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Reference manual - version orea_version
TestMarketParCurves Member List

This is the complete list of members for TestMarketParCurves, including all inherited members.

addSwapIndex(const string &swapindex, const string &discountIndex, const string &configuration=Market::defaultConfiguration) constMarketImplprotected
asofDate() const overrideMarketImplvirtual
asofDate() const overrideMarketImplvirtual
baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
baseCorrLossLevelsMap() const (defined in TestMarketParCurves)TestMarketParCurves
baseCorrRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
baseCorrRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
baseCpis(const string &index, const string &configuration=Market::defaultConfiguration) constMarketImpl
baseCpis(const string &index, const string &configuration=Market::defaultConfiguration) constMarketImpl
capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
cdsVolRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
cdsVolRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const overrideMarketImpl
commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const overrideMarketImpl
commodityPriceCurve(const string &commodityName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
commodityPriceCurve(const string &commodityName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
commodityVolatility(const string &commodityName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
commodityVolatility(const string &commodityName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
correlationCurve(const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
correlationCurve(const string &index1, const string &index2, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const overrideMarketImplvirtual
cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const overrideMarketImplvirtual
defaultConfigurationMarketstatic
defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
defaultCurve(const string &, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
defaultRateHelpersInstMap() const (defined in TestMarketParCurves)TestMarketParCurves
defaultRateHelpersMap() const (defined in TestMarketParCurves)TestMarketParCurves
defaultRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
defaultRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
discountRateHelpersInstMap() const (defined in TestMarketParCurves)TestMarketParCurves
discountRateHelpersMap() const (defined in TestMarketParCurves)TestMarketParCurves
discountRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
discountRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
equityForecastRateHelpersInstMap() const (defined in TestMarketParCurves)TestMarketParCurves
equityForecastRateHelpersMap() const (defined in TestMarketParCurves)TestMarketParCurves
equityForecastRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
equityForecastRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
equityVolRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
equityVolRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
inCcyConfigurationMarketstatic
indexCurveRateHelperInstMap() const (defined in TestMarketParCurves)TestMarketParCurves
indexCurveRateHelpersMap() const (defined in TestMarketParCurves)TestMarketParCurves
indexCurveRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
indexCurveRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
Market(const bool handlePseudoCurrencies)Market
refresh(const string &configuration=Market::defaultConfiguration) overrideMarketImplvirtual
require(const MarketObject o, const string &name, const string &configuration, const bool forceBuild=false) constMarketImplprotectedvirtual
securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
swaptionVolRateHelperSwapTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
swaptionVolRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
swaptionVolRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
TestMarketParCurves(const Date &asof) (defined in TestMarketParCurves)TestMarketParCurves
yieldCurve(const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
yieldCurve(const YieldCurveType &type, const string &ccy, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
yoyCapFloorVol(const string &name, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
yoyCapFloorVol(const string &name, const string &configuration=Market::defaultConfiguration) const overrideMarketImpl
yoyInflationRateHelperInstMap() const (defined in TestMarketParCurves)TestMarketParCurves
yoyInflationRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
yoyInflationRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const overrideMarketImplvirtual
zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const overrideMarketImplvirtual
zeroInflationRateHelperInstMap() const (defined in TestMarketParCurves)TestMarketParCurves
zeroInflationRateHelperTenorsMap() const (defined in TestMarketParCurves)TestMarketParCurves
zeroInflationRateHelperValuesMap() const (defined in TestMarketParCurves)TestMarketParCurves
~Market()Marketvirtual