Merge branch 'master' of gitlab.acadiasoft.net:qs/oreplus

Author: pcaspers

OREData/ored/ored.hpp

@@ -172,6 +172,7 @@
 #include <ored/portfolio/builders/equityfuturesoption.hpp>
 #include <ored/portfolio/builders/equityoption.hpp>
 #include <ored/portfolio/builders/equitytouchoption.hpp>
+#include <ored/portfolio/builders/formulabasedcoupon.hpp>
 #include <ored/portfolio/builders/forwardbond.hpp>
 #include <ored/portfolio/builders/fxasianoption.hpp>
 #include <ored/portfolio/builders/fxbarrieroption.hpp>
@@ -244,6 +245,9 @@
 #include <ored/portfolio/europeanoptionbarrier.hpp>
 #include <ored/portfolio/failedtrade.hpp>
 #include <ored/portfolio/fixingdates.hpp>
+#include <ored/portfolio/formulabasedindexbuilder.hpp>
+#include <ored/portfolio/formulabasedlegbuilder.hpp>
+#include <ored/portfolio/formulabasedlegdata.hpp>
 #include <ored/portfolio/forwardbond.hpp>
 #include <ored/portfolio/forwardrateagreement.hpp>
 #include <ored/portfolio/fxaverageforward.hpp>
@@ -370,6 +374,7 @@
 #include <ored/utilities/dategrid.hpp>
 #include <ored/utilities/fileio.hpp>
 #include <ored/utilities/flowanalysis.hpp>
+#include <ored/utilities/formulaparser.hpp>
 #include <ored/utilities/indexnametranslator.hpp>
 #include <ored/utilities/indexparser.hpp>
 #include <ored/utilities/inflationstartdate.hpp>

QuantExt/qle/quantext.hpp

@@ -61,11 +61,13 @@
 #include <qle/cashflows/floatingannuitycoupon.hpp>
 #include <qle/cashflows/floatingannuitynominal.hpp>
 #include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>
+#include <qle/cashflows/formulabasedcoupon.hpp>
 #include <qle/cashflows/fxlinkedcashflow.hpp>
 #include <qle/cashflows/iborfracoupon.hpp>
 #include <qle/cashflows/indexedcoupon.hpp>
 #include <qle/cashflows/jyyoyinflationcouponpricer.hpp>
 #include <qle/cashflows/lognormalcmsspreadpricer.hpp>
+#include <qle/cashflows/mcgaussianformulabasedcouponpricer.hpp>
 #include <qle/cashflows/nonstandardcapflooredyoyinflationcoupon.hpp>
 #include <qle/cashflows/nonstandardinflationcouponpricer.hpp>
 #include <qle/cashflows/nonstandardyoyinflationcoupon.hpp>
@@ -102,6 +104,7 @@
 #include <qle/indexes/escpi.hpp>
 #include <qle/indexes/fallbackiborindex.hpp>
 #include <qle/indexes/fallbackovernightindex.hpp>
+#include <qle/indexes/formulabasedindex.hpp>
 #include <qle/indexes/frcpi.hpp>
 #include <qle/indexes/fxindex.hpp>
 #include <qle/indexes/genericiborindex.hpp>
@@ -219,6 +222,7 @@
 #include <qle/math/basiccpuenvironment.hpp>
 #include <qle/math/blockmatrixinverse.hpp>
 #include <qle/math/bucketeddistribution.hpp>
+#include <qle/math/compiledformula.hpp>
 #include <qle/math/computeenvironment.hpp>
 #include <qle/math/constantinterpolation.hpp>
 #include <qle/math/covariancesalvage.hpp>