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Reference manual - version ored_version
Namespaces | Functions
marketdatumparser.hpp File Reference

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)
 

Detailed Description

Market Datum parser.