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 boost::shared_ptr< TodaysMarketParameters > &params, const boost::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)

Constructor & Destructor Documentation

◆ DependencyGraph()

DependencyGraph	(	const Date &	asof,
		const boost::shared_ptr< TodaysMarketParameters > &	params,
		const boost::shared_ptr< const CurveConfigurations > &	curveConfigs,
		const IborFallbackConfig &	iborFallbackConfig = `IborFallbackConfig::defaultConfig()`
	)

Parameters

asof	The asof date of the T0 market instance
params	Description of the market composition
curveConfigs	Description of curve compositions
iborFallbackConfig	Ibor fallback config