formulaparser.hpp File Reference

generic formula parser More...

#include <qle/math/compiledformula.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>
#include <boost/phoenix/core.hpp>
#include <boost/phoenix/operator.hpp>
#include <boost/spirit/include/qi.hpp>
#include <stack>
#include <string>

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
template<class T >
T	parseFormula (const std::string &text, const std::function< T(std::string)> &variableMapping={})
QuantExt::CompiledFormula	parseFormula (const std::string &text, std::vector< std::string > &variables)
double	gtZero (const double x)
double	geqZero (const double x)
double	max (const double x, const double y)
double	min (const double x, const double y)

Detailed Description

generic formula parser