Files | |
| file | bondindexbuilder.hpp |
| Interface for building a bond index. | |
| file | calendaradjustmentconfig.hpp |
| Interface for calendar modifications, additional holidays and business days. | |
| file | calendarparser.hpp |
| calendar parser singleton class | |
| file | conventionsbasedfutureexpiry.hpp |
| Base class for classes that perform date calculations for future contracts. | |
| file | correlationmatrix.hpp |
| configuration class for building correlation matrices | |
| file | csvfilereader.hpp |
| utility class to access CSV files | |
| file | currencyhedgedequityindexdecomposition.hpp |
| Helper function used for the index decompositon. | |
| file | currencyparser.hpp |
| currency parser singleton class | |
| file | databuilders.hpp |
| add builders to factories | |
| file | dategrid.hpp |
| The date grid class. | |
| file | fileio.hpp |
| Wrapper class for retrying file IO operations. | |
| file | flowanalysis.hpp |
| Extended QuantLib flow analysis. | |
| file | formulaparser.hpp |
| generic formula parser | |
| file | indexnametranslator.hpp |
| translates between QuantLib::Index::name() and ORE names | |
| file | indexparser.hpp |
| Map text representations to QuantLib/QuantExt types. | |
| file | log.hpp |
| Classes and functions for log message handling. | |
| file | marketdata.hpp |
| market data related utilties | |
| file | osutils.hpp |
| Various OS specific utilities. | |
| file | parsers.hpp |
| Map text representations to QuantLib/QuantExt types. | |
| file | progressbar.hpp |
| Classes for progress reporting. | |
| file | serializationdate.hpp |
| support for QuantLib::Date serialization | |
| file | serializationdaycounter.hpp |
| support for QuantLib::DayCounter serialization | |
| file | serializationperiod.hpp |
| support for QuantLib::Period serialization | |
| file | strike.hpp |
| strike description | |
| file | timeperiod.hpp |
| non-contiguous time period handling | |
| file | to_string.hpp |
| string conversion utilities | |
| file | vectorutils.hpp |
| Utilities for sorting vectors using permutations. | |
| file | wildcard.hpp |
| utilities for wildcard handling | |
| file | xmlutils.hpp |
| XML utility functions. | |