Reference manual - version orea_version
Simple flat market setup to be used in the test suite. More...
#include <test/testmarket.hpp>
Inheritance diagram for TestMarket:Public Member Functions | |
| TestMarket (Date asof, bool swapVolCube=false) | |
| Public Member Functions inherited from MarketImpl | |
| Date | asofDate () const override |
| Handle< YieldTermStructure > | yieldCurve (const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantLib::SwaptionVolatilityStructure > | swaptionVol (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantLib::SwaptionVolatilityStructure > | yieldVol (const string &securityID, const string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::FxIndex > | fxIndexImpl (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CreditCurve > | defaultCurve (const string &, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CreditVolCurve > | cdsVol (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::BaseCorrelationTermStructure > | baseCorrelation (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< OptionletVolatilityStructure > | capFloorVol (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::YoYOptionletVolatilitySurface > | yoyCapFloorVol (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| virtual Handle< ZeroInflationIndex > | zeroInflationIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| virtual Handle< CPIVolatilitySurface > | cpiInflationCapFloorVolatilitySurface (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | equitySpot (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< BlackVolTermStructure > | equityVol (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< YieldTermStructure > | equityForecastCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | securitySpread (const string &securityID, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::InflationIndexObserver > | baseCpis (const string &index, const string &configuration=Market::defaultConfiguration) const |
| QuantLib::Handle< QuantExt::PriceTermStructure > | commodityPriceCurve (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::CommodityIndex > | commodityIndex (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantLib::BlackVolTermStructure > | commodityVolatility (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CorrelationTermStructure > | correlationCurve (const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override |
| void | refresh (const string &configuration=Market::defaultConfiguration) override |
| Date | asofDate () const override |
| Handle< YieldTermStructure > | yieldCurve (const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantLib::SwaptionVolatilityStructure > | swaptionVol (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantLib::SwaptionVolatilityStructure > | yieldVol (const string &securityID, const string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::FxIndex > | fxIndexImpl (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CreditCurve > | defaultCurve (const string &, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CreditVolCurve > | cdsVol (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::BaseCorrelationTermStructure > | baseCorrelation (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< OptionletVolatilityStructure > | capFloorVol (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::YoYOptionletVolatilitySurface > | yoyCapFloorVol (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| virtual Handle< ZeroInflationIndex > | zeroInflationIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| virtual Handle< CPIVolatilitySurface > | cpiInflationCapFloorVolatilitySurface (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | equitySpot (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< BlackVolTermStructure > | equityVol (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< YieldTermStructure > | equityForecastCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | securitySpread (const string &securityID, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::InflationIndexObserver > | baseCpis (const string &index, const string &configuration=Market::defaultConfiguration) const |
| QuantLib::Handle< QuantExt::PriceTermStructure > | commodityPriceCurve (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::CommodityIndex > | commodityIndex (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantLib::BlackVolTermStructure > | commodityVolatility (const string &commodityName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CorrelationTermStructure > | correlationCurve (const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const override |
| Public Member Functions inherited from Market | |
| Market (const bool handlePseudoCurrencies) | |
Additional Inherited Members | |
| Static Public Attributes inherited from Market | |
| static const string | defaultConfiguration |
| static const string | inCcyConfiguration |
| Protected Member Functions inherited from MarketImpl | |
| virtual void | require (const MarketObject o, const string &name, const string &configuration, const bool forceBuild=false) const |
| void | addSwapIndex (const string &swapindex, const string &discountIndex, const string &configuration=Market::defaultConfiguration) const |
Simple flat market setup to be used in the test suite.
