Fix missing doc groups

Author: lballabio

Docs/pages/engines.docs

@@ -27,12 +27,18 @@
 
 /*! \defgroup basketengines Basket option engines */
 
+/*! \defgroup bondengines Basket option engines */
+
 /*! \defgroup capfloorengines Cap/floor engines */
 
 /*! \defgroup cliquetengines Cliquet option engines */
 
 /*! \defgroup forwardengines Forward option engines */
 
+/*! \defgroup inflationcapfloorengines Inflation cap/floor engines */
+
+/*! \defgroup lookbackengines Lookback option engines */
+
 /*! \defgroup quantoengines Quanto option engines */
 
 /*! \defgroup swaptionengines Swaption engines */

Docs/pages/termstructures.docs

@@ -16,7 +16,12 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 */
 
-/*! \defgroup yieldtermstructures Term structures
+/*! \defgroup termstructuressss Term structures
+
+    @{
+*/
+
+/*! \defgroup yieldtermstructures Interest-rate term structures
 
     The abstract class QuantLib::YieldTermStructure provides the common
     interface to concrete yield-rate term structure models. Among
@@ -27,3 +32,9 @@
     non-redundant part.
 */
 
+/*! \defgroup defaultprobabilitytermstructures Default-probability term structures */
+
+/*! \defgroup inflationtermstructures Inflation term structures */
+
+
+/*! @} */

ql/experimental/callablebonds/blackcallablebondengine.hpp

@@ -38,7 +38,7 @@ namespace QuantLib {
 
         \warning This class has yet to be tested
 
-        \ingroup callablebondengines
+        \ingroup bondengines
     */
     class BlackCallableFixedRateBondEngine
         : public CallableFixedRateBond::engine {
@@ -69,7 +69,7 @@ namespace QuantLib {
 
         \warning This class has yet to be tested.
 
-        \ingroup callablebondengines
+        \ingroup bondengines
     */
     class BlackCallableZeroCouponBondEngine :
         public BlackCallableFixedRateBondEngine {

ql/experimental/callablebonds/treecallablebondengine.hpp

@@ -30,7 +30,7 @@
 namespace QuantLib {
 
     //! Numerical lattice engine for callable fixed rate bonds
-    /*! \ingroup callablebondengines */
+    /*! \ingroup bondengines */
     class TreeCallableFixedRateBondEngine
         : public LatticeShortRateModelEngine<CallableBond::arguments,
                                              CallableBond::results> {
@@ -57,7 +57,7 @@ namespace QuantLib {
     };
 
     //! Numerical lattice engine for callable zero coupon bonds
-    /*! \ingroup callablebondengines */
+    /*! \ingroup bondengines */
     class TreeCallableZeroCouponBondEngine
         : public TreeCallableFixedRateBondEngine {
 

ql/experimental/credit/factorspreadedhazardratecurve.hpp

@@ -35,7 +35,7 @@ namespace QuantLib {
               structure, i.e., any changes in the latter will be
               reflected in this structure as well.
 
-        \ingroup termstructures
+        \ingroup defaultprobabilitytermstructures
     */
     class FactorSpreadedHazardRateCurve : public HazardRateStructure {
       public:

ql/experimental/credit/lossdistribution.hpp

@@ -31,9 +31,6 @@
 namespace QuantLib {
 
     //! Probability formulas and algorithms
-    /*!
-      \ingroup probability
-    */ 
     class LossDist {
     public:
       LossDist() = default;
@@ -95,9 +92,6 @@ namespace QuantLib {
     };
 
     //! Binomial loss distribution
-    /*! Binomial loss distribution
-      \ingroup probability
-    */
     class LossDistBinomial : public LossDist {
     public:
         LossDistBinomial (Size nBuckets, Real maximum)
@@ -140,8 +134,6 @@ namespace QuantLib {
 
       John Hull and Alan White, "Valuation of a CDO and nth to default CDS 
       without Monte Carlo simulation", Journal of Derivatives 12, 2, 2004 
-
-      \ingroup probability
      */
     class LossDistHomogeneous : public LossDist {
     public:
@@ -174,8 +166,6 @@ namespace QuantLib {
 
       John Hull and Alan White, "Valuation of a CDO and nth to default CDS 
       without Monte Carlo simulation", Journal of Derivatives 12, 2, 2004. 
-
-      \ingroup probability
     */
     class LossDistBucketing : public LossDist {
     public:
@@ -199,8 +189,6 @@ namespace QuantLib {
     /*!
       Loss distribution for varying volumes and probabilities of default
       via Monte Carlo simulation of independent default events.
-
-      \ingroup probability
     */
     class LossDistMonteCarlo : public LossDist {
     public:

ql/experimental/credit/riskyassetswapoption.hpp

@@ -29,7 +29,6 @@
 namespace QuantLib {
 
     //! %Option on risky asset swap
-    /*! \ingroup credit */
     class RiskyAssetSwapOption : public Instrument {
       public:
         RiskyAssetSwapOption(ext::shared_ptr<RiskyAssetSwap> asw,

ql/experimental/credit/spreadedhazardratecurve.hpp

@@ -35,7 +35,7 @@ namespace QuantLib {
               structure, i.e., any changes in the latter will be
               reflected in this structure as well.
 
-        \ingroup termstructures
+        \ingroup defaultprobabilitytermstructures
     */
     class SpreadedHazardRateCurve : public HazardRateStructure {
       public:

ql/experimental/credit/syntheticcdo.hpp

@@ -99,8 +99,6 @@ namespace QuantLib {
       The pricing algorithm allows for varying notional amounts and
       default termstructures of the underlyings.
 
-      \ingroup credit
-
       \todo Investigate and fix cases \f$ E_{i+1} < E_i. \f$
     */
     class SyntheticCDO : public Instrument {

ql/pricingengines/bond/binomialconvertibleengine.hpp

@@ -37,7 +37,7 @@
 namespace QuantLib {
 
     //! Binomial Tsiveriotis-Fernandes engine for convertible bonds
-    /*  \ingroup hybridengines
+    /*  \ingroup bondengines
 
         \test the correctness of the returned value is tested by
               checking it against known results in a few corner cases.