Logo
Reference manual - version ored_version
Files | Classes
Trade Data

Files

file  asianoption.hpp
 Asian Option data model.
 
file  bond.hpp
 Bond trade data model and serialization.
 
file  capfloor.hpp
 Ibor cap, floor or collar trade data model and serialization.
 
file  commodityasianoption.hpp
 Commodity Asian Option data model and serialization.
 
file  commodityforward.hpp
 Commodity forward representation.
 
file  commodityoption.hpp
 Commodity option representation.
 
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  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  equityasianoption.hpp
 Equity Asian Option data model and serialization.
 
file  equityoption.hpp
 Equity Option data model and serialization.
 
file  equityoption.hpp
 Equity Option data model and serialization.
 
file  equityswap.hpp
 Equity Swap data model and serialization.
 
file  bond.hpp
 Bond trade data model and serialization.
 
file  forwardrateagreement.hpp
 ForwardRateAgreement data model and serialization.
 
file  fxasianoption.hpp
 Fx Asian 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  indexing.hpp
 leg indexing data model and serialization
 
file  instrumentwrapper.hpp
 Base class for wrapper of QL instrument, used to store "state" of trade under each scenario.
 
file  legdata.hpp
 leg data model and serialization
 
file  nettingsetdefinition.hpp
 Netting Set Definition - including CSA information where available.
 
file  nettingsetmanager.hpp
 Manager class for repository of netting set details.
 
file  optionasiandata.hpp
 asian option data model and serialization
 
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  premiumdata.hpp
 premium data
 
file  referencedata.hpp
 Reference data model and serialization.
 
file  referencedatafactory.hpp
 Reference data model and serialization.
 
file  schedule.hpp
 trade schedule data model and serialization
 
file  swap.hpp
 Swap trade data model and serialization.
 
file  swaption.hpp
 Swaption data model and serialization.
 
file  envelope.hpp
 trade envelope data model and serialization
 
file  vanillaoption.hpp
 Vanilla Option data model.
 

Classes

class  AsianOptionTrade
 Serializable Asian Option. More...
 
class  Bond
 Serializable Bond. More...
 
class  CapFloor
 Serializable cap, floor, collar. More...
 
class  CommodityAsianOption
 Serializable Commodity Asian Option. More...
 
class  CommodityForward
 
class  CommodityOption
 Commodity option trade representation. More...
 
class  CdsReferenceInformation
 
class  CreditDefaultSwapData
 
class  EngineData
 Pricing engine description. More...
 
class  EngineBuilder
 Base PricingEngine Builder class for a specific model and engine. More...
 
class  EngineFactory
 Pricing Engine Factory class. More...
 
class  Envelope
 Serializable object holding generic trade data, reporting dimensions. More...
 
class  EquityAsianOption
 Serializable Equity Asian Option. More...
 
class  EquityForward
 Serializable Equity Forward contract. More...
 
class  EquityFutureOption
 Serializable EQ Futures Option. More...
 
class  EquityOption
 Serializable Equity Option. More...
 
class  EquitySwap
 Serializable Equity Forward contract. More...
 
class  ForwardRateAgreement
 Serializable ForwardRateAgreement. More...
 
class  FxAsianOption
 Serializable Fx Asian Option. More...
 
class  FxForward
 Serializable FX Forward. More...
 
class  FxOption
 Serializable FX Option. More...
 
class  FxSwap
 Serializable FX Swap. More...
 
class  Indexing
 Serializable object holding indexing data. More...
 
class  InstrumentWrapper
 Instrument Wrapper. More...
 
class  VanillaInstrument
 Vanilla Instrument Wrapper. More...
 
class  LegAdditionalData
 Serializable Additional Leg Data. More...
 
class  CashflowData
 Serializable Cashflow Leg Data. More...
 
class  FixedLegData
 Serializable Fixed Leg Data. More...
 
class  ZeroCouponFixedLegData
 Serializable Fixed Leg Data. More...
 
class  FloatingLegData
 Serializable Floating Leg Data. More...
 
class  CPILegData
 Serializable CPI Leg Data. More...
 
class  YoYLegData
 Serializable YoY Leg Data. More...
 
class  CMSLegData
 Serializable CMS Leg Data. More...
 
class  DigitalCMSLegData
 Serializable Digital CMS Leg Data. More...
 
class  CMSSpreadLegData
 Serializable CMS Spread Leg Data. More...
 
class  DigitalCMSSpreadLegData
 Serializable Digital CMS Spread Leg Data. More...
 
class  EquityLegData
 Serializable Fixed Leg Data. More...
 
class  NettingSetDefinition
 Netting Set Definition. More...
 
class  NettingSetManager
 Netting Set Manager. More...
 
class  OptionAsianData
 
class  OptionData
 Serializable obejct holding option data. More...
 
class  OptionExerciseData
 
class  OptionPaymentData
 
class  OptionWrapper
 Option Wrapper. More...
 
class  PremiumData
 Serializable obejct holding premium data. More...
 
class  ReferenceDatumBuilder< T >
 Template TradeBuilder class. More...
 
class  ScheduleRules
 Serializable object holding schedule Rules data. More...
 
class  ScheduleDates
 Serializable object holding schedule dates data. More...
 
class  ScheduleData
 Serializable schedule data. More...
 
class  Swap
 Serializable Swap, Single and Cross Currency. More...
 
class  Swaption
 Serializable Swaption. More...
 
class  TradeAction
 Serializable object holding a trade action. More...
 
class  TradeBuilder< T >
 Template TradeBuilder class. More...
 
class  TradeFactory
 TradeFactory (todo) More...
 
class  VanillaOptionTrade
 Serializable Vanilla Option. More...
 

Detailed Description

Grouping of all trade data related classes, functions and files