market.hpp File Reference

Base Market class. More...

#include <ql/experimental/inflation/cpicapfloortermpricesurface.hpp>
#include <ql/experimental/inflation/yoycapfloortermpricesurface.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/date.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>
#include <qle/indexes/commodityindex.hpp>
#include <qle/indexes/equityindex.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>
#include <qle/termstructures/credit/basecorrelationstructure.hpp>
#include <qle/termstructures/creditcurve.hpp>
#include <qle/termstructures/creditvolcurve.hpp>
#include <qle/termstructures/pricetermstructure.hpp>
#include <shared_mutex>
#include <boost/thread/locks.hpp>

Classes
struct	PseudoCurrencyMarketParameters
	Struct to store parameters for commodities to be treatred as pseudo currencies. More...
class	GlobalPseudoCurrencyMarketParameters
	Singleton to store Global parameters, this should be initialised at some point with PEGP. More...
class	Market
	Market. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Enumerations
enum class	YieldCurveType { Discount = 0 , Yield = 1 , EquityDividend = 2 }
enum class	MarketObject {   DiscountCurve = 0 , YieldCurve = 1 , IndexCurve = 2 , SwapIndexCurve = 3 ,   FXSpot = 4 , FXVol = 5 , SwaptionVol = 6 , DefaultCurve = 7 ,   CDSVol = 8 , BaseCorrelation = 9 , CapFloorVol = 10 , ZeroInflationCurve = 11 ,   YoYInflationCurve = 12 , ZeroInflationCapFloorVol = 13 , YoYInflationCapFloorVol = 14 , EquityCurve = 15 ,   EquityVol = 16 , Security = 17 , CommodityCurve = 18 , CommodityVolatility = 19 ,   Correlation = 20 , YieldVol = 21 }

Functions
std::ostream &	operator<< (std::ostream &, const struct PseudoCurrencyMarketParameters &)
struct PseudoCurrencyMarketParameters	buildPseudoCurrencyMarketParameters (const std::map< string, string > &pricingEngineGlobalParameters=std::map< string, string >())
	Function to build parameters from PricingEngine GlobalParametrs. More...

Detailed Description

Base Market class.