Reference manual - version ored_version
#include <ored/marketdata/dummymarket.hpp>
Inheritance diagram for DummyMarket:Public Member Functions | |
| Date | asofDate () const override |
| Get the asof Date. | |
| Handle< YieldTermStructure > | discountCurveImpl (const string &key, const string &config) const override |
| Handle< YieldTermStructure > | yieldCurve (const ore::data::YieldCurveType &type, const string &, const string &) const override |
| Handle< YieldTermStructure > | yieldCurve (const string &, const string &) const override |
| Handle< IborIndex > | iborIndex (const string &, const string &) const override |
| Handle< SwapIndex > | swapIndex (const string &, const string &) const override |
| Handle< SwaptionVolatilityStructure > | swaptionVol (const string &, const string &) const override |
| string | shortSwapIndexBase (const string &, const string &) const override |
| string | swapIndexBase (const string &, const string &) const override |
| Handle< SwaptionVolatilityStructure > | yieldVol (const string &, const string &) const override |
| Handle< QuantExt::FxIndex > | fxIndexImpl (const string &index, const string &) const override |
| Handle< Quote > | fxSpotImpl (const string &, const string &) const override |
| Handle< Quote > | fxRateImpl (const string &, const string &) const override |
| Handle< BlackVolTermStructure > | fxVolImpl (const string &, const string &) const override |
| Handle< QuantExt::CreditCurve > | defaultCurve (const string &, const string &) const override |
| Handle< Quote > | recoveryRate (const string &, const string &) const override |
| Handle< QuantExt::CreditVolCurve > | cdsVol (const string &, const string &) const override |
| Handle< QuantExt::BaseCorrelationTermStructure > | baseCorrelation (const string &, const string &) const override |
| Handle< OptionletVolatilityStructure > | capFloorVol (const string &, const string &) const override |
| std::pair< string, QuantLib::Period > | capFloorVolIndexBase (const string &, const string &) const override |
| Handle< ZeroInflationIndex > | zeroInflationIndex (const string &, const string &) const override |
| Inflation Indexes. | |
| Handle< YoYInflationIndex > | yoyInflationIndex (const string &, const string &) const override |
| Handle< QuantExt::YoYOptionletVolatilitySurface > | yoyCapFloorVol (const string &, const string &) const override |
| Handle< QuantLib::CPIVolatilitySurface > | cpiInflationCapFloorVolatilitySurface (const string &, const string &) const override |
| CPI Inflation Cap Floor Volatility Surfaces. | |
| Handle< Quote > | equitySpot (const string &, const string &) const override |
| Handle< YieldTermStructure > | equityDividendCurve (const string &, const string &) const override |
| Handle< YieldTermStructure > | equityForecastCurve (const string &, const string &) const override |
| Handle< QuantExt::EquityIndex2 > | equityCurve (const string &eqName, const string &) const override |
| Handle< BlackVolTermStructure > | equityVol (const string &, const string &) const override |
| Handle< Quote > | securitySpread (const string &, const string &) const override |
| QuantLib::Handle< QuantExt::PriceTermStructure > | commodityPriceCurve (const std::string &, const std::string &) const override |
| QuantLib::Handle< QuantExt::CommodityIndex > | commodityIndex (const std::string &, const std::string &) const override |
| QuantLib::Handle< QuantLib::BlackVolTermStructure > | commodityVolatility (const std::string &, const std::string &) const override |
| QuantLib::Handle< QuantLib::Quote > | cpr (const string &, const string &) const override |
| QuantLib::Handle< QuantExt::CorrelationTermStructure > | correlationCurve (const std::string &, const std::string &, const std::string &) const override |
| Public Member Functions inherited from Market | |
| Market (const bool handlePseudoCurrencies) | |
| Constructor. | |
| virtual | ~Market () |
| Destructor. | |
| Handle< YieldTermStructure > | discountCurve (const string &ccy, const string &configuration=Market::defaultConfiguration) const |
| QuantLib::Handle< QuantExt::FxIndex > | fxIndex (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const |
| Handle< Quote > | fxRate (const string &ccypair, const string &configuration=Market::defaultConfiguration) const |
| Handle< Quote > | fxSpot (const string &ccypair, const string &configuration=Market::defaultConfiguration) const |
| Handle< BlackVolTermStructure > | fxVol (const string &ccypair, const string &configuration=Market::defaultConfiguration) const |
| virtual void | refresh (const string &) |
| Refresh term structures for a given configuration. | |
| string | commodityCurveLookup (const string &pm) const |
| bool | handlePseudoCurrencies () const |
Additional Inherited Members | |
| Static Public Attributes inherited from Market | |
| static const string | defaultConfiguration |
| Default configuration label. | |
| static const string | inCcyConfiguration |
| InCcy configuration label. | |
| Protected Attributes inherited from Market | |
| bool | handlePseudoCurrencies_ = false |
