referencedata.hpp File Reference

Reference data model and serialization. More...

#include <ored/portfolio/referencedatafactory.hpp>
#include <ored/portfolio/legdata.hpp>
#include <ored/portfolio/underlying.hpp>
#include <ored/portfolio/trade.hpp>
#include <ored/utilities/xmlutils.hpp>
#include <ql/patterns/singleton.hpp>
#include <ql/time/date.hpp>
#include <ql/time/period.hpp>
#include <set>
#include <tuple>

Classes
class	ReferenceDatum
	Base class for reference data. More...
class	BondReferenceDatum
struct	BondReferenceDatum::BondData
class	BondFutureReferenceDatum
struct	BondFutureReferenceDatum::BondFutureData
class	CreditIndexConstituent
class	CreditIndexReferenceDatum
	Credit index reference data, contains a set of index constituents. More...
class	IndexReferenceDatum
	Base class for indices - lets see if we can keep this, they might diverge too much... More...
class	EquityIndexReferenceDatum
	EquityIndex Reference data, contains the names and weights of an equity index. More...
class	CommodityIndexReferenceDatum
	EquityIndex Reference data, contains the names and weights of an equity index. More...
class	CurrencyHedgedEquityIndexReferenceDatum
struct	CurrencyHedgedEquityIndexReferenceDatum::RebalancingDate
struct	CurrencyHedgedEquityIndexReferenceDatum::HedgeAdjustment
class	PortfolioBasketReferenceDatum
class	CreditReferenceDatum
	CreditIndex Reference data, contains the names and weights of a credit index. More...
struct	CreditReferenceDatum::CreditData
class	EquityReferenceDatum
	Equity Reference data. More...
struct	EquityReferenceDatum::EquityData
class	BondBasketReferenceDatum
	Bond Basket Reference Data. More...
class	ReferenceDataManager
	Interface for Reference Data lookups. More...
class	BasicReferenceDataManager
	Basic Concrete impl that loads an big XML and keeps data in memory. More...

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

Functions
bool	operator< (const CreditIndexConstituent &lhs, const CreditIndexConstituent &rhs)
	Compare CreditIndexConstituent instances using their name.

Detailed Description

Reference data model and serialization.