Market Datum parser. More...
#include <ored/marketdata/marketdatum.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <string>
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
Functions | |
boost::shared_ptr< MarketDatum > | parseMarketDatum (const Date &, const string &, const Real &) |
Function to parse a market datum. | |
Date | getDateFromDateOrPeriod (const string &token, Date asof, QuantLib::Calendar cal=QuantLib::WeekendsOnly(), QuantLib::BusinessDayConvention bdc=QuantLib::BusinessDayConvention::Following) |
Get a date from a date string or period. | |
boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > | parseFxPeriod (const string &s) |
Convert text to QuantLib::Period of Fx forward string. | |
QuantLib::Period | fxFwdQuoteTenor (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > &term) |
QuantLib::Period | fxFwdQuoteStartTenor (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > &term, const boost::shared_ptr< FXConvention > &fxConvention=nullptr) |
bool | matchFxFwdStringTerm (const boost::variant< QuantLib::Period, FXForwardQuote::FxFwdString > &term, const FXForwardQuote::FxFwdString &fxfwdString) |
Market Datum parser.