1 #ifndef JULIAN_SERIALIZATIONGUID_HPP 2 #define JULIAN_SERIALIZATIONGUID_HPP 13 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::YearFraction)
14 BOOST_CLASS_EXPORT_GUID(
julian::ACT360, "ACT360")
15 BOOST_CLASS_EXPORT_GUID(
julian::ACT360addOne, "ACT360addOne")
16 BOOST_CLASS_EXPORT_GUID(
julian::ACT365, "ACT365")
17 BOOST_CLASS_EXPORT_GUID(
julian::ActActAFB, "ActActAFB")
18 BOOST_CLASS_EXPORT_GUID(
julian::ActActISDA, "ActActISDA")
19 BOOST_CLASS_EXPORT_GUID(
julian::E30360, "E30360")
20 BOOST_CLASS_EXPORT_GUID(
julian::OneYF, "OneYF")
21 BOOST_CLASS_EXPORT_GUID(
julian::US30360, "US30360")
23 BOOST_CLASS_EXPORT(
julian::Holiday)
24 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::Holiday)
25 BOOST_CLASS_EXPORT_GUID(
julian::PLNHoliday, "PLNHoliday")
26 BOOST_CLASS_EXPORT_GUID(
julian::CHFHoliday, "CHFHoliday")
27 BOOST_CLASS_EXPORT_GUID(
julian::CZKHoliday, "CZKHoliday")
28 BOOST_CLASS_EXPORT_GUID(
julian::EURHoliday, "EURHoliday")
29 BOOST_CLASS_EXPORT_GUID(
julian::USDHoliday, "USDHoliday")
30 BOOST_CLASS_EXPORT_GUID(
julian::GBPHoliday, "GBPHoliday")
31 BOOST_CLASS_EXPORT_GUID(
julian::HUFHoliday, "HUFHoliday")
32 BOOST_CLASS_EXPORT_GUID(
julian::JPYHoliday, "JPYHoliday")
33 BOOST_CLASS_EXPORT_GUID(
julian::CADHoliday, "CADHoliday")
34 BOOST_CLASS_EXPORT_GUID(
julian::EasterMonday, "EasterMonday")
35 BOOST_CLASS_EXPORT_GUID(
julian::CorpusChristi, "CorpusChristi")
36 BOOST_CLASS_EXPORT_GUID(
julian::GoodFriday, "GoodFriday")
37 BOOST_CLASS_EXPORT_GUID(
julian::WhitMonday, "WhitMonday")
38 BOOST_CLASS_EXPORT_GUID(
julian::FixedHoliday, "FixedHoliday")
40 BOOST_CLASS_EXPORT(
julian::SettlementDateConvention)
41 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::SettlementDateConvention)
42 BOOST_CLASS_EXPORT_GUID(
julian::SettlementFromSpot, "SettlementFromSpot")
43 BOOST_CLASS_EXPORT_GUID(
julian::SettlementFromExpiry, "SettlementFromExpiry")
45 BOOST_CLASS_EXPORT(
julian::Compounding)
46 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::Compounding)
47 BOOST_CLASS_EXPORT_GUID(
julian::SimpleRate, "SimpleRate")
48 BOOST_CLASS_EXPORT_GUID(
julian::CompoundedRate, "CompoundedRate")
49 BOOST_CLASS_EXPORT_GUID(
julian::ExponentialRate, "ExponentialRate")
50 BOOST_CLASS_EXPORT_GUID(
julian::FractionRate, "FractionRate")
52 BOOST_CLASS_EXPORT(
julian::CashFlow)
53 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::CashFlow)
54 BOOST_CLASS_EXPORT_GUID(
julian::FixedCashFlow, "FixedCashFlow")
55 BOOST_CLASS_EXPORT_GUID(
julian::FloatingCashFlow, "FloatingCashFlow")
57 BOOST_CLASS_EXPORT(
julian::Interpolation)
58 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::Interpolation)
59 BOOST_CLASS_EXPORT_GUID(
julian::AKIMA, "AKIMA")
60 BOOST_CLASS_EXPORT_GUID(
julian::CubicInterpolation, "CubicInterpolation")
61 BOOST_CLASS_EXPORT_GUID(
julian::FlatBackward, "FlatBackward")
62 BOOST_CLASS_EXPORT_GUID(
julian::FlatForward, "FlatForward")
63 BOOST_CLASS_EXPORT_GUID(
julian::LinearInterpolation, "LinearInterpolation")
64 BOOST_CLASS_EXPORT_GUID(
julian::LogarithmicInterpolation, "LogarithmicInterpolation")
65 BOOST_CLASS_EXPORT_GUID(
julian::NaturalCubicSpline, "NaturalCubicSpline")
66 BOOST_CLASS_EXPORT_GUID(
julian::QuadraticInterpolation, "QuadraticInterpolation")
67 BOOST_CLASS_EXPORT_GUID(
julian::SteffenInterpolation, "SteffenInterpolation")
69 BOOST_CLASS_EXPORT(
julian::ir::InterpolationInput)
70 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::ir::InterpolationInput)
71 BOOST_CLASS_EXPORT_GUID(
julian::ir::InterpolateInverseDF, "InterpolateInverseDF")
72 BOOST_CLASS_EXPORT_GUID(
julian::ir::InterpolateLogarithmOfDF, "InterpolateLogarithmOfDF")
73 BOOST_CLASS_EXPORT_GUID(
julian::ir::InterpolateZCRate, "InterpolateZCRate")
74 BOOST_CLASS_EXPORT_GUID(
julian::ir::InterpolateDF, "InterpolateDF")
76 BOOST_CLASS_EXPORT(
julian::ir::Extrapolator)
77 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::ir::Extrapolator)
78 BOOST_CLASS_EXPORT_GUID(
julian::ir::ExtrapolateFlatZCR, "ExtrapolateFlatZCR")
79 BOOST_CLASS_EXPORT_GUID(
julian::ir::ExtrapolateLogOfDF, "ExtrapolateLogOfDF")
81 BOOST_CLASS_EXPORT(
julian::Option)
82 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::Option)
83 BOOST_CLASS_EXPORT_GUID(
julian::EuropeanOpt, "EuropeanOpt")
85 BOOST_CLASS_EXPORT(
julian::ir::Interpolator)
86 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::ir::Interpolator)
87 BOOST_CLASS_EXPORT_GUID(
julian::ir::CompoundedInterpolator, "CompoundedInterpolator")
89 BOOST_CLASS_EXPORT(
julian::ir::Curve)
90 BOOST_SERIALIZATION_ASSUME_ABSTRACT(
julian::ir::Curve)
91 BOOST_CLASS_EXPORT_GUID(
julian::ir::FlatCurve, "FlatCurve")
92 BOOST_CLASS_EXPORT_GUID(
julian::ir::InterpolatedCurve, "InterpolatedCurve")
Contains headers of all files with definitions of classes gathered in interest rate module...
This class is an abstract class expressing the concept of calculating year fraction.
Definition: yearFraction.hpp:28
Definition: cadHoliday.cpp:3
Financial instruments module.
