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Reference manual - version ored_version
utilities Directory Reference

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.