Public Types
using	Graph = boost::directed_graph<Node>
using	IndexMap = boost::property_map<Graph, boost::vertex_index_t>::type
using	Vertex = boost::graph_traits<Graph>::vertex_descriptor
using	VertexIterator = boost::graph_traits<Graph>::vertex_iterator
using	Edge = boost::graph_traits<Graph>::edge_descriptor
using	EdgeIterator = boost::graph_traits<Graph>::edge_iterator
using	ReducedGraph = boost::directed_graph<ReducedNode>
using	ReducedIndexMap = boost::property_map<ReducedGraph, boost::vertex_index_t>::type
using	ReducedVertex = boost::graph_traits<ReducedGraph>::vertex_descriptor
using	ReducedVertexIterator = boost::graph_traits<ReducedGraph>::vertex_iterator
using	ReducedEdge = boost::graph_traits<ReducedGraph>::edge_descriptor
using	ReducedEdgeIterator = boost::graph_traits<ReducedGraph>::edge_iterator

Public Member Functions
	DependencyGraph (const Date &asof, const QuantLib::ext::shared_ptr< TodaysMarketParameters > &params, const QuantLib::ext::shared_ptr< const CurveConfigurations > &curveConfigs, const QuantLib::ext::shared_ptr< ore::data::IborFallbackConfig > &iborFallbackConfig=QuantLib::ext::make_shared< ore::data::IborFallbackConfig >(ore::data::IborFallbackConfig::defaultConfig()), const QuantLib::ext::shared_ptr< ReferenceDataManager > &referenceData=nullptr)
void	buildDependencyGraph (const std::string &configuration, std::map< std::string, std::string > &buildErrors)
const std::map< std::string, Graph > &	dependencies () const
const std::map< std::string, ReducedGraph > &	reducedDependencies () const

Friends
std::ostream &	operator<< (std::ostream &o, const Node &n)

Constructor & Destructor Documentation

◆ DependencyGraph()

DependencyGraph	(	const Date &	asof,
		const QuantLib::ext::shared_ptr< TodaysMarketParameters > &	params,
		const QuantLib::ext::shared_ptr< const CurveConfigurations > &	curveConfigs,
		const QuantLib::ext::shared_ptr< ore::data::IborFallbackConfig > &	iborFallbackConfig = QuantLib::ext::make_shared<ore::data::IborFallbackConfig>(ore::data::IborFallbackConfig::defaultConfig()),
		const QuantLib::ext::shared_ptr< ReferenceDataManager > &	referenceData = nullptr )

Parameters

asof	The asof date of the T0 market instance
params	Description of the market composition
curveConfigs	Description of curve compositions
iborFallbackConfig	Ibor fallback config
referenceData	Reference data config required for base correlations