Reference manual - version ored_version
Directories |
Files | |
| file | accumulator.hpp |
| accumulator wrapper for scripted trade | |
| file | ascot.hpp |
| Ascot (or Convertible Bond Option) trade data model and serialization. | |
| file | asianoption.hpp |
| Asian Option data model. | |
| file | autocallable_01.hpp |
| autocallable_01 wrapper for scripted trade | |
| file | balanceguaranteedswap.hpp |
| Balance Guaranteed Swap data model and serialization. | |
| file | barrieroption.hpp |
| Barrier Option data model and serialization. | |
| file | barrieroptionwrapper.hpp |
| Wrapper for option instruments, tracks whether option has been exercised or not. | |
| file | basketdata.hpp |
| credit basket data model and serialization | |
| file | basketoption.hpp |
| basket option wrapper for scripted trade | |
| file | bond.hpp |
| Bond trade data model and serialization. | |
| file | bondbasket.hpp |
| credit bond basket data model and serialization | |
| file | bondoption.hpp |
| bond option data model and serialization | |
| file | bondposition.hpp |
| Bond Position trade data model and serialization. | |
| file | bondrepo.hpp |
| Bond Repo trade data model and serialization. | |
| file | bondutils.hpp |
| bond utilities | |
| file | callableswap.hpp |
| Callable Swap data model and serialization. | |
| file | capfloor.hpp |
| Ibor cap, floor or collar trade data model and serialization. | |
| file | cbo.hpp |
| collateralized bond obligation data model | |
| file | cliquetoption.hpp |
| Equity Cliquet Option. | |
| file | collateralbalance.hpp |
| Holder class for collateral balances. | |
| file | commodityapo.hpp |
| Commodity Average Price Option data model and serialization. | |
| file | commoditydigitaloption.hpp |
| Commodity digital option representation as call spread. | |
| file | commodityforward.hpp |
| Commodity forward representation. | |
| file | commoditylegbuilder.hpp |
| Commodity fixed and floating leg builders. | |
| file | commoditylegdata.hpp |
| leg data for commodity leg types | |
| file | commodityoption.hpp |
| Commodity option representation. | |
| file | commodityoptionstrip.hpp |
| Commodity option strip data model and serialization. | |
| file | commodityposition.hpp |
| Commodity Position trade data model and serialization. | |
| file | commodityswap.hpp |
| Commodity Swap data model and serialization. | |
| file | commodityswaption.hpp |
| Commodity swaption data model and serialization. | |
| file | compositeinstrumentwrapper.hpp |
| used to store multiple trade wrappers | |
| file | compositetrade.hpp |
| Composite trades operate as a mini portfolio. Their intended use is for strategies like straddles. | |
| file | convertiblebond.hpp |
| Convertible Bond trade data model and serialization. | |
| file | convertiblebonddata.hpp |
| convertible bond data model and serialization | |
| file | convertiblebondreferencedata.hpp |
| reference data | |
| file | creditdefaultswap.hpp |
| Ibor cap, floor or collar trade data model and serialization. | |
| file | creditdefaultswapdata.hpp |
| A class to hold credit default swap data. | |
| file | creditdefaultswapoption.hpp |
| credit default swap option trade data model and serialization | |
| file | creditlinkedswap.hpp |
| credit linked swap data model | |
| file | crosscurrencyswap.hpp |
| Cross Currency Swap data model and serialization. | |
| file | doubledigitaloption.hpp |
| double digital option wrapper for scripted trade | |
| file | durationadjustedcmslegbuilder.hpp |
| leg builder for duration adjusted cms coupon legs | |
| file | durationadjustedcmslegdata.hpp |
| leg data for duration adjusted cms | |
| file | enginedata.hpp |
| A class to hold pricing engine parameters. | |
| file | enginefactory.hpp |
| Pricing Engine Factory. | |
| file | envelope.hpp |
| trade envelope data model and serialization | |
| file | equitybarrieroption.hpp |
| Equity Barrier Option data model and serialization. | |
| file | equityderivative.hpp |
| EQ base trade classes. | |
| file | equitydigitaloption.hpp |
| EQ Digital Option data model and serialization. | |
| file | equitydoublebarrieroption.hpp |
| Equity Double Barrier Option data model and serialization. | |
| file | equitydoubletouchoption.hpp |
| EQ Double One-Touch/No-Touch Option data model and serialization. | |
| file | equityeuropeanbarrieroption.hpp |
| EQ European Barrier Option data model and serialization. | |
| file | equityforward.hpp |
| Equity Forward data model and serialization. | |
| file | equityfuturesoption.hpp |
| EQ Futures Option data model and serialization. | |
| file | equityfxlegbuilder.hpp |
| Equity & FX leg builders. | |
| file | equityfxlegdata.hpp |
| leg data for equityfx leg types | |
| file | equityoption.hpp |
| Equity Option data model and serialization. | |
| file | equityoptionposition.hpp |
| Equity Option Position trade data model and serialization. | |
| file | equityoutperformanceoption.hpp |
| EQ Outperformance Option data model and serialization. | |
| file | equityposition.hpp |
| Equity Position trade data model and serialization. | |
| file | equityswap.hpp |
| Equity Swap data model and serialization. | |
| file | equitytouchoption.hpp |
| EQ One-Touch/No-Touch Option data model and serialization. | |
| file | europeanoptionbarrier.hpp |
| European option with barrier wrapper for scripted trade. | |
| file | failedtrade.hpp |
| Skeleton trade generated when trade loading/building fails. | |
| file | fixingdates.hpp |
| Logic for calculating required fixing dates on legs. | |
| file | flexiswap.hpp |
| Flexi-Swap data model and serialization. | |
| file | formulabasedindexbuilder.hpp |
| formula based index builder | |
| file | formulabasedlegbuilder.hpp |
| Formula based leg builder. | |
| file | formulabasedlegdata.hpp |
| leg data for formula based leg types | |
| file | forwardrateagreement.hpp |
| ForwardRateAgreement data model and serialization. | |
| file | fxaverageforward.hpp |
| Fx Average Forward data model and serialization. | |
| file | fxbarrieroption.hpp |
| FX Barrier Option data model and serialization. | |
| file | fxderivative.hpp |
| FX base trade classes. | |
| file | fxdigitaloption.hpp |
| FX Digital Option data model and serialization. | |
| file | fxdoublebarrieroption.hpp |
| FX Double Barrier Option data model and serialization. | |
| file | fxdoubletouchoption.hpp |
| FX Double One-Touch/No-Touch Option data model and serialization. | |
| file | fxeuropeanbarrieroption.hpp |
| FX European Barrier Option data model and serialization. | |
| file | fxforward.hpp |
| FX Forward data model and serialization. | |
| file | fxoption.hpp |
| FX Option data model and serialization. | |
| file | fxswap.hpp |
| FX Swap data model and serialization. | |
| file | fxtouchoption.hpp |
| FX One-Touch/No-Touch Option data model and serialization. | |
| file | genericbarrieroption.hpp |
| generic barrier option wrapper for scripted trade | |
| file | indexing.hpp |
| leg indexing data model and serialization | |
| file | inflationswap.hpp |
| Cross Currency Swap data model and serialization. | |
| file | instrumentwrapper.hpp |
| Base class for wrapper of QL instrument, used to store "state" of trade under each scenario. | |
| file | knockoutswap.hpp |
| knock out swap wrapper for scripted trade | |
| file | legbuilders.hpp |
| Leg Builders. | |
| file | legdata.hpp |
| leg data model and serialization | |
| file | legdatafactory.hpp |
| Leg data factory that can be used to build instances of leg data. | |
| file | makenonstandardlegs.hpp |
| make functions for non-standard ibor and fixed legs | |
| file | multilegoption.hpp |
| Multileg Option data model. | |
| file | nettingsetdefinition.hpp |
| Netting Set Definition - including CSA information where available. | |
| file | nettingsetdetails.hpp |
| netting set details data model and serialization | |
| file | nettingsetmanager.hpp |
| Manager class for repository of netting set details. | |
| file | optiondata.hpp |
| trade option data model and serialization | |
| file | optionexercisedata.hpp |
| option exercise data model and serialization | |
| file | optionpaymentdata.hpp |
| option payment data model and serialization | |
| file | optionwrapper.hpp |
| Wrapper for option instruments, tracks whether option has been exercised or not. | |
| file | pairwisevarianceswap.hpp |
| pairwise variance swap representation | |
| file | performanceoption_01.hpp |
| performance option wrapper for scripted trade | |
| file | portfolio.hpp |
| Portfolio class. | |
| file | premiumdata.hpp |
| premium data | |
| file | rainbowoption.hpp |
| rainbow option wrapper for scripted trade | |
| file | rangebound.hpp |
| rangebound data model | |
| file | referencedata.hpp |
| Reference data model and serialization. | |
| file | referencedatafactory.hpp |
| Reference data model and serialization. | |
| file | riskparticipationagreement.hpp |
| risk participation agreement data model and serialization | |
| file | schedule.hpp |
| trade schedule data model and serialization | |
| file | scriptedtrade.hpp |
| scripted trade data model | |
| file | simmcreditqualifiermapping.hpp |
| mapping of SIMM credit qualifiers | |
| file | structuredconfigurationerror.hpp |
| Class for structured configuration errors. | |
| file | structuredconfigurationwarning.hpp |
| Class for structured configuration warnings. | |
| file | structuredtradeerror.hpp |
| Structured Trade Error class. | |
| file | structuredtradewarning.hpp |
| Classes for structured trade warnings. | |
| file | swap.hpp |
| Swap trade data model and serialization. | |
| file | swaption.hpp |
| Swaption data model and serialization. | |
| file | tarf.hpp |
| tarf wrapper for scripted trade | |
| file | tlockdata.hpp |
| A class to hold Treasury-Lock data. | |
| file | trade.hpp |
| base trade data model and serialization | |
| file | tradefactory.hpp |
| Trade Factory. | |
| file | tranche.hpp |
| cbo tranche data model and serialization | |
| file | trs.hpp |
| trs | |
| file | trswrapper.hpp |
| generic wrapper for trs (bond, convertible bond, equity, ...) | |
| file | types.hpp |
| payment lag | |
| file | underlying.hpp |
| underlying data model | |
| file | vanillaoption.hpp |
| Vanilla Option data model. | |
| file | varianceswap.hpp |
| variance swap representation | |
| file | windowbarrieroption.hpp |
| window barrier option - wrapper for scripted trade | |