staticanalyser.cpp File Reference

#include <ored/scripting/scriptparser.hpp>
#include <ored/scripting/staticanalyser.hpp>
#include <ored/scripting/utilities.hpp>
#include <ored/utilities/log.hpp>
#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <ql/errors.hpp>
#include <algorithm>

Go to the source code of this file.

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

Macros
#define	TRACE(message, n)    { DLOGGERSTREAM(message << " at " << to_string((n).locationInfo) << '\n'); }

Macro Definition Documentation

TRACE

#define TRACE	(		message,
			n
	)		{ DLOGGERSTREAM(message << " at " << to_string((n).locationInfo) << '\n'); }

Definition at line 31 of file staticanalyser.cpp.

Variable Documentation

indexEvalDates_

std::map<std::string, std::set<QuantLib::Date> >& indexEvalDates_

private

Definition at line 389 of file staticanalyser.cpp.

indexFwdDates_

std::map<std::string, std::set<QuantLib::Date> > & indexFwdDates_

private

Definition at line 389 of file staticanalyser.cpp.

payObsDates_

std::map<std::string, std::set<QuantLib::Date> > & payObsDates_

private

Definition at line 389 of file staticanalyser.cpp.

payPayDates_

std::map<std::string, std::set<QuantLib::Date> > & payPayDates_

private

Definition at line 389 of file staticanalyser.cpp.

discountObsDates_

std::map<std::string, std::set<QuantLib::Date> > & discountObsDates_

private

Definition at line 390 of file staticanalyser.cpp.

discountPayDates_

std::map<std::string, std::set<QuantLib::Date> > & discountPayDates_

private

Definition at line 390 of file staticanalyser.cpp.

fwdCompAvgFixingDates_

std::map<std::string, std::set<QuantLib::Date> > & fwdCompAvgFixingDates_

private

Definition at line 390 of file staticanalyser.cpp.

fwdCompAvgEvalDates_

std::map<std::string, std::set<QuantLib::Date> > & fwdCompAvgEvalDates_

private

Definition at line 390 of file staticanalyser.cpp.

fwdCompAvgStartEndDates_

std::map<std::string, std::set<QuantLib::Date> > & fwdCompAvgStartEndDates_

private

Definition at line 391 of file staticanalyser.cpp.

probFixingDates_

std::map<std::string, std::set<QuantLib::Date> > & probFixingDates_

private

Definition at line 391 of file staticanalyser.cpp.

regressionDates_

std::set<QuantLib::Date>& regressionDates_

private

Definition at line 392 of file staticanalyser.cpp.

context_

Context& context_

private

Definition at line 393 of file staticanalyser.cpp.

lastVisitedNode_

ASTNode*& lastVisitedNode_

private

Definition at line 394 of file staticanalyser.cpp.