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Reference manual - version ored_version
Files | Classes
Configuration

Files

file  basecorrelationcurveconfig.hpp
 Base Correlation curve configuration classes.
 
file  bootstrapconfig.hpp
 Class for holding bootstrap configurations.
 
file  capfloorvolcurveconfig.hpp
 Cap floor volatility curve configuration class.
 
file  cdsvolcurveconfig.hpp
 CDS and index CDS volatility configuration.
 
file  commoditycurveconfig.hpp
 Commodity curve configuration class.
 
file  commodityvolcurveconfig.hpp
 Commodity volatility curve configuration.
 
file  conventions.hpp
 Currency and instrument specific conventions/defaults.
 
file  swaptionvolcurveconfig.hpp
 Swaption volatility curve configuration classes.
 
file  curveconfig.hpp
 Base curve configuration classes.
 
file  curveconfigurations.hpp
 Curve configuration repoistory.
 
file  defaultcurveconfig.hpp
 Default curve configuration classes.
 
file  equitycurveconfig.hpp
 Equity curve configuration classes.
 
file  equityvolcurveconfig.hpp
 Equity volatility curve configuration classes.
 
file  fxspotconfig.hpp
 security spread configuration classes
 
file  fxvolcurveconfig.hpp
 FX volatility curve configuration classes.
 
file  genericyieldvolcurveconfig.hpp
 Swaption volatility curve configuration classes.
 
file  inflationcapfloorvolcurveconfig.hpp
 Inflation CapFloor volatility curve configuration class.
 
file  inflationcurveconfig.hpp
 Inflation curve config.
 
file  onedimsolverconfig.hpp
 Class for holding 1-D solver configuration.
 
file  reportconfig.hpp
 md report and arbitrage check configuration
 
file  securityconfig.hpp
 security spread configuration classes
 
file  swaptionvolcurveconfig.hpp
 Swaption volatility curve configuration classes.
 
file  commodityvolcurveconfig.hpp
 Commodity volatility curve configuration.
 
file  yieldcurveconfig.hpp
 Yield curve configuration classes.
 
file  yieldvolcurveconfig.hpp
 yield volatility curve configuration classes
 

Classes

class  BaseCorrelationCurveConfig
 Base Correlation term structure configuration. More...
 
class  BootstrapConfig
 
class  CapFloorVolatilityCurveConfig
 
class  CDSVolatilityCurveConfig
 
class  PriceSegment
 
class  CommodityCurveConfig
 Commodity curve configuration. More...
 
class  CommodityVolatilityConfig
 Commodity volatility configuration. More...
 
class  Convention
 Abstract base class for convention objects. More...
 
class  CorrelationCurveConfig
 Correlation curve configuration. More...
 
class  CurveConfig
 Base curve configuration. More...
 
class  CurveConfigurations
 Container class for all Curve Configurations. More...
 
class  DefaultCurveConfig
 Default curve configuration. More...
 
class  EquityCurveConfig
 Equity curve configuration. More...
 
class  EquityVolatilityCurveConfig
 Equity volatility structure configuration. More...
 
class  FXSpotConfig
 FXSpot configuration. More...
 
class  FXVolatilityCurveConfig
 FX volatility structure configuration. More...
 
class  GenericYieldVolatilityCurveConfig
 Generic yield volatility curve configuration class. More...
 
class  InflationCapFloorVolatilityCurveConfig
 Inflation CapFloor volatility curve configuration class. More...
 
class  OneDimSolverConfig
 
class  SecurityConfig
 Security configuration. More...
 
class  SwaptionVolatilityCurveConfig
 Swaption volatility curve configuration class. More...
 
class  VolatilityConfig
 
class  ConstantVolatilityConfig
 
class  VolatilityCurveConfig
 
class  VolatilitySurfaceConfig
 
class  VolatilityStrikeSurfaceConfig
 
class  VolatilityDeltaSurfaceConfig
 
class  VolatilityMoneynessSurfaceConfig
 
class  VolatilityApoFutureSurfaceConfig
 
class  YieldCurveSegment
 Base class for yield curve segments. More...
 
class  DirectYieldCurveSegment
 Direct yield curve segment. More...
 
class  SimpleYieldCurveSegment
 Simple yield curve segment. More...
 
class  AverageOISYieldCurveSegment
 Avergae OIS yield curve segment. More...
 
class  TenorBasisYieldCurveSegment
 Tenor Basis yield curve segment. More...
 
class  CrossCcyYieldCurveSegment
 Cross Currency yield curve segment. More...
 
class  ZeroSpreadedYieldCurveSegment
 Zero Spreaded yield curve segment. More...
 
class  WeightedAverageYieldCurveSegment
 Weighted average yield curve segment. More...
 
class  YieldPlusDefaultYieldCurveSegment
 Yield plus default curves segment. More...
 
class  DiscountRatioYieldCurveSegment
 Discount ratio yield curve segment. More...
 
class  FittedBondYieldCurveSegment
 FittedBond yield curve segment. More...
 
class  IborFallbackCurveSegment
 Ibor Fallback yield curve segment. More...
 
class  YieldCurveConfig
 Yield Curve configuration. More...
 
class  YieldVolatilityCurveConfig
 Yield volatility curve configuration. More...
 

Detailed Description

Grouping of all configuration related classes, functions and files