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Reference manual - version ored_version
Caveats
Member CalibrationInstrumentFactory::build (const std::string &instrumentType)
If the instrumentType has not been added to the factory then a call to this method for that instrumentType will return a nullptr
Member LegDataFactory::build (const std::string &legType)
If the legType has not been added to the factory then a call to this method for that legType will return a nullptr
Class MMFutureQuote
expiry parameter is expected in the format YYYY-MM e.g. 2013-06 for Jun 2013, 1998-05 for May 1998, etc.
Class OIFutureQuote
expiry parameter is expected in the format YYYY-MM e.g. 2013-06 for Jun 2013, 1998-05 for May 1998, etc.
Member ore::data::parseIborIndex (const std::string &strIndex, std::string &outTenor, const QuantLib::Handle< QuantLib::YieldTermStructure > &h=QuantLib::Handle< QuantLib::YieldTermStructure >(), const boost::shared_ptr< Convention > &c=nullptr)
If the strIndex does not have a tenor component, as is the usual case for overnight indices, outTenor will be populated with the empty string.
Member Portfolio::fixings (const QuantLib::Date &settlementDate=QuantLib::Date()) const
This method will return an empty map if the Portfolio has not been built.
Member Trade::fixings (const QuantLib::Date &settlementDate=QuantLib::Date()) const
This method will return an empty map if the Trade has not been built.