marketdata Directory Reference

Files
	basecorrelationcurve.hpp
	Wrapper class for building base correlation structures.
	bondspreadimply.hpp
	bond spread imply utility
	bondspreadimplymarket.hpp
	market that can be used to imply bond spreads
	capfloorvolcurve.hpp
	Build optionlet volatility structures from cap floor configurations.
	cdsvolcurve.hpp
	Class for building cds volatility structures.
	clonedloader.hpp
	loader providing cloned data from another loader
	commoditycurve.hpp
	Class for building a commodity price curve.
	commodityvolcurve.hpp
	Wrapper class for building commodity volatility structures.
	compositeloader.hpp
	Loader that is a composite of two loaders.
	csvloader.hpp
	Market Datum Loader Implementation.
	curvespec.hpp
	Curve requirements specification.
	curvespecparser.hpp
	CurveSpec parser.
	defaultcurve.hpp
	Wrapper class for building Default curves.
	dependencygraph.hpp
	DependencyGraph class to establish build order of marketObjects and its dependency.
	dummymarket.hpp
	Dummy Market class returning empty handles, used in tests.
	equitycurve.hpp
	Wrapper class for building Equity curves.
	equityvolcurve.hpp
	Wrapper class for building Equity volatility structures.
	expiry.hpp
	Classes for representing an expiry for use in market quotes.
	fittedbondcurvehelpermarket.hpp
	A market implementation providing curves for setting up bond rate helpers.
	fxtriangulation.hpp
	Intelligent FX price repository.
	fxvolcurve.hpp
	Wrapper class for building FX volatility structures.
	inflationcapfloorvolcurve.hpp
	Wrapper class for building YoY Inflation CapFloor volatility structures.
	inflationcurve.hpp
	inflation curve class
	loader.hpp
	Market Datum Loader Interface.
	market.hpp
	Base Market class.
	marketdatum.hpp
	Market data representation.
	marketdatumparser.hpp
	Market Datum parser.
	marketimpl.hpp
	An implementation of the Market class that stores the required objects in maps.
	security.hpp
	A wrapper class for holding Bond Spread quotes.
	strike.hpp
	Classes for representing a strike using various conventions.
	structuredcurveerror.hpp
	Error for market data or curve.
	swaptionvolcurve.hpp
	Wrapper class for building Swaption volatility structures.
	todaysmarket.hpp
	An concrete implementation of the Market class that loads todays market and builds the required curves.
	todaysmarketcalibrationinfo.hpp
	a container holding information on calibration results during the t0 market build
	todaysmarketparameters.hpp
	A class to hold todays market configuration(s).
	wrappedmarket.hpp
	wrapped market
	yieldcurve.hpp
	Wrapper class for QuantLib term structures.
	yieldvolcurve.hpp
	Wrapper class for building yield volatility structures.