fixingmanager.cpp File Reference

#include <orea/simulation/fixingmanager.hpp>
#include <ored/utilities/flowanalysis.hpp>
#include <ored/utilities/indexparser.hpp>
#include <ored/utilities/log.hpp>
#include <ored/utilities/parsers.hpp>
#include <ored/portfolio/trade.hpp>
#include <qle/cashflows/averageonindexedcoupon.hpp>
#include <qle/cashflows/equitycoupon.hpp>
#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>
#include <qle/cashflows/fxlinkedcashflow.hpp>
#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <qle/indexes/fallbackiborindex.hpp>
#include <qle/indexes/genericindex.hpp>
#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/experimental/coupons/cmsspreadcoupon.hpp>
#include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp>

Go to the source code of this file.

Namespaces
namespace	ore
namespace	ore::analytics

Functions
Date	nextValidFixingDate (Date d, const QuantLib::ext::shared_ptr< Index > &index, Size gap=7)