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Reference manual - version ored_version
ast.hpp File Reference

abstract syntax tree for payoff scripting More...

#include <ored/scripting/value.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <boost/fusion/container/vector.hpp>
#include <boost/fusion/include/at_c.hpp>
#include <ql/shared_ptr.hpp>
#include <iostream>
#include <string>
#include <vector>

Classes

struct  LocationInfo
struct  ASTNode
struct  OperatorPlusNode
struct  OperatorMinusNode
struct  OperatorMultiplyNode
struct  OperatorDivideNode
struct  NegateNode
struct  FunctionAbsNode
struct  FunctionExpNode
struct  FunctionLogNode
struct  FunctionSqrtNode
struct  FunctionNormalCdfNode
struct  FunctionNormalPdfNode
struct  FunctionMaxNode
struct  FunctionMinNode
struct  FunctionPowNode
struct  FunctionBlackNode
struct  FunctionDcfNode
struct  FunctionDaysNode
struct  FunctionPayNode
struct  FunctionLogPayNode
struct  FunctionNpvNode
struct  FunctionNpvMemNode
struct  HistFixingNode
struct  FunctionDiscountNode
struct  FunctionFwdCompNode
struct  FunctionFwdAvgNode
struct  FunctionAboveProbNode
struct  FunctionBelowProbNode
struct  FunctionDateIndexNode
struct  SortNode
struct  PermuteNode
struct  ConstantNumberNode
struct  VariableNode
struct  SizeOpNode
struct  VarEvaluationNode
struct  AssignmentNode
struct  RequireNode
struct  DeclarationNumberNode
struct  SequenceNode
struct  ConditionEqNode
struct  ConditionNeqNode
struct  ConditionLtNode
struct  ConditionLeqNode
struct  ConditionGtNode
struct  ConditionGeqNode
struct  ConditionNotNode
struct  ConditionAndNode
struct  ConditionOrNode
struct  IfThenElseNode
struct  LoopNode

Namespaces

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

Typedefs

using ASTNodePtr = QuantLib::ext::shared_ptr<ASTNode>

Functions

std::string to_string (const LocationInfo &l)

Detailed Description

abstract syntax tree for payoff scripting