Reference manual - version ored_version
#include <ored/marketdata/wrappedmarket.hpp>
Inheritance diagram for WrappedMarket:Public Member Functions | |
| WrappedMarket (const boost::shared_ptr< Market > &market, const bool handlePseudoCurrencies) | |
| boost::shared_ptr< Market > | underlyingMarket () const |
| Date | asofDate () const override |
| Get the asof Date. | |
| Handle< YieldTermStructure > | yieldCurve (const YieldCurveType &type, const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< YieldTermStructure > | discountCurveImpl (const string &ccy, const string &configuration=Market::defaultConfiguration) const override |
| Handle< YieldTermStructure > | yieldCurve (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< IborIndex > | iborIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< SwapIndex > | swapIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< SwaptionVolatilityStructure > | swaptionVol (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| string | shortSwapIndexBase (const string &ccy, const string &configuration=Market::defaultConfiguration) const override |
| string | swapIndexBase (const string &ccy, const string &configuration=Market::defaultConfiguration) const override |
| Handle< SwaptionVolatilityStructure > | yieldVol (const string &securityID, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::FxIndex > | fxIndexImpl (const string &fxIndex, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | fxSpotImpl (const string &ccypair, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | fxRateImpl (const string &ccypair, const string &configuration=Market::defaultConfiguration) const override |
| Handle< BlackVolTermStructure > | fxVolImpl (const string &ccypair, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CreditCurve > | defaultCurve (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | recoveryRate (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::CreditVolCurve > | cdsVol (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::BaseCorrelationTermStructure > | baseCorrelation (const string &name, const string &configuration=Market::defaultConfiguration) const override |
| Handle< OptionletVolatilityStructure > | capFloorVol (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| std::pair< string, QuantLib::Period > | capFloorVolIndexBase (const string &key, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::YoYOptionletVolatilitySurface > | yoyCapFloorVol (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< ZeroInflationIndex > | zeroInflationIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Inflation Indexes. | |
| Handle< YoYInflationIndex > | yoyInflationIndex (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< CPIVolatilitySurface > | cpiInflationCapFloorVolatilitySurface (const string &indexName, const string &configuration=Market::defaultConfiguration) const override |
| CPI Inflation Cap Floor Volatility Surfaces. | |
| Handle< Quote > | equitySpot (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< YieldTermStructure > | equityDividendCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< YieldTermStructure > | equityForecastCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< QuantExt::EquityIndex2 > | equityCurve (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| Handle< BlackVolTermStructure > | equityVol (const string &eqName, const string &configuration=Market::defaultConfiguration) const override |
| void | refresh (const string &s) override |
| Refresh term structures for a given configuration. | |
| Handle< Quote > | securitySpread (const string &securityID, const string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::PriceTermStructure > | commodityPriceCurve (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::CommodityIndex > | commodityIndex (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantLib::BlackVolTermStructure > | commodityVolatility (const std::string &commodityName, const std::string &configuration=Market::defaultConfiguration) const override |
| QuantLib::Handle< QuantExt::CorrelationTermStructure > | correlationCurve (const std::string &index1, const std::string &index2, const std::string &configuration=Market::defaultConfiguration) const override |
| Handle< Quote > | cpr (const string &securityID, const string &configuration=Market::defaultConfiguration) 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 |
| string | commodityCurveLookup (const string &pm) const |
| bool | handlePseudoCurrencies () const |
Protected Attributes | |
| boost::shared_ptr< Market > | market_ |
| Protected Attributes inherited from Market | |
| bool | handlePseudoCurrencies_ = false |
Additional Inherited Members | |
| Static Public Attributes inherited from Market | |
| static const string | defaultConfiguration |
| Default configuration label. | |
| static const string | inCcyConfiguration |
| InCcy configuration label. | |
Wrapped Market.
All incoming requests are passed through to an underlying market. This class can be used to override single methods for special markets. For example a derived class can override the securitySpread() method and return a dedicated simple quote handle that can be used to imply a bond spread. Another example is a market returning commodity term structures as fx term structures for precious metals.
