ast.hpp File Reference

abstract syntax tree for payoff scripting More...

#include <ored/scripting/value.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <boost/fusion/container/vector.hpp>
#include <boost/fusion/include/at_c.hpp>
#include <ql/shared_ptr.hpp>
#include <iostream>
#include <string>
#include <vector>

Classes
struct	LocationInfo
struct	ASTNode
struct	OperatorPlusNode
struct	OperatorMinusNode
struct	OperatorMultiplyNode
struct	OperatorDivideNode
struct	NegateNode
struct	FunctionAbsNode
struct	FunctionExpNode
struct	FunctionLogNode
struct	FunctionSqrtNode
struct	FunctionNormalCdfNode
struct	FunctionNormalPdfNode
struct	FunctionMaxNode
struct	FunctionMinNode
struct	FunctionPowNode
struct	FunctionBlackNode
struct	FunctionDcfNode
struct	FunctionDaysNode
struct	FunctionPayNode
struct	FunctionLogPayNode
struct	FunctionNpvNode
struct	FunctionNpvMemNode
struct	HistFixingNode
struct	FunctionDiscountNode
struct	FunctionFwdCompNode
struct	FunctionFwdAvgNode
struct	FunctionAboveProbNode
struct	FunctionBelowProbNode
struct	FunctionDateIndexNode
struct	SortNode
struct	PermuteNode
struct	ConstantNumberNode
struct	VariableNode
struct	SizeOpNode
struct	VarEvaluationNode
struct	AssignmentNode
struct	RequireNode
struct	DeclarationNumberNode
struct	SequenceNode
struct	ConditionEqNode
struct	ConditionNeqNode
struct	ConditionLtNode
struct	ConditionLeqNode
struct	ConditionGtNode
struct	ConditionGeqNode
struct	ConditionNotNode
struct	ConditionAndNode
struct	ConditionOrNode
struct	IfThenElseNode
struct	LoopNode

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Typedefs
using	ASTNodePtr = QuantLib::ext::shared_ptr< ASTNode >

Functions
std::string	to_string (const LocationInfo &l)

Detailed Description

abstract syntax tree for payoff scripting