marketdatumparser.hpp File Reference

Market Datum parser. More...

#include <ored/marketdata/marketdatum.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <string>

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
MarketDatum::QuoteType	parseQuoteType (const string &s)
	Function to parse a market datum quote type.
QuantLib::ext::shared_ptr< MarketDatum >	parseMarketDatum (const Date &, const string &, const Real &)
	Function to parse a market datum.
Date	getDateFromDateOrPeriod (const string &token, Date asof, QuantLib::Calendar cal=QuantLib::WeekendsOnly(), QuantLib::BusinessDayConvention bdc=QuantLib::BusinessDayConvention::Following)
	Get a date from a date string or period.
boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date >	parseFxPeriod (const string &s)
	Convert text to QuantLib::Period of Fx forward string.
QuantLib::Period	fxFwdQuoteTenor (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date > &term)
QuantLib::Period	fxFwdQuoteStartTenor (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date > &term, const QuantLib::ext::shared_ptr< FXConvention > &fxConvention=nullptr)
bool	matchFxFwdStringTerm (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date > &term, const FXForwardQuote::FxFwdString &fxfwdString)
QuantLib::Date	fxFwdQuoteDate (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date > &term)
bool	matchFxFwdDate (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date > &term, const Date &d)
bool	isFxFwdDateBased (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString, QuantLib::Date > &term)

Detailed Description

Market Datum parser.