Files | |
| bondindexbuilder.hpp | |
| Interface for building a bond index. | |
| calendaradjustmentconfig.hpp | |
| Interface for calendar modifications, additional holidays and business days. | |
| calendarparser.hpp | |
| calendar parser singleton class | |
| conventionsbasedfutureexpiry.hpp | |
| Base class for classes that perform date calculations for future contracts. | |
| correlationmatrix.hpp | |
| configuration class for building correlation matrices | |
| credit.hpp | |
| helper functions related to credit products | |
| csvfilereader.hpp | |
| utility class to access CSV files | |
| currencyhedgedequityindexdecomposition.hpp | |
| Helper function used for the index decompositon. | |
| currencyparser.hpp | |
| currency parser singleton class | |
| dategrid.hpp | |
| The date grid class. | |
| dependencies.hpp | |
| Utility functions for determining curve dependencies. | |
| fileio.hpp | |
| Wrapper class for retrying file IO operations. | |
| flowanalysis.hpp | |
| Extended QuantLib flow analysis. | |
| formulaparser.hpp | |
| generic formula parser | |
| indexnametranslator.hpp | |
| translates between QuantLib::Index::name() and ORE names | |
| indexparser.hpp | |
| Map text representations to QuantLib/QuantExt types. | |
| log.hpp | |
| Classes and functions for log message handling. | |
| marketdata.hpp | |
| market data related utilties | |
| osutils.hpp | |
| Various OS specific utilities. | |
| parsers.hpp | |
| Map text representations to QuantLib/QuantExt types. | |
| progressbar.hpp | |
| Classes for progress reporting. | |
| serializationdaycounter.hpp | |
| support for QuantLib::DayCounter serialization | |
| strike.hpp | |
| strike description | |
| timeperiod.hpp | |
| non-contiguous time period handling | |
| timer.hpp | |
| Utility function for recording times. | |
| to_string.hpp | |
| string conversion utilities | |
| vectorutils.hpp | |
| Utilities for sorting vectors using permutations. | |
| wildcard.hpp | |
| utilities for wildcard handling | |
| xmlutils.hpp | |
| XML utility functions. | |