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std::vector< Date > | coarsenDateGrid (const std::vector< Date > &date, const std::string &rule, const Date &referenceDate=Null< Date >()) |
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std::pair< std::string, ScriptedTradeScriptData > | getScript (const ScriptedTrade &scriptedTrade, const ScriptLibraryData &scriptLibrary, const std::string &purpose, const bool fallBackOnEmptyPurpose) |
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ASTNodePtr | parseScript (const std::string &code) |
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std::pair< std::string, Period > | convertIndexToCamCorrelationEntry (const std::string &i) |
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void | checkDuplicateName (const boost::shared_ptr< Context > context, const std::string &name) |
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boost::shared_ptr< Context > | makeContext (const Size nPaths, const std::string &gridCoarsening, const std::vector< std::string > &schedulesEligibleForCoarsening, const boost::shared_ptr< ReferenceDataManager > &referenceData, const std::vector< ScriptedTradeEventData > &events, const std::vector< ScriptedTradeValueTypeData > &numbers, const std::vector< ScriptedTradeValueTypeData > &indices, const std::vector< ScriptedTradeValueTypeData > ¤cies, const std::vector< ScriptedTradeValueTypeData > &daycounters) |
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void | addNewSchedulesToContext (boost::shared_ptr< Context > context, const std::vector< ScriptedTradeScriptData::NewScheduleData > &newSchedules) |
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void | amendContextVariablesSizes (boost::shared_ptr< Context > context, const Size newSize) |
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std::ostream & | operator<< (std::ostream &o, const IndexInfo &i) |
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std::vector< std::function< RandomVariable(const std::vector< const RandomVariable * > &)> > | multiPathBasisSystem (Size dim, Size order, QuantLib::LsmBasisSystem::PolynomialType type, Size basisSystemSizeBound=Null< Size >()) |
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boost::shared_ptr< QuantExt::CommodityIndex > | parseScriptedCommodityIndex (const std::string &indexName, const QuantLib::Date &obsDate=Date()) |
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std::pair< boost::shared_ptr< QuantLib::ZeroInflationIndex >, std::string > | parseScriptedInflationIndex (const std::string &indexName) |
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std::string | scriptedIndexName (const boost::shared_ptr< Underlying > &underlying) |
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Size | getInflationSimulationLag (const boost::shared_ptr< ZeroInflationIndex > &index) |
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std::map< std::string, std::vector< Real > > | getCalibrationStrikes (const std::vector< ScriptedTradeScriptData::CalibrationData > &calibrationSpec, const boost::shared_ptr< Context > &context) |
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