#include <ored/marketdata/dummymarket.hpp>

Inheritance diagram for DummyMarket:

Public Member Functions
Date	asofDate () const override
	Get the asof Date.
Handle< YieldTermStructure >	discountCurveImpl (const string &key, const string &config) const override
Handle< YieldTermStructure >	yieldCurve (const ore::data::YieldCurveType &type, const string &, const string &) const override
Handle< YieldTermStructure >	yieldCurve (const string &, const string &) const override
Handle< IborIndex >	iborIndex (const string &, const string &) const override
Handle< SwapIndex >	swapIndex (const string &, const string &) const override
Handle< SwaptionVolatilityStructure >	swaptionVol (const string &, const string &) const override
string	shortSwapIndexBase (const string &, const string &) const override
string	swapIndexBase (const string &, const string &) const override
Handle< SwaptionVolatilityStructure >	yieldVol (const string &, const string &) const override
Handle< QuantExt::FxIndex >	fxIndexImpl (const string &index, const string &) const override
Handle< Quote >	fxSpotImpl (const string &, const string &) const override
Handle< Quote >	fxRateImpl (const string &, const string &) const override
Handle< BlackVolTermStructure >	fxVolImpl (const string &, const string &) const override
Handle< QuantExt::CreditCurve >	defaultCurve (const string &, const string &) const override
Handle< Quote >	recoveryRate (const string &, const string &) const override
Handle< QuantExt::CreditVolCurve >	cdsVol (const string &, const string &) const override
Handle< QuantExt::BaseCorrelationTermStructure >	baseCorrelation (const string &, const string &) const override
Handle< OptionletVolatilityStructure >	capFloorVol (const string &, const string &) const override
std::pair< string, QuantLib::Period >	capFloorVolIndexBase (const string &, const string &) const override
Handle< ZeroInflationIndex >	zeroInflationIndex (const string &, const string &) const override
	Inflation Indexes.
Handle< YoYInflationIndex >	yoyInflationIndex (const string &, const string &) const override
Handle< QuantExt::YoYOptionletVolatilitySurface >	yoyCapFloorVol (const string &, const string &) const override
Handle< QuantLib::CPIVolatilitySurface >	cpiInflationCapFloorVolatilitySurface (const string &, const string &) const override
	CPI Inflation Cap Floor Volatility Surfaces.
Handle< Quote >	equitySpot (const string &, const string &) const override
Handle< YieldTermStructure >	equityDividendCurve (const string &, const string &) const override
Handle< YieldTermStructure >	equityForecastCurve (const string &, const string &) const override
Handle< QuantExt::EquityIndex2 >	equityCurve (const string &eqName, const string &) const override
Handle< BlackVolTermStructure >	equityVol (const string &, const string &) const override
Handle< Quote >	securitySpread (const string &, const string &) const override
Handle< Quote >	conversionFactor (const string &, const string &) const override
Handle< Quote >	securityPrice (const string &, const string &) const override
QuantLib::Handle< QuantExt::PriceTermStructure >	commodityPriceCurve (const std::string &, const std::string &) const override
QuantLib::Handle< QuantExt::CommodityIndex >	commodityIndex (const std::string &, const std::string &) const override
QuantLib::Handle< QuantLib::BlackVolTermStructure >	commodityVolatility (const std::string &, const std::string &) const override
QuantLib::Handle< QuantLib::Quote >	cpr (const string &, const string &) const override
QuantLib::Handle< QuantExt::CorrelationTermStructure >	correlationCurve (const std::string &, const std::string &, const std::string &) const override
Public Member Functions inherited from Market
	Market (const bool handlePseudoCurrencies)
	Constructor.
virtual	~Market ()
	Destructor.
Handle< YieldTermStructure >	discountCurve (const string &ccy, const string &configuration=Market::defaultConfiguration) const
QuantLib::Handle< QuantExt::FxIndex >	fxIndex (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const
Handle< Quote >	fxRate (const string &ccypair, const string &configuration=Market::defaultConfiguration) const
Handle< Quote >	fxSpot (const string &ccypair, const string &configuration=Market::defaultConfiguration) const
Handle< BlackVolTermStructure >	fxVol (const string &ccypair, const string &configuration=Market::defaultConfiguration) const
virtual void	refresh (const string &)
	Refresh term structures for a given configuration.
string	commodityCurveLookup (const string &pm) const
bool	handlePseudoCurrencies () const

Additional Inherited Members
static const string	defaultConfiguration
	Default configuration label.
static const string	inCcyConfiguration
	InCcy configuration label.
bool	handlePseudoCurrencies_ = false

Detailed Description

DummyMarket.

Member Function Documentation

◆ asofDate()

Date asofDate ( ) const

overridevirtual

Get the asof Date.

Implements Market.

◆ discountCurveImpl()

Handle< YieldTermStructure > discountCurveImpl	(	const string &	key,
		const string &	config ) const

overridevirtual

Implements Market.

◆ yieldCurve() [1/2]

Handle< YieldTermStructure > yieldCurve	(	const ore::data::YieldCurveType &	type,
		const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ yieldCurve() [2/2]

Handle< YieldTermStructure > yieldCurve	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ iborIndex()

Handle< IborIndex > iborIndex	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ swapIndex()

Handle< SwapIndex > swapIndex	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ swaptionVol()

Handle< SwaptionVolatilityStructure > swaptionVol	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ shortSwapIndexBase()

string shortSwapIndexBase	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ swapIndexBase()

string swapIndexBase	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ yieldVol()

Handle< SwaptionVolatilityStructure > yieldVol	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ fxIndexImpl()

Handle< QuantExt::FxIndex > fxIndexImpl	(	const string &	index,
		const string &	) const

overridevirtual

Implements Market.

◆ fxSpotImpl()

Handle< Quote > fxSpotImpl	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ fxRateImpl()

Handle< Quote > fxRateImpl	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ fxVolImpl()

Handle< BlackVolTermStructure > fxVolImpl	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ defaultCurve()

Handle< QuantExt::CreditCurve > defaultCurve	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ recoveryRate()

Handle< Quote > recoveryRate	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ cdsVol()

Handle< QuantExt::CreditVolCurve > cdsVol	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ baseCorrelation()

Handle< QuantExt::BaseCorrelationTermStructure > baseCorrelation	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ capFloorVol()

Handle< OptionletVolatilityStructure > capFloorVol	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ capFloorVolIndexBase()

std::pair< string, QuantLib::Period > capFloorVolIndexBase	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ zeroInflationIndex()

Handle< ZeroInflationIndex > zeroInflationIndex	(	const string &	indexName,
		const string &	configuration ) const

overridevirtual

Inflation Indexes.

Implements Market.

◆ yoyInflationIndex()

Handle< YoYInflationIndex > yoyInflationIndex	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ yoyCapFloorVol()

Handle< QuantExt::YoYOptionletVolatilitySurface > yoyCapFloorVol	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ cpiInflationCapFloorVolatilitySurface()

Handle< QuantLib::CPIVolatilitySurface > cpiInflationCapFloorVolatilitySurface	(	const string &	indexName,
		const string &	configuration ) const

overridevirtual

CPI Inflation Cap Floor Volatility Surfaces.

Implements Market.

◆ equitySpot()

Handle< Quote > equitySpot	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ equityDividendCurve()

Handle< YieldTermStructure > equityDividendCurve	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ equityForecastCurve()

Handle< YieldTermStructure > equityForecastCurve	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ equityCurve()

Handle< QuantExt::EquityIndex2 > equityCurve	(	const string &	eqName,
		const string &	) const

overridevirtual

Implements Market.

◆ equityVol()

Handle< BlackVolTermStructure > equityVol	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ securitySpread()

Handle< Quote > securitySpread	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ conversionFactor()

Handle< Quote > conversionFactor	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ securityPrice()

Handle< Quote > securityPrice	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ commodityPriceCurve()

QuantLib::Handle< QuantExt::PriceTermStructure > commodityPriceCurve	(	const std::string &	,
		const std::string &	) const

overridevirtual

Implements Market.

◆ commodityIndex()

QuantLib::Handle< QuantExt::CommodityIndex > commodityIndex	(	const std::string &	,
		const std::string &	) const

overridevirtual

Implements Market.

◆ commodityVolatility()

QuantLib::Handle< QuantLib::BlackVolTermStructure > commodityVolatility	(	const std::string &	,
		const std::string &	) const

overridevirtual

Implements Market.

◆ cpr()

QuantLib::Handle< QuantLib::Quote > cpr	(	const string &	,
		const string &	) const

overridevirtual

Implements Market.

◆ correlationCurve()

QuantLib::Handle< QuantExt::CorrelationTermStructure > correlationCurve	(	const std::string &	,
		const std::string &	,
		const std::string &	) const

overridevirtual

Implements Market.

Public Member Functions

Additional Inherited Members

Detailed Description

Member Function Documentation

◆ asofDate()

◆ discountCurveImpl()

◆ yieldCurve() [1/2]

◆ yieldCurve() [2/2]

◆ iborIndex()

◆ swapIndex()

◆ swaptionVol()

◆ shortSwapIndexBase()

◆ swapIndexBase()

◆ yieldVol()

◆ fxIndexImpl()

◆ fxSpotImpl()

◆ fxRateImpl()

◆ fxVolImpl()

◆ defaultCurve()

◆ recoveryRate()

◆ cdsVol()

◆ baseCorrelation()

◆ capFloorVol()

◆ capFloorVolIndexBase()

◆ zeroInflationIndex()

◆ yoyInflationIndex()

◆ yoyCapFloorVol()

◆ cpiInflationCapFloorVolatilitySurface()

◆ equitySpot()

◆ equityDividendCurve()

◆ equityForecastCurve()

◆ equityCurve()

◆ equityVol()

◆ securitySpread()

◆ conversionFactor()

◆ securityPrice()

◆ commodityPriceCurve()

◆ commodityIndex()

◆ commodityVolatility()

◆ cpr()

◆ correlationCurve()