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Reference manual - version orea_version
TestMarketParCurves Class Reference
Inheritance diagram for TestMarketParCurves:

Public Member Functions

 TestMarketParCurves (const Date &asof)
const map< string, vector< string > > & discountRateHelpersInstMap () const
const map< string, vector< string > > & equityForecastRateHelpersInstMap () const
const map< string, vector< string > > & indexCurveRateHelperInstMap () const
const map< string, vector< string > > & defaultRateHelpersInstMap () const
const map< string, vector< string > > & zeroInflationRateHelperInstMap () const
const map< string, vector< string > > & yoyInflationRateHelperInstMap () const
const map< string, vector< Period > > & discountRateHelperTenorsMap () const
const map< string, vector< Period > > & equityForecastRateHelperTenorsMap () const
const map< string, vector< Period > > & indexCurveRateHelperTenorsMap () const
const map< string, vector< Period > > & defaultRateHelperTenorsMap () const
const map< string, vector< Period > > & cdsVolRateHelperTenorsMap () const
const map< string, vector< Period > > & swaptionVolRateHelperTenorsMap () const
const map< string, vector< Period > > & swaptionVolRateHelperSwapTenorsMap () const
const map< string, vector< Period > > & equityVolRateHelperTenorsMap () const
const map< string, vector< Period > > & baseCorrRateHelperTenorsMap () const
const map< string, vector< string > > & baseCorrLossLevelsMap () const
const map< string, vector< Period > > & zeroInflationRateHelperTenorsMap () const
const map< string, vector< Period > > & yoyInflationRateHelperTenorsMap () const
const map< string, vector< QuantLib::ext::shared_ptr< RateHelper > > > & equityForecastRateHelpersMap () const
const map< string, vector< QuantLib::ext::shared_ptr< RateHelper > > > & discountRateHelpersMap () const
const map< string, vector< QuantLib::ext::shared_ptr< RateHelper > > > & indexCurveRateHelpersMap () const
const map< string, vector< QuantLib::ext::shared_ptr< QuantExt::DefaultProbabilityHelper > > > & defaultRateHelpersMap () const
const map< string, vector< Handle< Quote > > > & discountRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & equityForecastRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & indexCurveRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & defaultRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & cdsVolRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & swaptionVolRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & equityVolRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & baseCorrRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & zeroInflationRateHelperValuesMap () const
const map< string, vector< Handle< Quote > > > & yoyInflationRateHelperValuesMap () const