An concrete implementation of the Market class that loads todays market and builds the required curves. More...
#include <ored/configuration/conventions.hpp>#include <ored/configuration/curveconfigurations.hpp>#include <ored/marketdata/curvespec.hpp>#include <ored/marketdata/loader.hpp>#include <ored/marketdata/marketimpl.hpp>#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>#include <ored/marketdata/todaysmarketparameters.hpp>#include <ored/marketdata/dependencygraph.hpp>#include <boost/graph/adjacency_list.hpp>#include <boost/graph/directed_graph.hpp>#include <boost/graph/graph_traits.hpp>#include <ql/shared_ptr.hpp>#include <boost/enable_shared_from_this.hpp>#include <map>Go to the source code of this file.
Classes | |
| class | TodaysMarket |
| Today's Market. More... | |
Namespaces | |
| namespace | ore |
| Serializable Credit Default Swap. | |
| namespace | ore::data |
Functions | |
| std::ostream & | operator<< (std::ostream &o, const DependencyGraph::Node &n) |
An concrete implementation of the Market class that loads todays market and builds the required curves.
Definition in file todaysmarket.hpp.