Reference manual - version ored_version
Map text representations to QuantLib/QuantExt types. More...
#include <ql/index.hpp>#include <ql/indexes/iborindex.hpp>#include <ql/indexes/inflationindex.hpp>#include <ql/indexes/swapindex.hpp>#include <qle/indexes/bmaindexwrapper.hpp>#include <qle/indexes/bondindex.hpp>#include <qle/indexes/commodityindex.hpp>#include <qle/indexes/equityindex.hpp>#include <qle/indexes/fxindex.hpp>Namespaces | |
| namespace | ore |
| Serializable Credit Default Swap. | |
| namespace | ore::data |
Functions | |
| QuantLib::ext::shared_ptr< QuantExt::FxIndex > | parseFxIndex (const string &s, const Handle< Quote > &fxSpot=Handle< Quote >(), const Handle< YieldTermStructure > &sourceYts=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &targetYts=Handle< YieldTermStructure >(), const bool useConventions=false) |
| Convert std::string to QuantExt::FxIndex. | |
| QuantLib::ext::shared_ptr< IborIndex > | parseIborIndex (const string &s, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) |
| Convert std::string to QuantLib::IborIndex. | |
| QuantLib::ext::shared_ptr< IborIndex > | parseIborIndex (const std::string &strIndex, std::string &outTenor, const QuantLib::Handle< QuantLib::YieldTermStructure > &h=QuantLib::Handle< QuantLib::YieldTermStructure >()) |
| Convert std::string to QuantLib::IborIndex and return the tenor string component of the index. | |
| bool | tryParseIborIndex (const string &s, QuantLib::ext::shared_ptr< IborIndex > &index) |
| Try to convert std::string to QuantLib::IborIndex. | |
| bool | isGenericIborIndex (const string &indexName) |
Return true if the indexName is that of a generic ibor index, otherwise false. | |
| std::pair< bool, QuantLib::ext::shared_ptr< QuantLib::ZeroInflationIndex > > | isInflationIndex (const std::string &indexName) |
| bool | isIborIndex (const std::string &indexName) |
Return true if the indexName is that of an IborIndex, otherwise false. | |
| bool | isEquityIndex (const std::string &indexName) |
Return true if the indexName is that of an EquityIndex, otherwise false. | |
| bool | isCommodityIndex (const std::string &indexName) |
Return true if the indexName is that of an CommodityIndex, otherwise false. | |
| bool | isBondFuturesIndex (const std::string &indexName) |
Return true if the indexName is that of a BondFuturesIndex, otherwise false. | |
| bool | isGenericIndex (const std::string &indexName) |
| QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > | parseEquityIndex (const string &s) |
| Convert std::string (e.g SP5) to QuantExt::EquityIndex. | |
| QuantLib::ext::shared_ptr< SwapIndex > | parseSwapIndex (const string &s, const Handle< YieldTermStructure > &forwarding=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &discounting=Handle< YieldTermStructure >()) |
| Convert std::string to QuantLib::SwapIndex. | |
| QuantLib::ext::shared_ptr< ZeroInflationIndex > | parseZeroInflationIndex (const string &s, const Handle< ZeroInflationTermStructure > &h=Handle< ZeroInflationTermStructure >()) |
| Convert std::string to QuantLib::ZeroInflationIndex. | |
| QuantLib::ext::shared_ptr< QuantLib::Index > | parseBondIndex (const string &s) |
| Convert std::string to QuantExt::BondIndex or BondFuturesIndex (if expiry is given in the name, deprecated). | |
| QuantLib::ext::shared_ptr< QuantExt::BondFuturesIndex > | parseBondFuturesIndex (const string &s) |
| Convert std::string to QuantExt::BondFuturesIndex. | |
| QuantLib::ext::shared_ptr< QuantExt::ConstantMaturityBondIndex > | parseConstantMaturityBondIndex (const string &s) |
| Convert std::string to QuantExt::ConstantMaturityBondIndex. | |
| QuantLib::ext::shared_ptr< QuantExt::CommodityIndex > | parseCommodityIndex (const std::string &name, bool hasPrefix=true, const QuantLib::Handle< QuantExt::PriceTermStructure > &ts=QuantLib::Handle< QuantExt::PriceTermStructure >(), const QuantLib::Calendar &cal=QuantLib::NullCalendar(), const bool enforceFutureIndex=true) |
| QuantLib::ext::shared_ptr< QuantLib::Index > | parseGenericIndex (const string &s) |
| Convert std::string (GENERIC-...) to QuantExt::Index. | |
| QuantLib::ext::shared_ptr< Index > | parseIndex (const string &s) |
| Convert std::string to QuantLib::Index. | |
| bool | isOvernightIndex (const std::string &indexName) |
Return true if the indexName is that of an overnight index, otherwise false. | |
| bool | isBmaIndex (const std::string &indexName) |
Return true if the indexName is that of an bma/sifma index, otherwise false. | |
| std::string | internalIndexName (const std::string &indexName) |
| bool | isFxIndex (const std::string &indexName) |
| std::string | inverseFxIndex (const std::string &indexName) |
Map text representations to QuantLib/QuantExt types.