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pcaspersjenkins
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QPR-11568 move engine builders
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OREAnalytics/orea/app/initbuilders.cpp

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OREData/ored/portfolio/builders/bond.cpp

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namespace ore {
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namespace data {
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ORE_REGISTER_ENGINE_BUILDER_IMPL(BondDiscountingEngineBuilder)
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} // namespace data
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} // namespace ore

OREData/ored/portfolio/builders/bond.hpp

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@@ -60,7 +60,6 @@ class BondEngineBuilder : public CachingPricingEngineBuilder<string, const Curre
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*/
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class BondDiscountingEngineBuilder : public BondEngineBuilder {
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ORE_REGISTER_ENGINE_BUILDER(BondDiscountingEngineBuilder)
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public:
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BondDiscountingEngineBuilder() : BondEngineBuilder("DiscountedCashflows", "DiscountingRiskyBondEngine") {}
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OREData/ored/portfolio/builders/bondoption.cpp

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namespace ore {
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namespace data {
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ORE_REGISTER_ENGINE_BUILDER_IMPL(BondOptionEngineBuilder)
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} // namespace data
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} // namespace ore

OREData/ored/portfolio/builders/bondoption.hpp

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class BondOptionEngineBuilder
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: public CachingPricingEngineBuilder<string, const string&, const Currency&, const string&, const bool,
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const string&, const string&, const string&> {
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ORE_REGISTER_ENGINE_BUILDER(BondOptionEngineBuilder)
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public:
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BondOptionEngineBuilder() : CachingEngineBuilder("Black", "BlackBondOptionEngine", {"BondOption"}) {}
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OREData/ored/portfolio/builders/bondrepo.cpp

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namespace ore {
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namespace data {
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ORE_REGISTER_ENGINE_BUILDER_IMPL(DiscountingBondRepoEngineBuilder)
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ORE_REGISTER_ENGINE_BUILDER_IMPL(AccrualBondRepoEngineBuilder)
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boost::shared_ptr<QuantLib::PricingEngine>
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DiscountingBondRepoEngineBuilder::engineImpl(const std::string& repoCurveId) {
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bool includeSecurityLeg = parseBool(modelParameter("IncludeSecurityLeg"));

OREData/ored/portfolio/builders/bondrepo.hpp

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@@ -43,7 +43,6 @@ class BondRepoEngineBuilderBase : public CachingPricingEngineBuilder<std::string
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//! Discounting Bond Repo Engine Builder
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class DiscountingBondRepoEngineBuilder : public BondRepoEngineBuilderBase {
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ORE_REGISTER_ENGINE_BUILDER(DiscountingBondRepoEngineBuilder)
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public:
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DiscountingBondRepoEngineBuilder() : BondRepoEngineBuilderBase("DiscountedCashflows", "DiscountingRepoEngine") {}
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//! Accrual Bond Repo Engine Builder
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class AccrualBondRepoEngineBuilder : public BondRepoEngineBuilderBase {
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ORE_REGISTER_ENGINE_BUILDER(AccrualBondRepoEngineBuilder)
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public:
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AccrualBondRepoEngineBuilder() : BondRepoEngineBuilderBase("Accrual", "AccrualRepoEngine") {}
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OREData/ored/portfolio/builders/bondtotalreturnswap.cpp

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namespace ore {
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namespace data {
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ORE_REGISTER_ENGINE_BUILDER_IMPL(DiscountingBondTRSEngineBuilder)
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} // namespace data
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} // namespace ore

OREData/ored/portfolio/builders/bondtotalreturnswap.hpp

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@@ -43,7 +43,6 @@ class BondTRSEngineBuilder : public CachingPricingEngineBuilder<string, const st
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};
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class DiscountingBondTRSEngineBuilder : public BondTRSEngineBuilder {
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ORE_REGISTER_ENGINE_BUILDER(DiscountingBondTRSEngineBuilder)
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public:
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DiscountingBondTRSEngineBuilder() : BondTRSEngineBuilder("DiscountedCashflows", "DiscountingBondTRSEngine") {}
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OREData/ored/portfolio/builders/capfloor.cpp

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namespace ore {
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namespace data {
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ORE_REGISTER_ENGINE_BUILDER_IMPL(CapFloorEngineBuilder)
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boost::shared_ptr<PricingEngine> CapFloorEngineBuilder::engineImpl(const std::string& index) {
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string ccyCode = parseIborIndex(index)->currency().code();
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Handle<YieldTermStructure> yts = market_->discountCurve(ccyCode, configuration(MarketContext::pricing));

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