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Reference manual - version ored_version
WrappedMarket Member List

This is the complete list of members for WrappedMarket, including all inherited members.

asofDate() const overrideWrappedMarketvirtual
baseCorrelation(const string &name, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
capFloorVol(const string &key, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
capFloorVolIndexBase(const string &key, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
cdsVol(const string &name, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
commodityCurveLookup(const string &pm) const (defined in Market)Market
commodityIndex(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
commodityPriceCurve(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
commodityVolatility(const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
correlationCurve(const std::string &index1, const std::string &index2, const std::string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
cpiInflationCapFloorVolatilitySurface(const string &indexName, const string &configuration=Market::defaultConfiguration) const overrideWrappedMarketvirtual
cpr(const string &securityID, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
defaultConfigurationMarketstatic
defaultCurve(const string &name, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
discountCurve(const string &ccy, const string &configuration=Market::defaultConfiguration) const (defined in Market)Market
discountCurveImpl(const string &ccy, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
equityCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
equityDividendCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
equityForecastCurve(const string &eqName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
equitySpot(const string &eqName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
equityVol(const string &eqName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
fxIndex(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const (defined in Market)Market
fxIndexImpl(const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
fxRate(const string &ccypair, const string &configuration=Market::defaultConfiguration) const (defined in Market)Market
fxRateImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
fxSpot(const string &ccypair, const string &configuration=Market::defaultConfiguration) const (defined in Market)Market
fxSpotImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
fxVol(const string &ccypair, const string &configuration=Market::defaultConfiguration) const (defined in Market)Market
fxVolImpl(const string &ccypair, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
handlePseudoCurrencies() const (defined in Market)Market
handlePseudoCurrencies_ (defined in Market)Marketprotected
iborIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
inCcyConfigurationMarketstatic
Market(const bool handlePseudoCurrencies)Marketexplicit
market_ (defined in WrappedMarket)WrappedMarketprotected
recoveryRate(const string &name, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
refresh(const string &s) overrideWrappedMarketvirtual
securitySpread(const string &securityID, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
shortSwapIndexBase(const string &ccy, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
swapIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
swapIndexBase(const string &ccy, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
swaptionVol(const string &key, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
underlyingMarket() const (defined in WrappedMarket)WrappedMarket
WrappedMarket(const boost::shared_ptr< Market > &market, const bool handlePseudoCurrencies) (defined in WrappedMarket)WrappedMarket
yieldCurve(const YieldCurveType &type, const string &name, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
yieldCurve(const string &name, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
yieldVol(const string &securityID, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
yoyCapFloorVol(const string &indexName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
yoyInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const override (defined in WrappedMarket)WrappedMarketvirtual
zeroInflationIndex(const string &indexName, const string &configuration=Market::defaultConfiguration) const overrideWrappedMarketvirtual
~Market()Marketvirtual