioSensitivityDecomposition d) |
| Output operator for CreditPortfolioSensitivityDecomposition. More... | |
| QuantLib::Pillar::Choice | parsePillarChoice (const std::string &s) |
| Convert text to QuantLib::Pillar::Choice. More... | |
| QuantExt::McMultiLegBaseEngine::RegressorModel | parseRegressorModel (const std::string &s) |
| Convert text to QuantExt::McMultiLegBaseEngine::RegressorModel. More... | |
| MporCashFlowMode | parseMporCashFlowMode (const std::string &s) |
| Convert text to MporCashFlowMode. More... | |
| std::ostream & | operator<< (std::ostream &os, MporCashFlowMode t) |
| Write MporCashFlowMode to stream. More... | |
| SabrParametricVolatility::ModelVariant | parseSabrParametricVolatilityModelVariant (const std::string &s) |
| Parse SabrParametricVolatility::ModelVariant. More... | |
| std::ostream & | operator<< (std::ostream &out, SabrParametricVolatility::ModelVariant m) |
| std::ostream & | operator<< (std::ostream &os, Exercise::Type type) |
| Date& res_d |
Definition at line 516 of file parsers.cpp.
| Period& res_p |
Definition at line 517 of file parsers.cpp.
| bool& res_is_date |
Definition at line 518 of file parsers.cpp.