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Reference manual - version ored_version
Files | Classes | Functions

Files

file  basecorrelationcurve.hpp
 Wrapper class for building base correlation structures.
 
file  capfloorvolcurve.hpp
 Build optionlet volatility structures from cap floor configurations.
 
file  cdsvolcurve.hpp
 Class for building cds volatility structures.
 
file  commoditycurve.hpp
 Class for building a commodity price curve.
 
file  commodityvolcurve.hpp
 Wrapper class for building commodity volatility structures.
 
file  swaptionvolcurve.hpp
 Wrapper class for building Swaption volatility structures.
 
file  curvespec.hpp
 Curve requirements specification.
 
file  curvespecparser.hpp
 CurveSpec parser.
 
file  defaultcurve.hpp
 Wrapper class for building Default curves.
 
file  equitycurve.hpp
 Wrapper class for building Equity curves.
 
file  equityvolcurve.hpp
 Wrapper class for building Equity volatility structures.
 
file  fxvolcurve.hpp
 Wrapper class for building FX volatility structures.
 
file  swaptionvolcurve.hpp
 Wrapper class for building Swaption volatility structures.
 
file  inflationcapfloorvolcurve.hpp
 Wrapper class for building YoY Inflation CapFloor volatility structures.
 
file  inflationcurve.hpp
 inflation curve class
 
file  swaptionvolcurve.hpp
 Wrapper class for building Swaption volatility structures.
 
file  yieldcurve.hpp
 Wrapper class for QuantLib term structures.
 
file  yieldvolcurve.hpp
 Wrapper class for building yield volatility structures.
 

Classes

class  BaseCorrelationCurve
 
class  CapFloorVolCurve
 
class  CDSVolCurve
 
class  CommodityVolCurve
 Wrapper class for building commodity volatility structures. More...
 
class  CorrelationCurve
 Wrapper class for building correlation structures. More...
 
class  CurveSpec
 Curve Specification. More...
 
class  YieldCurveSpec
 Yield curve description. More...
 
class  DefaultCurveSpec
 Default curve description. More...
 
class  CDSVolatilityCurveSpec
 CDS Volatility curve description. More...
 
class  BaseCorrelationCurveSpec
 Base Correlation surface description. More...
 
class  SwaptionVolatilityCurveSpec
 Swaption Volatility curve description. More...
 
class  YieldVolatilityCurveSpec
 Yield volatility curve description. More...
 
class  FXSpotSpec
 FX Spot description. More...
 
class  FXVolatilityCurveSpec
 FX Volatility curve description. More...
 
class  InflationCurveSpec
 Inflation curve description. More...
 
class  InflationCapFloorVolatilityCurveSpec
 Inflation cap floor volatility description. More...
 
class  EquityCurveSpec
 Equity curve description. More...
 
class  EquityVolatilityCurveSpec
 Equity Volatility curve description. More...
 
class  CommodityCurveSpec
 Commodity curve description. More...
 
class  CommodityVolatilityCurveSpec
 Commodity volatility description. More...
 
class  CorrelationCurveSpec
 Correlation curve description. More...
 
class  DefaultCurve
 Wrapper class for building Swaption volatility structures. More...
 
class  EquityCurve
 Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure) More...
 
class  EquityVolCurve
 Wrapper class for building Equity volatility structures. More...
 
class  FXVolCurve
 Wrapper class for building FX volatility structures. More...
 
class  GenericYieldVolCurve
 Wrapper class for building Generic yield volatility structures. More...
 
class  InflationCapFloorVolCurve
 
class  InflationCurve
 Wrapper class for building inflation curves. More...
 
class  SwaptionVolCurve
 Wrapper class for building Swaption volatility structures. More...
 
class  TodaysMarketParameters
 Today's Market Parameters. More...
 
class  YieldCurve
 Wrapper class for building yield term structures. More...
 
class  YieldVolCurve
 Wrapper class for building Yield volatility structures. More...
 

Functions

boost::shared_ptr< CurveSpecparseCurveSpec (const std::string &)
 function to convert a string into a curve spec
 

Detailed Description

Grouping of all curve related classes, functions and files