Reference manual - version orea_version
This is the complete list of members for SimMarket, including all inherited members.
| addSwapIndex(const string &swapindex, const string &discountIndex, const string &configuration=Market::defaultConfiguration) const | MarketImpl | protected |
| asofDate() const override | MarketImpl | virtual |
| asofDate() const override | MarketImpl | virtual |
| baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| baseCpis(const string &index, const string &configuration=Market::defaultConfiguration) const | MarketImpl | |
| baseCpis(const string &index, const string &configuration=Market::defaultConfiguration) const | MarketImpl | |
| capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityPriceCurve(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityPriceCurve(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityVolatility(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| commodityVolatility(const string &commodityName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| correlationCurve(const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| correlationCurve(const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| defaultConfiguration | Market | static |
| defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| fixingManager() const =0 | SimMarket | pure virtual |
| fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| inCcyConfiguration | Market | static |
| label() | SimMarket | |
| label_ (defined in SimMarket) | SimMarket | protected |
| Market(const bool handlePseudoCurrencies) | Market | |
| numeraire() | SimMarket | |
| numeraire_ (defined in SimMarket) | SimMarket | protected |
| postUpdate(const Date &d, bool withFixings)=0 | SimMarket | pure virtual |
| preUpdate()=0 | SimMarket | pure virtual |
| refresh(const string &configuration=Market::defaultConfiguration) override | MarketImpl | virtual |
| require(const MarketObject o, const string &name, const string &configuration, const bool forceBuild=false) const | MarketImpl | protectedvirtual |
| reset()=0 | SimMarket | pure virtual |
| securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| SimMarket(const bool handlePseudoCurrencies) (defined in SimMarket) | SimMarket | explicit |
| swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| update(const Date &d) | SimMarket | virtual |
| updateAsd(const Date &)=0 | SimMarket | pure virtual |
| updateDate(const Date &)=0 | SimMarket | pure virtual |
| updateScenario(const Date &)=0 | SimMarket | pure virtual |
| yieldCurve(const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| yieldCurve(const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| yoyCapFloorVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| yoyCapFloorVol(const string &name, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | |
| zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override | MarketImpl | virtual |
| ~Market() | Market | virtual |