value.hpp File Reference

value type and operations More...

#include <qle/math/randomvariable.hpp>
#include <qle/math/randomvariable_io.hpp>
#include <ql/time/date.hpp>
#include <boost/variant.hpp>
#include <ostream>
#include <string>

Classes
struct	EventVec
struct	CurrencyVec
struct	IndexVec
struct	DaycounterVec
struct	ValueTypeWhich

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

Typedefs
using	ValueType = boost::variant<RandomVariable, EventVec, CurrencyVec, IndexVec, DaycounterVec, Filter>

Functions
bool	deterministic (const ValueType &v)
Size	size (const ValueType &v)
bool	operator== (const EventVec &a, const EventVec &b)
bool	operator== (const CurrencyVec &a, const CurrencyVec &b)
bool	operator== (const IndexVec &a, const IndexVec &b)
bool	operator== (const DaycounterVec &a, const DaycounterVec &b)
std::ostream &	operator<< (std::ostream &out, const EventVec &a)
std::ostream &	operator<< (std::ostream &out, const CurrencyVec &a)
std::ostream &	operator<< (std::ostream &out, const IndexVec &a)
std::ostream &	operator<< (std::ostream &out, const DaycounterVec &a)
ValueType	operator+ (const ValueType &x, const ValueType &y)
ValueType	operator- (const ValueType &x, const ValueType &y)
ValueType	operator* (const ValueType &x, const ValueType &y)
ValueType	operator/ (const ValueType &x, const ValueType &y)
ValueType	min (const ValueType &x, const ValueType &y)
ValueType	max (const ValueType &x, const ValueType &y)
ValueType	pow (const ValueType &x, const ValueType &y)
ValueType	operator- (const ValueType &x)
ValueType	abs (const ValueType &x)
ValueType	exp (const ValueType &x)
ValueType	log (const ValueType &x)
ValueType	sqrt (const ValueType &x)
ValueType	normalCdf (const ValueType &x)
ValueType	normalPdf (const ValueType &x)
ValueType	typeSafeAssign (ValueType &x, const ValueType &y)
Filter	equal (const ValueType &x, const ValueType &y)
Filter	notequal (const ValueType &x, const ValueType &y)
Filter	lt (const ValueType &x, const ValueType &y)
Filter	leq (const ValueType &x, const ValueType &y)
Filter	gt (const ValueType &x, const ValueType &y)
Filter	geq (const ValueType &x, const ValueType &y)
Filter	logicalNot (const ValueType &x)
Filter	logicalAnd (const ValueType &x, const ValueType &y)
Filter	logicalOr (const ValueType &x, const ValueType &y)

Detailed Description

value type and operations