Classes | |
| struct | Node |
Public Types | |
| using | Graph = boost::directed_graph< Node > |
| using | IndexMap = boost::property_map< Graph, boost::vertex_index_t >::type |
| using | Vertex = boost::graph_traits< Graph >::vertex_descriptor |
| using | VertexIterator = boost::graph_traits< Graph >::vertex_iterator |
Public Member Functions | |
| DependencyGraph (const Date &asof, const QuantLib::ext::shared_ptr< TodaysMarketParameters > ¶ms, const QuantLib::ext::shared_ptr< const CurveConfigurations > &curveConfigs, const IborFallbackConfig &iborFallbackConfig=IborFallbackConfig::defaultConfig()) | |
| void | buildDependencyGraph (const std::string &configuration, std::map< std::string, std::string > &buildErrors) |
| std::map< std::string, Graph > | dependencies () |
Friends | |
| std::ostream & | operator<< (std::ostream &o, const Node &n) |
| DependencyGraph | ( | const Date & | asof, |
| const QuantLib::ext::shared_ptr< TodaysMarketParameters > & | params, | ||
| const QuantLib::ext::shared_ptr< const CurveConfigurations > & | curveConfigs, | ||
| const IborFallbackConfig & | iborFallbackConfig = IborFallbackConfig::defaultConfig() |
||
| ) |
| asof | The asof date of the T0 market instance |
| params | Description of the market composition |
| curveConfigs | Description of curve compositions |
| iborFallbackConfig | Ibor fallback config |